Related papers: On the asymptotics of moments of linear random rec…
We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is…
Problems in exponential asymptotics are typically characterized by divergence of the associated asymptotic expansion in the form of a factorial divided by a power. In this paper, we demonstrate that in certain classes of problems that…
We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
We study the asymptotics of the moments of arithmetic functions that have a limit distribution, not necessarily normal, defined on a subset of the natural series that satisfies certain requirements. Several assertions are proved on…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…
The very large transverse momenta and large multiplicities available in present LHC experiments on pp collisions allow a much closer look at the corresponding distributions. Some time ago we discussed a possible physical meaning of apparent…
We show that if a permutation statistic can be written as a linear combination of bivincular patterns, then its moments can be expressed as a linear combination of factorials with constant coefficients. This generalizes a result of…
We study linear recurrences of Eulerian type of the form \[ P_n(v) = (\alpha(v)n+\gamma(v))P_{n-1}(v) +\beta(v)(1-v)P_{n-1}'(v)\qquad(n\ge1), \] with $P_0(v)$ given, where $\alpha(v), \beta(v)$ and $\gamma(v)$ are in most cases polynomials…
We present a technique for reducing the order of polynomial-like iterative equations; in particular, we answer a question asked by Wenmeng Zhang and Weinian Zhang. Our method involves the asymptotic behaviour of the sequence of consecutive…
In the paper we develop an approach to asymptotic normality through factorial cumulants. Factorial cumulants arise in the same manner from factorial moments, as do (ordinary) cumulants from (ordinary) moments. Another tool we exploit is a…
We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…
We study a general class of nonlinear iterative algorithms which includes power iteration, belief propagation and approximate message passing, and many forms of gradient descent. When the input is a random matrix with i.i.d. entries, we use…
We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
In this paper we compute the asymptotic behavior of the recurrence coefficients for polynomials orthogonal with respect to a logarithmic weight $w(x){\rm d}x = \log \frac{2k}{1-x}{\rm d}x$ on $(-1,1)$, $k > 1$, and verify a conjecture of…