Related papers: Mod-$\phi$ convergence
This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…
Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…
The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…
In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…
Local stochastic volatility refers to a popular model class in applied mathematical finance that allows for "calibration-on-the-fly", typically via a particle method, derived from a formal McKean-Vlasov equation. Well-posedness of this…
We give new contributions on the distribution of the zeros of the Riemann zeta function by using the techniques of the Malliavin calculus. In particular, we obtain the error bound in the multidimensional Selberg' s central limit theorem…
We investigate the weak coupling limit of the Pauli- Fierz Hamiltonian within a mathematically rigorous framework. Furthermore, we establish the asymptotic behavior of the effective mass in this regime.
Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…
We establish an exponential error term for the renewal theorem in the context of products of random matrices, which is surprising compared with classical abelian cases. A key tool is the Fourier decay of the Furstenberg measures on the…
The local limit theorem describes the behavior of the convolution powers of a probability distribution supported on Z. In this work, we explore the role played by positivity in this classical result and study the convolution powers of the…
We prove a generalization of the fact that periodic functions converge weakly to the mean value as the oscillation increases. Some convergence questions connected to locally periodic nonlinear boundary value problems are also considered.
In this paper, we investigate the convergence properties of Fourier partial sums associated with general orthonormal systems, focusing on functions that belong to specific differentiable function classes. While classical Fourier analysis…
This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…
We establish upper bounds for shifted moments of modular $L$-functions to a fixed modulus as well as quadratic twists of modular $L$-functions under the generalized Riemann hypothesis. Our results are then used to establish bounds for…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
The role played by a Lorentz-violating term on the outcomes of kink scattering in the $\phi^6$ model is investigated by using the Fourier spectral method. Impacts of the Lorentz-violating term on the critical velocities, the location of…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
In this paper, we investigate weak solutions and Perron-Wiener-Brelot solutions to the linear stationary Kramers-Fokker-Planck equation in bounded domains. We establish the existence of weak solutions in product domains by applying the…