Related papers: Some local approximations of Dawson--Watanabe supe…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
Hyperbolic-parabolic systems have spatially homogenous stationary states. When the dissipation is weak, one can derive weakly nonlinear-dissipative approximations that govern perturbations of these constant states. These approximations are…
For a scalar Gaussian process $B$ on $\mathbb{R}_{+}$ with a prescribed general variance function $\gamma^{2}\left(r\right) =\mathrm{Var}\left(B\left(r\right) \right) $ and a canonical metric $\mathrm{E}[\left(B\left(t\right)…
Consider error terms x(i) of a moving average process MA(q), where x(i)=e(i) + e(i-1)+...+e(i-q) and e(i) - independent identically distributed (i.i.d.) random variables. We recognize a term x(i) as a local maximum if the following…
On a finite graph, there is a natural family of Boltzmann probability measures on cycle-rooted spanning forests, parametrized by weights on cycles. For a certain subclass of those weights, we construct Gibbs measures in infinite volume, as…
We consider a Galton-Watson tree where each node is marked independently of each others with a probability depending on its outdegree. We give a complete picture of the local convergence of critical or sub-critical marked Galton-Watson…
We investigate a particular form of weak convergence of the local empirical process.
In this article, for some $d-$dimensional Gaussian processes \[X=\big\{X_t=(X^1_t,\cdots,X^d_t):t\ge0\big\},\] whose components are i.i.d. $1-$dimensional self-similar Gaussian process with Hurst index $H\in(0,1)$, we consider the…
We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…
We consider almost sure convergence of the SDE $dX_t=\alpha_t d t + \beta_t d W_t$ under the existence of a $C^2$-Lyapunov function $F:\mathbb R^d \to \mathbb R$. More explicitly, we show that on the event that the process stays local we…
It is well known that estimating the expectation of any given bounded random variable with values in $[-B, B]$ has a sample complexity of $\mathrm{O}(B^2/\epsilon^2)$ that is independent of the underlying probability measure. We show that…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…
We consider momentum push-forwards of measures arising as quantum limits (semi-classical measures) of eigenfunctions of a point scatterer on the standard flat torus $\mathbb T^2 = \mathbb R^2/\mathbb Z^{2}$. Given any probability measure…
We study the extremal process associated with the Discrete Gaussian Free Field on the square lattice and elucidate how the conformal symmetries manifest themselves in the scaling limit. Specifically, we prove that the joint process of…
A controlled sweeping process with prox-regular set, $W^{1,2}$-controls, and separable endpoints constraints is considered in this paper. Existence of optimal solutions is established and local optimality conditions are derived via strong…
Consider a branching random walk, where the branching mechanism is governed by a Galton-Watson process, and the migration by a finite range symmetric irreducible random walk on the integer lattice $\mathbb{Z}^d$. Let $Z_n(z)$ be the number…
We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…
A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…
Answering the question of V.I. Oseledets, we present a random variable $\xi$ such that the sum $\xi(x)+a\xi(y)$ has a singular distribution for a set of parameters $a$ dense in $(1, +\infty)$, but for another dense set of parameters, this…