Related papers: Continuous Gaussian multifractional processes with…

In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than $1/2$. This applies in particular to…

We exhibit a family of autosimilar H\"older maps that satisfies a fractal version of the Van Der Corput Lemma, despite not being absolutely continuous. The result is a direct consequence of a recent work of Sahlsten and Steven…

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…

This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…

We give two examples of periodic Gaussian processes, having entropy numbers of exactly same order but radically different small deviations. Our construction is based on classical Knopp's result yielding of existence of continuous nowhere…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…

A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…

For every $c\in(1,23/22)$ and every probability dynamical system $(X,\mathcal{B},\mu,T)$ we prove that for any $f,g\in L^{\infty}_{\mu}(X)$ the bilinear ergodic averages \[ \frac{1}{N}\sum_{n=1}^Nf(T^{\lfloor n^c\rfloor}x)g(T^{-\lfloor…

In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…

We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…

In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

We study properties of stationary determinantal point processes $\X$ on $\Z$ from different points of views. It is proved that $\X\cap \N$ is almost surely Bohr-dense and good universal for almost everywhere convergence in $L^1$, and that…

We call a random point measure infinitely ramified if for every $n\in \mathbb N$, it has the same distribution as the $n$-th generation of some branching random walk. On the other hand, branching L\'evy processes model the evolution of a…

Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…

In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…

We prove pointwise convergence, as $N\to \infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f(T^nx)\cdot g(S^{a_n}x)$, where $T$ and $S$ are commuting measure preserving transformations, and $a_n$ is a random version of the…

We prove H\"older regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also…