Related papers: Multivariate limits of multilinear polynomial-form…

In this paper we study a class of dynamical systems generated by iterations of multivariate permutation polynomial systems which lead to polynomial growth of the degrees of these iterations. Using these estimates and the same techniques…

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of AR(1) process with random-coefficient $a \in [0,1)$ when $N$ and time scale $n$ increase at different rate. Assuming that $a$ has a density, regularly…

We give an example of a sequential dynamical system consisting of intermittent-type maps which exhibits loss of memory with a polynomial rate of decay. A uniform bound holds for the upper rate of memory loss. The maps may be chosen in any…

We obtain new bounds of multivariate exponential sums with monomials, when the variables run over rather short intervals. Furthermore, we use the same method to derive estimates on similar sums with multiplicative characters to which…

This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in distribution to a normal, then the convergence also holds…

Following an approach presented by N. Frantzikinakis, we prove that any multiple correlation sequence, defined by invertible measure preserving actions of commuting transformations with integer part polynomial iterates, is the sum of a…

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of…

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Let $X_1,\,X_2,\,\ldots,\,X_N$, $N\in\mathbb{N}$ be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant m_1$, $X_2\geqslant m_2$, $\ldots$, $X_N\geqslant m_N$…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

A notable result from analysis of Boolean functions is the Basic Invariance Principle (BIP), a quantitative nonlinear generalization of the Central Limit Theorem for multilinear polynomials. We present a generalization of the BIP for…

We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…

In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…

In the recent years, methods to estimate the memory parameter using wavelet analysis have gained popularity in many areas of science. Despite its widespread use, a rigorous semi-parametric asymptotic theory, comparable to the one developed…

Identification of multinomial choice models is often established by using special covariates that have full support. This paper shows how these identification results can be extended to a large class of multinomial choice models when all…