Related papers: Functional limit theorems for renewal shot noise p…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…
Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…
We consider the following Markovian dynamic on point processes: at constant rate and with equal probability, either the rightmost atom of the current configuration is removed, or a new atom is added at a random distance from the rightmost…
We consider the continuum limit of some products of random matrices in $\text{SL}(d,{\mathbb R})$ that arise as discretisations of incompressible renewing flows -- that is, of flows corresponding to a divergence-free velocity field that…
We consider a queuing model with the workload evolving between consecutive i.i.d.\ exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'evy process $Y_i(t)$ that is reflected at zero, and where the…
There is a fundamental limit on the capacity of fibre optical communication system (Shannon Limit). This limit can be potentially overcome via using Nonlinear Frequency Division Multiplexing. Dealing with noises in these systems is one of…
We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is a functional limit theorem for the model under the annealed law, analogous to the…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…
Random lasers have been recently approached as a photonic platform for disordered complex systems, such as spin glasses. In this work, using a Nd$^{3+}$:YBO$_3$ random laser system operating in the nonresonant (diffusive) feedback regime,…
We prove a spectral upper bound for the torsion function of symmetric stable processes that holds for convex domains in $\mathbb{R}^d$. Our bound is explicit and captures the correct order of growth in $d$, improving upon the existing…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
We introduce a variation of the step-reinforced random walk with general memory. For the diffusive regime, we establish a functional invariance principle and show that, given suitable conditions on the memory sequence, the arising limiting…
The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…