Related papers: On joint weak convergence of partial sum and maxim…

In this article, we introduce an infinite-dimensional analogue of the $\alpha$-stable L\'evy motion, defined as a L\'evy process $Z=\{Z(t)\}_{t \geq 0}$ with values in the space $\mathbb{D}$ of c\`adl\`ag functions on $[0,1]$, equipped with…

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…

Consider a symmetric $\alpha$-stable L\'evy process with $\alpha\in (1,2)$. We study shifted small ball probabilities for these processes in the uniform topology, when the shift function is an arbitrary continuous function which starts at…

Let $\xi_1$, $\xi_2,\ldots$ be i.i.d. random variables of zero mean and finite variance and $\eta_1$, $\eta_2,\ldots$ positive i.i.d. random variables whose distribution belongs to the domain of attraction of an $\alpha$-stable…

Given a bounded open set $\Omega\subset \mathbb{R}^n$, we study sequences of quadratic functionals on the Sobolev space $H^1_0(\Omega)$, perturbed by sequences of bounded linear functionals. We prove that their $\Gamma$-limits, in the weak…

The famous results of Koml\'os, Major and Tusn\'ady (see [15] and [17]) state that it is possible to approximate almost surely the partial sums of size n of i.i.d. centered random variables in L p (p > 2) by a Wiener process with an error…

We consider billiards with several possibly non-isometric and asymmetric cusps at flat points; the case of a single symmetric cusp was studied previously in Zhang (2017) and Jung & Zhang (2018). In particular, we show that properly…

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

We consider periodic homogenization of boundary value problems for second-order semilinear elliptic systems in 2D of the type $$ \partial_{x_i}\left(a_{ij}^{\alpha…

We investigate a particular form of weak convergence of the local empirical process.

We consider a field $f \circ T_1^{i_1} \circ \cdots \circ T_d^{i_d}$ where $T_1, \dots , T_d$ arecommuting transformations, one of them at least being ergodic. Considering the case of commuting filtrations, we are interested by giving…

We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for $0<\alpha<1$ and every $\alpha$ stable L\'evy motion $\mathbb{W}$, there exists a function f…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…

We introduce a maximal inequality for a local empirical process under strongly mixing data. Local empirical processes are defined as the (local) averages $\frac{1}{nh}\sum_{i=1}^n \mathbf{1}\{x - h \leq X_i \leq x+h\}f(Z_i)$, where $f$…

In this paper we show that the random degree constrained process (a time-evolving random graph model with degree constraints) has a local weak limit, provided that the underlying host graphs are high degree almost regular. We, moreover,…

We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are…