Related papers: Extremal theory for long range dependent infinitel…

In this paper we consider the problem of binary hypothesis testing with finite memory systems. Let $X_1,X_2,\ldots$ be a sequence of independent identically distributed Bernoulli random variables, with expectation $p$ under $\mathcal{H}_0$…

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…

We present an evolving network model in which the total numbers of nodes and edges are conserved, but in which edges are continuously rewired according to nonlinear preferential detachment and reattachment. Assuming power-law kernels with…

This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and unobservable characteristics. Strategic network formation…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their…

We consider an evolving preferential attachment random graph model where at discrete times a new node is attached to an old node, selected with probability proportional to a superlinear function of its degree. For such schemes, it is known…

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

We examine the asymptotic behaviour of the sample autocovariance in a continuous-time moving average model with long-range dependence. We show that it is either asymptotically Rosenblatt distributed or stable distributed. This shows that…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…

Inference over tails is performed by applying only the results of extreme value theory. Whilst such theory is well defined and flexible enough in the univariate case, multivariate inferential methods often require the imposition of…