Related papers: Limit theorems for renewal shot noise processes wi…

A two-dimensional lattice of oscillators with identical (zero) intrinsic frequencies and Kuramoto type of interactions with randomly frustrated couplings is considered. Starting the time evolution from slightly perturbed synchronized…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

We study of the effect of weak noise on critical one dimensional maps; that is, maps with a renormalization theory. We establish a one dimensional central limit theorem for weak noises and obtain Berry--Esseen estimates for the rate of this…

Existence of finite-time blow ups in the classical one-dimensional nonlinear Schr\"odinger equation (NLS) (1) i \partial_t u + u_{x x} + |u|^{2r} u = 0, u(x,0) = u_0(x) has been one of the central problems in the studies of the singularity…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

We develop a theory describing the dynamics of quantum kicked rotators (modelling cold atoms in a pulsed optical field) which are subjected to combined amplitude and timing noise generated by a renewal process (acting as an engineered…

This paper deals with the realisation of affine constraints on nonreversible stochastic differential equations (SDE) by strong confining forces. We prove that the confined dynamics converges pathwise and on bounded time intervals to the…

Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…

For the plane, sphere, and hyperbolic plane we consider the canonical invariant determinantal point processes with intensity rho dnu, where nu is the corresponding invariant measure. We show that as rho converges to infinity, after…

We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index $\alpha\in (1/2,1]$. In the process we obtain…

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

Most diffusion models assume that the reverse process adheres to a Gaussian distribution. However, this approximation has not been rigorously validated, especially at singularities, where t=0 and t=1. Improperly dealing with such…

We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

We derive scaling limits for integral functionals of It\^o processes with fast nonlinear mean-reversion speed. We show that in these limits, the fast mean-reverting process is "averaged out" by integrating against its invariant measure.…

We investigate current fluctuations in non-degenerate semiconductors, on length scales intermediate between the elastic and inelastic mean free paths. We present an exact solution of the non-linear kinetic equations in the regime of…

We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}_t)dt + \varepsilon^{\alpha}dB_t, dY^{\varepsilon}_t &=& -…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…