Related papers: A functional limit theorem for the profile of rand…

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

We consider a class of Crump-Mode-Jagers processes with interaction, constructed by removing a newly born offspring with a probability that depends on the age structure of the population at its birth time. We prove a law of large numbers…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

For the partial sums $(S_n)$ of independent random variables we define a stochastic process $s_n(t):=(1/d_n)\sum_{k \le [nt]} ({S_k}/{k}-\mu)$ and prove that $$(1/{\log N})\sum_{n\le N}(1/n)\mathbf {I}\left\{s_n(t)\le x\right\} \to…

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…

We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…

The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on $\mathbb{Z}$. This result appears as an extension of the invariance principal theorem for classical random walks on $\mathbb{Z}$ or…

Any (measurable) function $K$ from $\mathbb{R}^n$ to $\mathbb{R}$ defines an operator $\mathbf{K}$ acting on random variables $X$ by $\mathbf{K}(X)=K(X_1, \ldots, X_n)$, where the $X_j$ are independent copies of $X$. The main result of this…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…

We show that for many models of random trees, the independence number divided by the size converges almost surely to a constant as the size grows to infinity; the trees that we consider include random recursive trees, binary and $m$-ary…

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.…

We introduce a dynamic random hypergraph model constructed from a bipartite graph. In this model, both vertex sets of the bipartite graph are generated by marked Poisson point processes. Vertices of both vertex sets are equipped with marks…

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…

We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a…

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…