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In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…

Probability · Mathematics 2013-02-07 Yan-Xia Ren , Renming Song , Rui Zhang

In this paper we study the behavior of dilation operators $ D_\lambda \colon f \mapsto f(\lambda\,\cdot) $ with $ \lambda > 1 $ in the context of Triebel-Lizorkin-Morrey spaces $\mathcal{E}^{s}_{u,p,q}(\mathbb{R}^d)$. For that purpose we…

Functional Analysis · Mathematics 2025-10-14 Marc Hovemann , Markus Weimar

We consider the Jack--Laurent symmetric functions for special values of parameters p_0=n+k^{-1}m, where k is not rational and m and n are natural numbers. In general, the coefficients of such functions may have poles at these values of p_0.…

Mathematical Physics · Physics 2014-12-30 A. N. Sergeev , A. P. Veselov

In this work a possibility of a decomposition of a bounded operator which acts in a Hilbert space $H$ as a product of a J-unitary and a J-self-adjoint operators is studied, $J$ is a conjugation (an antilinear involution). Decompositions of…

Functional Analysis · Mathematics 2009-10-15 Sergey M. Zagorodnyuk

Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…

Statistics Theory · Mathematics 2024-03-29 Yudan Xiong , Fangjun Xu

In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck proces.

Probability · Mathematics 2023-02-27 Michel Mandjes , Peter Spreij

In this paper we consider the generalized shift operator, generated by the Gegenbauer differential operator $$ G =\left(x^2-1\right)^{\frac{1}{2}-\lambda} \frac{d}{dx} \left(x^2-1\right)^{\lambda+\frac{1}{2}}\frac{d}{dx}. $$ Maximal…

Functional Analysis · Mathematics 2013-10-28 Vagif S. Guliyev , Elman J. Ibrahimov

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

Probability · Mathematics 2015-08-31 Dmitry B. Rokhlin

K-frame theory was recently introduced to reconstruct elements from the range of a bounded linear operator K in a separable Hilbert space. This significant property is worthwhile especially in some problems arising in sampling theory. Some…

Functional Analysis · Mathematics 2017-05-30 Fahimeh Arabyani Neyshaburi , Ghadir Mohajeri Minaei , Ehsan Anjidani

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

In this paper we consider the order-like relation for self-adjoint operators on some Hilbert space. This relation is defined by using Jensen inequality. We will show that under some assumptions this relation is antisymmetric.

Functional Analysis · Mathematics 2009-04-17 Tomohiro Hayashi

Let $\mathcal{O}\subset\mathbb{R}^d$ be a bounded domain of class $C^{1,1}$. In $L_2(\mathcal{O};\mathbb{C}^n)$, we consider a selfadjoint matrix second order elliptic differential operator $B_{D,\varepsilon}$, $0<\varepsilon\leqslant1$,…

Analysis of PDEs · Mathematics 2018-01-17 Yu. M. Meshkova , T. A. Suslina

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

Probability · Mathematics 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

Probability · Mathematics 2007-05-23 Carl Graham

We establish a functional limit law of the logarithm for the increments of the normed quantile process based upon a random sample of size $n\to\infty$. We extend a limit law obtained by Deheuvels and Mason (12), showing that their results…

Statistics Theory · Mathematics 2009-09-29 Vivian Viallon

In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…

Probability · Mathematics 2016-01-13 Joke Blom , Koen de Turck , Michel Mandjes

In his monograph on Infinite Abelian Groups, I. Kaplansky raised three ``test problems" concerning their structure and multiplicity. As noted by Azoff, these problems make sense for any category admitting a direct sum operation. Here, we…

Functional Analysis · Mathematics 2023-06-21 Laurent W. Marcoux , Heydar Radjavi , Sascha Troscheit , Yuanhang Zhang

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Probability · Mathematics 2014-02-26 Yuri Kifer , S. R. S. Varadhan

We study the analog of semi-separable integral kernels in $\mathcal{H}$ of the type $$ K(x,x')=\begin{cases} F_1(x)G_1(x'), & a<x'< x< b, \\ F_2(x)G_2(x'), & a<x<x'<b, \end{cases} $$ where $-\infty\leq a<b\leq \infty$, and for a.e.\ $x \in…

Functional Analysis · Mathematics 2014-09-01 Fritz Gesztesy , Roger Nichols