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We get central limit type theorems for the total number of edges in the generalized random graphs with random vertex weights under different moment conditions on distributions of the weights.

Probability · Mathematics 2017-03-06 Zhi Shui Hu , Vladimir V. Ulyanov , Qun Qiang Feng

The goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus…

Probability · Mathematics 2007-06-13 Galin L. Jones

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We consider the branching random walks in $d$-dimensional integer lattice with time--space i.i.d. offspring distributions. Then the normalization of the total population is a nonnegative martingale and it almost surely converges to a…

Probability · Mathematics 2011-01-07 Makoto Nakashima

Consider an epidemic model with a constant flux of susceptibles, in a situation where the corresponding deterministic epidemic model has a unique stable endemic equilibrium. For the associated stochastic model, whose law of large numbers…

Probability · Mathematics 2020-03-06 Etienne Pardoux

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

Probability · Mathematics 2021-05-05 Alexander Zeifman

Motivated by the study of a parasite infection in a cell line, we introduce a general class of Markov processes for the modelling of population dynamics. The population process evolves as a diffusion with positive jumps whose rate is a…

Probability · Mathematics 2021-06-01 Aline Marguet , Charline Smadi

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

Probability · Mathematics 2007-05-23 David Nualart , Giovanni Peccati

Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…

Probability · Mathematics 2020-04-21 Azam A. Imomov

The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…

Dynamical Systems · Mathematics 2026-05-20 Sebastian Throm

The distribution of a Markov process with killing, conditioned to be still alive at a given time, can be approximated by a Fleming-Viot type particle system. In such a system, each particle is simulated independently according to the law of…

Probability · Mathematics 2017-09-21 Frederic Cerou , Bernard Delyon , Arnaud Guyader , Mathias Rousset

The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…

Analysis of PDEs · Mathematics 2022-10-04 Stefano Almi , Claudio D'Eramo , Marco Morandotti , Francesco Solombrino

We study multi-patch epidemic models where individuals may migrate from one patch to another in either of the susceptible, exposed/latent, infectious and recovered states. We assume that infections occur both locally with a rate that…

Probability · Mathematics 2022-08-31 Guodong Pang , Etienne Pardoux

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

Probability · Mathematics 2012-04-13 Martin G. Riedler , Michèle Thieullen , Gilles Wainrib

We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…

Physics and Society · Physics 2013-07-23 Wojciech Ganczarek

The exponential rate of convergence and the Central Limit Theorem for some Markov operators are established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell cycle model given by…

Probability · Mathematics 2017-01-03 Sander Hille , Katarzyna Horbacz , Tomasz Szarek , Hanna Wojewódka

We prove a Central Limit Theorem for the proportion of infected individuals for an epidemic model by dealing with a discrete time system of simple random walks on a complete graph with n vertices. Each random walk makes a role of a virus.…

Probability · Mathematics 2010-11-17 F. Machado , H. Mashurian , H. Matzinger

Mean-field models approximate large stochastic systems by simpler differential equations that are supposed to approximate the mean of the larger system. It is generally assumed that as the stochastic systems get larger (i.e., more people or…

Probability · Mathematics 2016-03-01 Benjamin Armbruster

We consider a threshold epidemic model on a clustered random graph with overlapping communities. In other words, our epidemic model is such that an individual becomes infected as soon as the proportion of her infected neighbors exceeds the…

Probability · Mathematics 2014-02-03 Emilie Coupechoux , Marc Lelarge

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche