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We consider the critical spread-out contact process in Z^d with d\ge1, whose infection range is denoted by L\ge1. In this paper, we investigate the r-point function \tau_{\vec t}^{(r)}(\vec x) for r\ge3, which is the probability that, for…

Probability · Mathematics 2008-09-11 Remco van der Hofstad , Akira Sakai

We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…

Probability · Mathematics 2026-02-19 Henri Elad Altman , Tom Klose , Nicolas Perkowski

Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the winding number of complex brownian motion and the…

Probability · Mathematics 2011-08-01 Freddy Delbaen , Emmanuel Kowalski , Ashkan Nikeghbali

We show that the pointed measured Gromov convergence of the underlying spaces implies (or under some condition, is equivalent to) the weak convergence of Brownian motions under Riemannian Curvature-Dimension (RCD) conditions.

Probability · Mathematics 2019-09-25 Kohei Suzuki

We prove that the Fourier transform of the properly-scaled normalized two-point function for sufficiently spread-out long-range oriented percolation with index \alpha>0 converges to e^{-C|k|^{\alpha\wedge2}} for some C\in(0,\infty) above…

Probability · Mathematics 2008-08-11 Lung-Chi Chen , Akira Sakai

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

We focus on the existence and its characterization of limit for a certain critical branching random walks in time-space random environment in 1 dimension which was introduced by Birkner et.al. Each particle performs simple random walk on…

Probability · Mathematics 2013-04-25 Makoto Nakashima

Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence…

Functional Analysis · Mathematics 2022-08-04 Martin Herdegen , Gechun Liang , Osian Shelley

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

Probability · Mathematics 2009-10-26 Márton Ispány , Gyula Pap

We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…

Probability · Mathematics 2009-06-22 Yueyun Hu , Zhan Shi

We derive novel sufficient conditions for convergence of Loopy Belief Propagation (also known as the Sum-Product algorithm) to a unique fixed point. Our results improve upon previously known conditions. For binary variables with…

Artificial Intelligence · Computer Science 2012-07-09 Joris Mooij , Hilbert Kappen

In this paper, we study the weak convergence of the extremes of supercritical branching L\'evy processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. The result is drastically different…

Probability · Mathematics 2022-10-13 Yan-Xia Ren , Renming Song , Rui Zhang

We focus on a sequence of functions $\{f_n\}$, defined on a compact manifold with boundary $S$, converging in the $C^k$ metric to a limit $f$. A common assumption implicitly made in the empirical sciences is that when such functions…

General Topology · Mathematics 2025-08-11 Thomas J. Maullin-Sapey , Samuel Davenport

We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

We prove that the total range of Super-Brownian motion with quadratic branching mechanism has an exact packing measure with respect to the gauge function $g(r)=r^4 (\log \log1/r)^{-3}$ in super-critical dimensions $d\geq 5$. More precisely,…

Probability · Mathematics 2008-11-03 Thomas Duquesne

In this paper, weak convergences of marked empirical processes in $L^2(\mathbb{R},\nu)$ and their applications to statistical goodness-of-fit tests are provided, where $L^2(\mathbb{R},\nu)$ is the set of equivalence classes of the square…

Statistics Theory · Mathematics 2022-03-29 Koji Tsukuda , Yoichi Nishiyama

For each $n \geq 1$, let $\{X_{j,n}\}_{1 \leq j \leq n}$ be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions for the convergence in distribution of the point process…

Probability · Mathematics 2008-05-28 Raluca Balan , Sana Louhichi

This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…

Probability · Mathematics 2013-07-22 Qingshuo Song , George Yin , Qing Zhang

We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk…

Probability · Mathematics 2013-06-28 Makoto Nakashima

We prove general results about separation and weak$^\#$-convergence of boundedly finite measures on separable metric spaces and Souslin spaces. More precisely, we consider an algebra of bounded real-valued, or more generally a $*$-algebra…

Probability · Mathematics 2016-09-12 Wolfgang Löhr , Thomas Rippl
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