Related papers: A note on joint functional convergence of partial …
In this paper we introduce a weak version of level and epigraph convergence for level functions on topological spaces. In the particular case of topological groups we are able to define convolutions in the set of level functions and show…
Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…
We prove that when individual firms employ constant-returns-to-scale production functions, the aggregate production function defined by the maximum achievable total output given total inputs is always linear on some part of the domain. Our…
We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…
We continue our study of when topological and measure-theoretic entropy agree for algebraic action of sofic groups. Specifically, we provide a new abstract method to prove that an algebraic action is strongly sofic. The method is based on…
The $S$ topology on the Skorokhod space was introduced by the author in 1997 and since then it proved to be a useful tool in several areas of the theory of stochastic processes. The paper brings complementary information on the $S$…
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…
In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…
Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived…
We define strong and weak unit roots for the functional AR(1) process and give some theoretical examples. It is shown that a functional form of cointegration occurs in which only a finite number of common trends exist. Using functional…
We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…
Given a multiplicative function $f$, we let $S(x,f)=\sum_{n\leq x}f(n)$ be the associated partial sum. In this note, we show that lower bounds on partial sums of divisor-bounded functions result in lower bounds on the partial sums…
For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…
A weak and a strong concept of plurifinely plurisubharmonic and plurifinely holomorphic functions are introduced. Strong will imply weak. The weak concept is studied further. A function f is weakly plurifinely plurisubharmonic if and only…
In this thesis we show that the partial sums of the Maclaurin series for a certain class of entire functions possess scaling limits in various directions in the complex plane. In doing so we obtain information about the zeros of the partial…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently in literature with novel objects appearing in the limits. In…
In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…