Related papers: A functional Generalized Hill process and applicat…

Given a countably infinite group $G$ acting on some space $X$, an increasing family of finite subsets $G_n$ and $x\in X$, a natural question to ask is what asymptotical distribution the sets $G_nx$ form. More formally, we define for a…

Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a measurable space $(X,\cal X)$ with distribution $\mu$ together with a function $f(x_1,...,x_k)$ on the product space $(X^k,{\cal X}^k)$. Let $\mu_n$ denote the…

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…

The Hankel transform H_n[f(x)](q) = int_0^infinity xf(x)J_n(qx)dx is studied for integer n>=-1 and positive parameter q. It is proved that the Hankel transform is given by uniformly and absolutely convergent series in reciprocal powers of…

Let $f:\mathbb{R} \to \mathbb{R}$ be a stationary centered Gaussian process. For any $R>0$, let $\nu_R$ denote the counting measure of $\{x \in \mathbb{R} \mid f(Rx)=0\}$. In this paper, we study the large $R$ asymptotic distribution of…

This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…

Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.

Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…

A generalised Struve function has recently been introduced by Ali, Mondal and Nisar [J. Korean Math. Soc. {\bf 54} (2017) 575--598] as \[(\frac{1}{2} z)^{\nu+1}\sum_{n=0}^\infty\frac{(\frac{1}{2} z)^{2n}}{\Gamma(n+\frac{3}{2})…

Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…

This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

Tail Gini functional is a measure of tail risk variability for systemic risks, and has many applications in banking, finance and insurance. Meanwhile, there is growing attention on aymptotic independent pairs in quantitative risk…

Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…

Assuming the Riemann Hypothesis we study negative moments of the Riemann zeta-function and obtain asymptotic formulas in certain ranges of the shift in $\zeta(s)$. For example, integrating $|\zeta(1/2+\alpha+it)|^{-2k}$ with respect to $t$…

We introduce a new type of local and microlocal asymptotic analysis in algebras of generalized functions, based on the presheaf properties of those algebras and on the properties of their elements with respect to a regularizing parameter.…

We study the shape of the normalized stable L\'{e}vy tree $\mathcal{T}$ near its root. We show that, when zooming in at the root at the proper speed with a scaling depending on the index of stability, we get the unnormalized Kesten tree. In…

We evaluate the sum of Gauss hypergeometric functions \[S(\mu,c;x)=\sum_{k\geq 0} \bl(\frac{1-x}{1+\mu}\br)^k\,{}_2F_1(\fs k+\fs, \fs k+1;c;x)\] for $x\in [-1,1]$ and positive parameters $\mu$ and $c$. The domain of absolute convergence of…

We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…

A representation for the Riemann zeta function valid for arbitrary complex $s=\sigma+it$ is $\zeta(s)=\sum_{n=0}^\infty A(n,s)$, where \[A(n,s)=\frac{2^{-n-1}}{1-2^{1-s}} \sum_{k=0}^n \left(\!\begin{array}{c}n\\k\end{array}\!\right)…