Related papers: Asymptotics of the odometer function for the inter…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…
This paper studies the asymptotic distribution of a constrained lasso-type estimator for denoising signals defined on the nodes of a graph, where the underlying structure encodes relationships between variables. We show that, under suitable…
We consider a convection-diffusion model with linear fractional diffusion in the sub-critical range. We prove that the large time asymptotic behavior of the solution is given by the unique entropy solution of the convective part of the…
In this paper, we study time-asymptotic propagation phenomena for a class of dispersive equations on the line by exploiting precise estimates of oscillatory integrals. We propose first an extension of the van der Corput Lemma to the case of…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate…
We consider the activated random walk particle system, a model of self-organized criticality, on $\mathbb{Z}$ with i.i.d.-Bernoulli initial configuration. We show that at subcritical density, the system's odometer function, which counts the…
We consider here asymptotic models that describe the propagation of one-dimensional internal waves at the interface between two layers of immiscible fluids of different densities, under the rigid lid assumption and with uneven bottoms. The…
We study decay of correlations, the asymptotic distribution of hitting times and fluctuations of the return times for a robust class of multidimensional non-uniformly hyperbolic transformations. Oliveira and Viana [15] proved that there is…
We consider a cluster growth model on Z^d, called internal diffusion limited aggregation (internal DLA). In this model, random walks start at the origin, one at a time, and stop moving when reaching a site not occupied by previous walks. It…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…
We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…
Several uniform asymptotics expansions of the Weber parabolic cylinder functions are considered, one group in terms of elementary functions, another group in terms of Airy functions. Starting point for the discussion are asymptotic…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
We prove the asymptotic normality of the discretized maximum likelihood estimator for the drift parameter in the homogeneous ergodic diffusion model.
The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…
Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…
We examine the long-term asymptotic behavior of dissipating solutions to aggregation equations and Patlak-Keller-Segel models with degenerate power-law and linear diffusion. The purpose of this work is to identify when solutions decay to…