Related papers: On the asymptotics of moments of linear random rec…
Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math…
We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
It is known that the Perron--Frobenius operators of piecewise expanding $\mathcal{C}^2$ transformations possess an asymptotic periodicity of densities. On the other hand, external noise or measurement errors are unavoidable in practical…
Boolean networks have been widely used in many areas of science and engineering to represent various dynamical behaviour. In systems biology, they became useful tools to study the dynamical characteristics of large-scale biomolecular…
Shrinkage of large particles, either through depolymerisation (i.e. progressive shortening) or through fragmentation (breakage into smaller pieces) may be modelled by discrete equations, of Becker-D\''oring type, or by continuous ones. In…
With the discovery of gravitational waves and fast radio bursts, wave optics has become increasingly relevant in astrophysics. This paper studies the behaviour of random gravitational and plasma lenses, presenting the refractive and…
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap,…
We propose a refined version of the existing conjectural asymptotic formula for the moments of the family of quadratic Dirichlet L-functions over rational function fields. Our prediction is motivated by two natural conjectures that provide…
In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimator serves as synchronized realized…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
We study the iterative methods for large moment systems derived from the linearized Boltzmann equation. By Fourier analysis, it is shown that the direct application of the block symmetric Gauss-Seidel (BSGS) method has slower convergence…
We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…
In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of order p (INAR(p)) is described. Under a natural assumption it is proved that the sequence of appropriately scaled random step functions formed from…
This manuscript considers the Jordan-Moore-Gibson-Thompson (JMGT) equation and its linearized equation with an additional weak damping term (proposed by [B. Kaltenbacher, \emph{Inverse Problems} (2025)] firstly) in the whole space…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
This work is a follow-up to our previous work "A numerical approach related to defect-type theories for some weakly random problems in homogenization" (preprint available on this archive). It extends and complements, both theoretically and…
This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…