Related papers: A strong convergence to the Rosenblatt process
We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called…
We consider again the fast-slow motions setups in the continuous time $\frac {dX_N(t)}{dt}=N^{1/2} \sig(X_N(t))(\xi(tN))+b(X_N(t)),\, t\in [0,T]$ and the discrete time $X_N((n+1)/N)=X_N(n/N)+N^{-1/2}\sig(X_N(n/N))\xi(n)+N^{-1}b(X_N(n/N)),\,…
The frozen Gaussian approximation provides a highly efficient computational method for high frequency wave propagation. The derivation of the method is based on asymptotic analysis. In this paper, for general linear strictly hyperbolic…
Based on a first order gradient expansion a consistent transport equation is derived for a nonrelativistic system beyond the quasiparticle approximation, i.e. for a regime where the dynamically generated width of the states is allowed to be…
We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace exponent) we characterize the convergence rate of the subordinate…
The present review article has attempted a compact formalism description of transport coefficient calculations for relativistic fluid, which is expected in heavy ion collision experiments. Here, we first address the macroscopic description…
We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the…
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…
We prove an analogue of the classical Bernstein theorem concerning the rate of polynomial approximation of piecewise analytic functions on a compact subset of the real line.
Aiming at a description of transport processes where the dynamically generated width of the states is potentially large a transport equation beyond the quasiparticle approximation is derived in first order gradient expansion. An effective…
We use an adiabatic approximation in terms of instantaneous resonances to study the steady-state and time-dependent transport properties of interacting electrons in biased resonant tunneling heterostructures. This approach leads, in a…
We study the convergence in distribution, as $H\to \frac{1}{2}$ and as $H\to 1$, of the integral $\int_{\mathbb{R}} f(u) dZ^{H}(u) $, where $Z ^{H}$ is a Rosenblatt process with self-similarity index $H\in \left( \frac{1}{2}, 1\right) $ and…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
We create a new, functional calculus, approach to approximation of C_0-semigroups on Banach spaces. As an application of this approach, we obtain optimal convergence rates in classical approximation formulas for C_0-semigroups. In fact, our…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
By means of a variational approach we find new series representations both for well known mathematical constants, such as $\pi$ and the Catalan constant, and for mathematical functions, such as the Riemann zeta function. The series that we…
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes $Z_\gamma$ with kernels defined by parameters $\gamma$ taking values in a tetrahedral region $\Delta$ of $\RR^q$. We…
We investigate random compact sets with random functions defined thereon, such as polynomials, rational functions, the pluricomplex Green function and the Siciak extremal function. One surprising consequence of our study is that randomness…
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…
The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.