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- Polish Academy of SciencesPL4 papers
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4 papers · 1 filter
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Radoslaw Adamczak
We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequ…
Hitting distributions of geometric Brownian motion
T. Byczkowski, M. Ryznar
Let be the first hitting time of the point 1 by the geometric Brownian motion with drift starting from . Here is the Brownian mot…
Symmetric stable processes in parabola--shaped regions
Rodrigo Banuelos, Krzysztof Bogdan
We identify the critical exponent of integrability of the first exit time of rotation invariant stable Lévy process from parabola--shaped region.
On the shape of the ground state eigenfunction for stable processes
Rodrigo Banuelos, Tadeusz Kulczycki, Pedro J. Mendez-Hernandez
We prove that the ground state eigenfunction for symmetric stable processes of order killed upon leaving the interval is concave on . We ca…