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5 papers · 2 filters
Windings of the stable Kolmogorov process
Christophe Profeta, Thomas Simon
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable Lévy process L and its primitive X as coordinates, in the non-trivial ca…
The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)
François Delarue, Stephane Menozzi, Eulalia Nualart
In this paper we prove that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary processes. The first one is…
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
Mikael Falconnet, Dasha Loukianova, Arnaud Gloter
We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (…
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
Francis Comets, Mikael Falconnet, Oleg Loukianov +1
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a singl…
Persistence of integrated stable processes
Christophe Profeta, Thomas Simon
We compute the persistence exponent of the integral of a stable Lévy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003…