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Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…
There is a well-known sequence of constants c_n describing the growth of supercritical Galton-Watson processes Z_n. With 'lower deviation probabilities' we refer to P(Z_n=k_n) with k_n=o(c_n) as n increases. We give a detailed picture of…
We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…
This paper discusses the evolution of probability distributions for certain time-dependent dynamical systems. Exponential loss of memory is proved for expanding maps and for one-dimensional piecewise expanding maps with slowly varying…
We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
Discrete and continuous non-intersecting random processes have given rise to critical "infinite dimensional diffusions", like the Airy process, the Pearcey process and variations thereof. It has been known that domino tilings of very large…
Consider a discrete time Markov process $X^\epsilon$ on $\mathbf R^d$ that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $\epsilon^2$. We study the behavior of the asymptotic…
We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about…
We consider the totally asymmetric simple exclusion process (TASEP) in discrete time with sequential update. The joint distribution of the positions of selected particles is expressed as a Fredholm determinant with a kernel defining a…
The one-dimensional totally asymmetric simple exclusion process (TASEP), a Markov process describing classical hard-core particles hopping in the same direction, is considered on a periodic lattice of $L$ sites. The relaxation to the…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
In earlier work (arXiv:1707.04927) the authors obtained formulas for the probability in the asymmetric simple exclusion process that at time $t$ a particle is at site $x$ and is the beginning of a block of $L$ consecutive particles. Here we…