Related papers: Asymptotic behaviour and estimates of slowly varyi…

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

We study the asymptotics of strongly continuous operator semigroups defined on locally convex spaces in order to develop a stability theory for solutions of evolution equations beyond Banach spaces. In the classical case, there is only…

We study, both analytically and by numerical modeling the equilibrium probability density function for an non-linear L\'{e}vy oscillator with the L\'{e}vy index \alpha, 1 \leq \alpha \leq 2, and the potential energy x^4. In particular, we…

This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…

We are going to study the dynamical properties of the rational semigroup $Q_{t}(\mu)$ where $Q_{t}(\mu)= (1-t) \mu * (1- t \mu)^{-1},$ for $t \in [0,1)$, that is defined for $\mu \in \mathcal{P}(G)$, the set of Borel probabilities over $(G,…

Let $G$ be a semisimple Lie group with finite component group, and let $K<G$ be a maximal compact subgroup. We obtain a quantisation commutes with reduction result for actions by $G$ on manifolds of the form $M = G\times_K N$, where $N$ is…

We consider Schr\"odinger equations and Fokker-Planck equations in one dimension, and study the low-energy asymptotic behavior of the Green function using a new method. In this method, the coefficient of the expansion in powers of the wave…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\'{e}vy-Khintchine representation of such distributions is well-known. Our primary contribution is to cast the probabilistic objects and the…

We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns…

We study a $d$-dimensional stochastic process $\mathbf{X}$ which arises from a L\'evy process $\mathbf{Y}$ by partial resetting, that is the position of the process $\mathbf{X}$ at a Poisson moment equals $c$ times its position right before…

We consider general (not necessarily Hamiltonian) perturbations of Hamiltonian systems with one degree of freedom near separatrices of the unperturbed system. We present asymptotic formulas for change of slow variables at evolution across…

We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

It is shown explicitly how self-similar graphs can be obtained as `blow-up' constructions of finite cell graphs $\hat C$. This yields a larger family of graphs than the graphs obtained by discretising continuous self-similar fractals. For a…

Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…