Related papers: Asymptotic behaviour of functionals of cyclical lo…
In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…
This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…
We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…
The article motivates, presents and describes large computer calculations concerning the asymptotic behaviour of arithmetic properties of coefficient fields of modular forms. The observations suggest certain patterns, which deserve further…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
We derive asymptotic estimates at infinity for positive harmonic functions in a large class of non-smooth unbounded domains. These include domains whose sections, after rescaling, resemble a Lipschitz cylinder or a Lipschitz cone, e.g.,…
Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such frameworks are long-range dependence parameters and correlations between component time…
We address the problems in applying cycle expansions to bound chaotic systems, caused by e.g. intermittency and incompleteness of the symbolic dynamics. We discuss zeta functions associated with weighted evolution operators and in…
The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
Asymptotic concentration behaviors of linear combinations of weight distributions on the random linear code ensemble are presented. Many important properties of a binary linear code can be expressed as the form of a linear combination of…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
The asymptotic Samuel function generalizes to arbitrary rings the usual order function of a regular local ring. Here we explore some natural properties in the context of excellent, equidimensional rings containing a field. In addition, we…
We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
We study the asymptotic behavior of the long cycles of a random permutation of $n$ objects with respect to multiplicative measures with polynomial growing cycle weights. We show that the longest cycle and the length differences between the…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
Let $(A_x)_{x\in\mathbb{R}^d}$ be a locally integrable, centered, weakly stationary random field, i.e. $\mathbb{E}[A_x]=0$, ${\rm Cov}(A_x,A_y)=K(x-y)$, $\forall x,y\in\mathbb{R}^d$, with measurable covariance function…