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

This article investigates the role of the regularity of the test function when considering the weak error for standard discretizations of SPDEs of the form $dX(t)=AX(t)dt+F(X(t))dt+dW(t)$, driven by space-time white noise. In previous…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

This article presents a complete second order theory for a large class of geometric functionals on homogeneous Poisson input. In particular, the results don't require the existence of a radius of stabilisation. Hence they can be applied to…

We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is…

We consider a quantum wire double junction system with each wire segment described by a spinless Luttinger model, and study theoretically shot noise in this system in the sequential tunneling regime. We find that the non-equilibrium…

This paper studies the local spacings of deformations of the Riemann zeta function under certain averaging and differencing operations. For real h it considers A_h(s)= 1/2(xi(s+h)+ xi(s-h)) and B_h(s)=1/(2i)(xi(s+h)-xi(s-h)), where xi(s) is…

Sound scattering by a finite width beam on a single rigid body rotation vortex flow is detected by a linear array of transducers (both smaller than a flow cell), and analyzed using a revised scattering theory. Both the phase and amplitude…

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…

We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…

Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption $u\in C^{4}(\bar{\Omega})$ is needed to preserve $\mathcal{O}(h^{2})$…

We reassess the problem of renormalization in finite temperature field theory (FTFT). A new point of view elucidates the relation between the ultraviolet divergences for T=0 and $T \not= 0$ theories and makes clear the reason why the…

The renewal process is a key statistical model for describing a wide range of stochastic systems in Physics. This work investigates the behavior of the probability distribution of the number of renewals in renewal processes in the…

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…

Max stable laws are limit laws of linearly normalized partial maxima of indepen- dent, identically distributed (iid) random variables (rvs). These are analogous to stable laws which are limit laws of normalized partial sums of iid rvs. In…