Related papers: Hard exclusive processes

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 consider the asymptotic behavior of the expectation of the maximum for a special assignment process with constant or i.i.d. coefficients. We show how it depends on the coefficients' distribution.

Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…

In this paper, we examine applications of the theory of operator-valued processes to algebraic methods in probability theory. We show a central limit theorem for general conservation operator processes. Utilizing this, we analyze the…

Even at moderate energy machines, there is a regime where hard pion electroproduction proceeds by a perturbatively calculable process. The process, we claim, is not the leading twist fragmentation one but rather a higher twist process that…

As a useful and elegant tool of extreme value theory, the study of point processes on a metric space is important and necessary for the analyses of heavy-tailed functional data. This paper focuses on the definition and properties of such…

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

The higher-order Stokes phenomenon can emerge in the asymptotic analysis of many problems governed by singular perturbations. Indeed, over the last two decades, the phenomena has appeared in many physical applications, from acoustic and…

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 consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realized power variations of these max-stable processes, that is,…

Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

Despite the widespread occurrence of classification problems and the increasing collection of point process data across many disciplines, study of error probability for point process classification only emerged very recently. Here, we…

We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…

We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…

Asymmetric exclusion processes with locally reversible kinetic constraints are introduced to investigate the effect of non-conservative driving forces in athermal systems. At high density they generally exhibit rheological-like behavior,…

Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, insurance, neuroscience,…

We introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with…