Related papers: Limit theorems for continuous time branching flows
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…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
A basic class of two-type continuous-state branching processes in varying environments are constructed by solving the backward equation determining the cumulant semigroup. The parameters of the process are allowed to be c\`adl\`ag in time…
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…
We perform the discrete-to-continuum limit passage for a microscopic model describing the time evolution of dislocations in a one dimensional setting. This answers the related open question raised by Geers et al. in [GPPS13]. The proof of…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We study a class of quadratic, infinite-dimensional dynamical systems, inspired by models for viscoelastic fluids. We prove that these equations define a semi-flow on the cone of positive, essentially bounded functions. As time tends to…
This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…
We first define Pseudo-Calabi flow, as {equation*} {{aligned}{{\partial \varphi}\over {\partial t}}&= -f(\varphi), \triangle_varphi f(\varphi) &= S(\varphi) - \ul S.{aligned}. \end{equation*} Then we prove the well-posedness of this flow…
We prove a fluid limit for the coarsening phase of the condensing zero-range process on a finite number of sites. When time and occupation per site are linearly rescaled by the total number of particles, the evolution of the process is…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.
We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in $\R^d$ with anisotropic space motion and weakly degenerate splitting ability. In the case of large dimensions, our limit…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…
In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x…
Discontinuous time derivatives are used to model threshold-dependent switching in such diverse applications as dry friction, electronic control, and biological growth. In a continuous flow, a discon- tinuous derivative can generate multiple…