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For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…
In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…
In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
If you take a superposition of n IID copies of a point process and thin that by a factor of 1/n, then the resulting process tends to a Poisson point process as n tends to infinity. We give a simple proof of this result that highlights its…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…
For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…
For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…
We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $\eta$ and give several alternative conditions under which the ``estimated parameter'' $\eta_n$ can be replaced by its natural…
This paper consists of a proof of a multivariate Central Limit Theorem for "rectangular" sums of dependent complex-valued, rho-prime-mixing random variables indexed by Z^d.
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…
A family of self-similar and translation-invariant random sup-measures with long-range dependence are investigated. They are shown to arise as the limit of the empirical random sup-measure of a stationary heavy-tailed process, inspired by…
In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…