Related papers: Functional central limit theorems and $P(phi)_{1}$…

In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…

In this paper, we first establish a strong approximation version for the first order limit theorem of some additive functionals related to two non-Markovian Gaussian processes: the fractional Brownian motion (fBm) and the Riemann-Liouville…

In this paper, we introduce a fundamental model for independent and identically distributed sequence with model uncertainty on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels. Thanks…

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Using the regenerative scheme of Comets, Fern\'andez and Ferrari (2002), we establish a functional central limit theorem (FCLT) for discrete time stochastic processes (chains) with summable memory decay. Furthermore, under stronger…

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…

We study a certain class $\mathcal{P}$ of positive linear functionals $\varphi$ on $L^{\infty}([1,\infty))$ for which $\varphi(f) = \alpha$ if $\lim_{x \to \infty} \frac{1}{x} \int_1^x f(t)dt = \alpha$. It turns out that translations $f(x)…

Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

We define and prove existence of fractional $P(\phi)_1$-processes as random processes generated by fractional Schr\"odinger semigroups with Kato-decomposable potentials. Also, we show that the measure of such a process is a Gibbs measure…

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy-driven linear processes with memory, and are defined…

In this paper we analyze the classical limit of the Nelson model with cut off, when both non-relativistic and relativistic particles number goes to infinity. We prove convergence of quantum observables to the solutions of classical…

We study the {\it quasi-classical limit} of a quantum system composed of finitely many non-relativistic particles coupled to a quantized field in Nelson-type models. We prove that, as the field becomes classical and the corresponding…

The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

By means of white noise analysis, we prove some limit theorems for nonlinear functionals of a given Volterra process. In particular, our results apply to fractional Brownian motion (fBm) and should be compared with the classical convergence…

We formulate singular classical theories without involving constraints. Applying the action principle for the action (27) we develop a partial (in the sense that not all velocities are transformed to momenta) Hamiltonian formalism in the…