Related papers: Functional weak convergence of partial maxima proc…

We present a sufficient condition that a pseudointegrable system has weak mixing property. The result is derived from Veech's weak mixing theorem for interval exhange [Veech, W.A. Amer.J.Math. {\bf 106}, 1331 (1984)]. We also present an…

It has been shown by van den Berg and Steif that the sub-critical and critical Ising model on $\mathbb{Z}^d$ is a finitary factor of an i.i.d. process (ffiid), whereas the super-critical model is not. In fact, they showed that the latter is…

In this paper, we consider multivariate functional time series with a two-way dependence structure: a serial dependence across time points and a graphical interaction among the multiple functions within each time point. We develop the…

\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…

We prove the existence of the local weak limit of the measure obtained by sampling random triangulations of size $n$ decorated by an Ising configuration with a weight proportional to the energy of this configuration. To do so, we establish…

Starting from a finite family of continuously differentiable positive definite functions, we study conditions under which a function obtained by max-min combinations is a Lyapunov function, establishing stability for two kinds of nonlinear…

In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains…

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…

We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…

Let X_{n} be an integer valued Markov Chain with finite state space. Let S_{n}=\sum_{k=0}^{n}X_{k} and let L_{n}(x) be the number of times S_{k} hits x up to step n. Define the normalized local time process t_{n}(x) by…

In this article, we consider additive functionals $\zeta_t = \int_0^t f(X_s)\mathrm{d} s$ of a c\`adl\`ag Markov process $(X_t)_{t\geq 0}$ on $\mathbb{R}$. Under some general conditions on the process $(X_t)_{t\geq 0}$ and on the function…

We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…

The convergence of multiple Fourier series of functions of bounded partial $% \Lambda$-variation is investigated. The sufficient and necessary conditions on the sequence $\Lambda=\{\lambda_n\}$ are found for the convergence of multiple…

We study the asymptotic behavior of mixed functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,d\xi_T(s)$, $t\ge0$, as $T\to\infty$. Here $\xi_T(t)$ is a strong solution of the stochastic differential equation…

A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…

Multimodular functions, primarily used in the literature of queueing theory, discrete-event systems, and operations research, constitute a fundamental function class in discrete convex analysis. The objective of this paper is to clarify the…

We establish that a mode-coupling approximation for the dynamics of multi-component systems obeying Smoluchowski dynamics preserves a subtle yet fundamental property: the matrices of partial density correlation functions are completely…

We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are…

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…