arXiv subjects

Glib Verovkin

Publications and source records attributed to Glib Verovkin.

3 recordsLinked to original sources

arXiv2025

A probabilistic study of the set of stationary solutions to spatial kinetic-type equations

In this paper we study multivariate kinetic-type equations in a general setup, which includes in particular the spatially homogeneous Boltzmann equation with Maxwellian molecules, both with elastic and inelastic collisions. Using a representation of the collision operator derived in Bassetti, Ladelli, Matthes (2015) and Dolera, Regazzini (2014), we prove the existence and uniqueness of time-dependent solutions with the help of continuous-time branching random walks, under assumptions as weak as possible. Our main objective is a characterisation of the set of stationary solutions, e.g. equilibrium solutions for inelastic kinetic-type equations, which we describe as mixtures of multidimensional stable laws.

math.PR↗

arXiv2017

A functional limit theorem for random processes with immigration in the case of heavy tails

Let $(X_k,ξ_k)_{k\in \mathbb {N}}$ be a sequence of independent copies of a pair $(X,ξ)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $ξ$ is a positive random variable. The random process with immigration $(Y(u))_{u\in \mathbb {R}}$ is defined as the a.s. finite sum $Y(u)=\sum_{k\geq0}X_{k+1}(u- ξ_1-\cdots-ξ_k)1\mkern-4.5mu\mathrm{l}_{\{ξ_1+\cdots+ξ_k\leq u\}}$. We obtain a functional limit theorem for the process $(Y(ut))_{u\geq 0}$, as $t\to\infty$, when the law of $ξ$ belongs to the domain of attraction of an $α$-stable law with $α\in(0,1)$, and the process $X$ oscillates moderately around its mean $\mathbb{E}[X(t)]$. In this situation the process $(Y(ut))_{u\geq0}$, when scaled appropriately, converges weakly in the Skorokhod space $D(0,\infty)$ to a fractionally integrated inverse stable subordinator.

math.PR↗

arXiv2014

Weak convergence of the number of zero increments in the random walk with barrier

We continue the line of research of random walks with barrier initiated by Iksanov and M{ö}hle (2008). Assuming that the tail of the step of the underlying random walk has a power-like behavior at infinity with exponent $-α$, $α\in(0,1)$, we prove that the number $V_n$ of zero increments in the random walk with barrier, properly centered and normalized, converges weakly to the standard normal law. This refines previously known weak law of large numbers for $V_n$ proved in Iksanov and Negadailov (2008).

math.PR↗