Related papers: High-frequency asymptotics for path-dependent func…
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…
We introduce and analyze a new quantity, the path integral ideal, governing the flow of generic discrete theories to the continuum limit and greatly increasing their convergence. The said flow is classified according to the degree of…
In statistical physics and information theory, although the exponent of the partition function is often of our primary interest, there are cases where one needs more detailed information. In this paper, we present a general framework to…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
This paper develops the asymptotic theory for parametric and nonparametric regression models when the errors have a fractional local to unity root (FLUR) model structure. FLUR models are stationary time series with semi-long range…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
Asymptotic expansions are obtained for contour integrals of the form \[ \int_a^b \exp \left( - zp(t) + z^{\nu /\mu } r(t) \right)q(t)dt, \] in which $z$ is a large real or complex parameter, $p(t)$, $q(t)$ and $r(t)$ are analytic functions…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
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…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely…
We give theorems about asymptotic normality of general additive functionals on patricia tries in an i.i.d. setting, derived from results on tries by Janson (2022). These theorems are applied to show asymptotic normality of the distribution…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
The aim of this paper is to investigate in detail the known large argument asymptotic series of the Lommel function by Stieltjes transform representations. We obtain a number of properties of this asymptotic expansion, including explicit…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…
We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.
We revisit the problem of counting the number of copies of a fixed graph in a random graph or multigraph, for various models of random (multi)graphs. For our proofs we introduce the notion of \emph{patchworks} to describe the possible…