Related papers: CLT for Ornstein-Uhlenbeck branching particle syst…
A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…
The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…
In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…
An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. We study two aspects of this problem. We start by…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
The aim of this paper is to prove the strong law of large numbers (SLLN) as well as the central limit theorem (CLT) for a class of vector-valued stochastic processes which arise as solutions of the stochastic evolution inclusion…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
The authors in a previous paper proved the hydrodynamic incompressible limit in $d\ge 3$ for a thermal lattice gas, namely a law of large numbers for the density, velocity field and energy. In this paper the equilibrium fluctuations for…
We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…
Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted $\theta$, for a Ornstein-Uhlenbeck process $X \coloneqq \{X_t,t\geq0\}$ observed at high frequency. We provide an…
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but…
Consider $(Z_n)_{n\geq0}$ a supercritical branching process in an independent and identically distributed environment. Based on some recent development in martingale limit theory, we established law of the iterated logarithm, strong law of…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…
We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…