Related papers: Functional limit theorems for Levy processes and t…

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

In a recent work, Bindini and De Pascale have introduced a regularization of $N$-particle symmetric probabilities which preserves their one-particle marginals. In this short note, we extend their construction to mixed quantum fermionic…

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

In the article the distributions of overjump functionals for almost semi-continuous processes on a finite irreducible Markov chain are considered.

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…

The aim of this paper is to investigate the quality of approximation of almost time and band limited functions by its expansion in the Hermite and scaled Hermite basis. As a corollary, this allows us to obtain the rate of convergence of the…

Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…

We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…

In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including L\'evy's continuity theorem and functional limit theorems for…

We develop almost-orthogonality principles for maximal functions associated with averages over line segments and directional singular integrals. Using them, we obtain sharp $L^2$-bounds for these maximal functions when the underlying…

The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

This paper proves several assertions on sufficient conditions for the convergence of additive arithmetic functions to the normal distribution. A generalization of the Erdos-Kac theorem was proved and determines the rate of convergence of…

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

We present a general framework for weak convergence to decorated L\'evy processes in enriched spaces of c\`adl\`ag functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and…

In this paper we deal with the convergence of sequences of positive linear maps to a (not assumed to be linear) isometry on spaces of continuous functions. We obtain generalizations of known Korovkin-type results and provide several…

We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

This paper establishes an abstract Korovkin-type approximation theorem in general spaces, extending the framework of approximation theory to accommodate broader contexts. A critical result supporting this theorem is the proof that any…