Explore the vast range of titles available.

We prove that many, but not all, injective factors arise as crossed products by nonsingular Bernoulli actions of the group$\\mathbb {Z}$. We obtain this result by proving a completely general result on the ergodicity, type and Krieger’s associated flow for Bernoulli shifts with arbitrary base spaces. We prove that the associated flow must satisfy a structural property of infinite divisibility. Conversely, we prove that all almost periodic flows, as well as many other ergodic flows, do arise as associated flow of a weakly mixing Bernoulli action of any infinite amenable group. As a byproduct, we prove that all injective factors with almost periodic flow of weights are infinite tensor products of$2 \\times 2$matrices. Finally, we construct Poisson suspension actions with prescribed associated flow for any locally compact second countable group that does not have property (T).

Following our previous work on complementary boundary conditions, we write Cartesian product of two copies of a space of continuous functions on the real line as the direct sum of two subspaces that are invariant under a cosine family of operators underlying Brownian motion. Both these subspaces are formed by pairs of extensions of continuous functions: in the first subspace the form of these extensions is shaped unequivocally by the transmission conditions describing snapping out Brownian motion, in the second, it is shaped by the transmission conditions of skew Brownian motion with certain degree of stickiness. In this sense, the above transmission conditions are complementary to each other.

This paper aims at unifying and clarifying the recent advances in the analysis of the fractional and generalized fractional Partial Differential Equations of Caputo and Riemann-Liouville type arising essentially from the probabilistic point of view. This point of view leads to the path integral representation for the solutions of these equations, which is seen to be stable with respect to the initial data and key parameters and is directly amenable to numeric calculations (Monte-Carlo simulation). In many cases these solutions can be compactly presented via the wide class of operatorvalued analytic functions of the Mittag-Leffler type, which are proved to be expressed as the Laplace transforms of the exit times of monotone Markov processes.

We give sharp estimates for the heat kernel of the fractional Laplacian with Dirichlet condition for a general class of domains including Lipschitz domains.

We give sufficient conditions for the non-triviality of the Poisson boundary of random walks on$H(\\mathbb{Z})$and its subgroups. The group$H(\\mathbb{Z})$is the group of piecewise projective homeomorphisms over the integers defined by Monod [Groups of piecewise projective homeomorphisms. Proc. Natl Acad. Sci. USA 110 (12) (2013), 4524–4527]. For a finitely generated subgroup$H$of$H(\\mathbb{Z})$, we prove that either$H$is solvable or every measure on$H$with finite first moment that generates it as a semigroup has non-trivial Poisson boundary. In particular, we prove the non-triviality of the Poisson boundary of measures on Thompson’s group$F$that generate it as a semigroup and have finite first moment, which answers a question by Kaimanovich [Thompson’s group$F$is not Liouville. Groups, Graphs and Random Walks ( London Mathematical Society Lecture Note Series ). Eds. T. Ceccherini-Silberstein, M. Salvatori and E. Sava-Huss. Cambridge University Press, Cambridge, 2017, pp. 300–342, 7.A].

We discuss the qualitatively new properties of random walks on groups that arise in the situation when the entropy of the step distribution is infinite.

Given a probability measure on a finitely generated group, its Martin boundary is a natural way to compactify the group using the Green function of the corresponding random walk. For finitely supported measures in hyperbolic groups, it is known since the work of Ancona and Gouëzel–Lalley that the Martin boundary coincides with the geometric boundary. The goal of this paper is to weaken the finite support assumption. We first show that, in any nonamenable group, there exist probability measures with exponential tails giving rise to pathological Martin boundaries. Then, for probability measures with superexponential tails in hyperbolic groups, we show that the Martin boundary coincides with the geometric boundary by extending Ancona's inequalities. We also deduce asymptotics of transition probabilities for symmetric measures with superexponential tails.

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search algorithms we show how such persistence of randomness can be detected and quantified with techniques from discrete potential theory. We also show that this approach can be used to obtain strong limit theorems in cases where previously only distributional convergence was known.

We show that the positive Wiener-Hopf factor of a Lévy process with positive jumps having a rational Fourier transform is a rational function itself, expressed in terms of the parameters of the jump distribution and the roots of an associated equation. Based on this, we give the closed form of the ruin probability for a Lévy process, with completely arbitrary negatively distributed jumps, and finite intensity positive jumps with a distribution characterized by a rational Fourier transform. We also obtain results for the ladder process and its Laplace exponent. A key role is played by the analytic properties of the characteristic exponent of the process and by a Baxter-Donsker-type formula for the positive factor that we derive.

The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains, by H. Tanaka [61] and further investigated by P.-L. Lions and A.-S. Sznitman [42] in their celebrated article. Subsequent results of several researchers have resulted in a large literature on the Skorohod problem in time-independent domains. In this article we conduct a thorough study of the multidimensional Skorohod problem in time-dependent domains. In particular, we prove the existence of càdlàg solutions (x, λ) to the Skorohod problem, with oblique reflection, for (D, Γ, w) assuming, in particular, that D is a time-dependent domain (Theorem 1.2). In addition, we prove that if w is continuous, then x is continuous as well (Theorem 1.3). Subsequently, we use the established existence results to construct solutions to stochastic differential equations with oblique reflection (Theorem 1.9) in time-dependent domains. In the process of proving these results we establish a number of estimates for solutions to the Skorohod problem with bounded jumps and, in addition, several results concerning the convergence of sequences of solutions to Skorohod problems in the setting of time-dependent domains.