Related papers: Almost periodic functions and hyperbolic counting
We study solutions of the Newtonian $n$-body problem which tend to infinity hyperbolically, that is, all mutual distances tend to infinity with nonzero speed as $t \rightarrow +\infty$ or as $t \rightarrow -\infty$. In suitable coordinates,…
The article is an attempt to investigate the issues of asymptotic analysis for problems involving fractional Laplacian where the domains tend to become unbounded in one-direction. Motivated from the pioneering work on second order elliptic…
The metric is quite singular at infinity and it is not complete. Using these expansions, we have a more precise description of the asymptotic behavior of quasi-harmonic functions and of eigenfunctions of drift-Laplacian at infinity.
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We prove that almost periodicity in the sense of distributions coincides with almost periodicity with respect to Stepanov's metric for the class of subharmonic functions in a horizontal strip. We also prove that Fourier coefficients of…
We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
We establish the asymptotic theory in quantile autoregression when the model parameter is specified with respect to moderate deviations from the unit boundary of the form (1 + c / k) with a convergence sequence that diverges at a rate…
Many functionals of interest in statistics and machine learning can be written as minimizers of expected loss functions. Such functionals are called $M$-estimands, and can be estimated by $M$-estimators -- minimizers of empirical average…
For a family of second-order parabolic systems with rapidly oscillating and time-dependent periodic coefficients, we investigate the asymptotic behavior of fundamental solutions and establish sharp estimates for the remainders.
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this paper, we first propose a new concept of almost periodic time scales, a new definition of almost automorphic functions on almost periodic time scales, and study some their basic properties. Then we prove a result ensuring the…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
Given a probability measure on a finitely generated group, the local limit problem consists in finding asymptotics of $p_n(e,e)$, the probability that the random walk at time $n$ is at the origin. We give the classification of all possible…
We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…
We have introduced and investigated so-called Shlomilchs and Bells series for modified Bessel's functions, namely, their asymptotic and non-asymptotic properties, connection with Stirling's and Bell's numbers etc. We have obtained exact…
We present a notion of almost periodicity wich can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept…
For a homogenization problem associated to a linear elliptic operator, we prove the existence of a distributional corrector and we find an approximation scheme for the homogenized coefficients. We also study the convergence rates in the…
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…