Related papers: G\"artner-Ellis condition for squared asymptotical…

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

This paper relates - for point processes $\Phi$ on $\mathbb{R}$ - two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It…

We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…

We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic…

We consider Schr\"odinger operator with random decaying potential on $\ell^2 ({\bf Z}^d)$ and showed that, (i) IDS coincides with that of free Laplacian in general cases, and (ii) the set of extremal eigenvalues, after rescaling, converges…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…

Weakly nonlinear analysis of a two dimensional sheared granular flow is carried out under the Lees-Edwards boundary condition. We derive the time dependent Ginzburg-Landau (TDGL) equation of a disturbance amplitude starting from a set of…

An $n$th-order first derivative test for oscillatoric integrals is established. When the phase has a single stationary point, an $n$th-order asymptotic expansion of a weighted stationary phase integral is proved for arbitrary $n\geq1$. This…

We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders…

Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…

Let $\{X_i(t):\, t\in S\subset \R^d \}_{i=1,2,\ldots,n}$ be independent copies of a stationary centered Gaussian field with almost surely smooth sample paths. In this paper, we are interested in the conjunction probability defined as $\PP…

Consider additive functionals of a Markov chain $W_k$, with stationary (marginal) distribution and transition function denoted by $\pi$ and $Q$, say $S_n=g(W_1)+...+g(W_n)$, where $g$ is square integrable and has mean 0 with respect to…