English
Related papers

Related papers: Functional limit theorem for occupation time proce…

200 papers

We study functional central limit theorems for persistent Betti numbers obtained from networks defined on a Poisson point process. The limit is formed in large volumes of cylindrical shape stretching only in one dimension. The results cover…

Statistics Theory · Mathematics 2021-02-26 Johannes Krebs , Christian Hirsch

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…

Dynamical Systems · Mathematics 2007-06-20 Marc Kesseböhmer , Mehdi Slassi

In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

Probability · Mathematics 2009-08-10 E. E. Permyakova

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

We continue the development of transfer operator techniques for expanding maps on a lattice coupled by general interaction functions. We obtain a spectral gap for an appropriately defined transfer operator, and, as corollaries, the…

Dynamical Systems · Mathematics 2012-03-20 Chinmaya Gupta , Nicolai Haydn

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

Probability · Mathematics 2007-05-23 Carl Graham

We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…

Probability · Mathematics 2013-08-19 Bojan Basrak , Danijel Krizmanić

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

Probability · Mathematics 2018-11-13 Liam Hodgkinson , Ross McVinish , Philip K. Pollett

In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the…

Probability · Mathematics 2009-09-29 Laurent Decreusefond , Pascal Moyal

We investigate the distribution of occupation times for a particle undergoing a random walk among random energy traps and in the presence of a deterministic potential field $U^{{\rm det}}(x)$. When the distribution of energy traps is…

Statistical Mechanics · Physics 2009-11-11 S. Burov , E. Barkai

We prove joint functional limit theorems in the Skorokhod space equipped with the $J_1$-topology for successive Lebesgue-Stieltjes convolutions of nondecreasing stochastic processes with themselves. These convolutions arise naturally in…

Probability · Mathematics 2025-09-01 Alexander Iksanov , Wissem Jedidi

We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…

Probability · Mathematics 2024-06-17 Frank Aurzada , Leif Döring , Helmut H. Pitters

We introduce a notion of a noncommutative function defined on a domain of $d$-tuples of bounded operators on an infinite dimensional Hilbert space. Inverse and implicit function theorems in this setting are established. When these…

Functional Analysis · Mathematics 2021-08-25 Mark E. Mancuso

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Probability · Mathematics 2019-12-11 Li-Xin Zhang

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Chaotic Dynamics · Physics 2015-06-18 Soya Shinkai , Yoji Aizawa

We established a fixed-point theorem for mapping satisfying a general contractive inequality of integral type depended an another function. This theorem substantially extend the theorem due to Branciari (2003) and Rhoades (2003)

Functional Analysis · Mathematics 2009-03-10 S. Moradi

Let $\{B_{t}\}_{t\geq0}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $0<H<1$, where $d\geq2$. Consider the approximation of the self-intersection local time of $B$, defined as \begin{align*} I_{T}^{\varepsilon}…

Probability · Mathematics 2017-01-20 Arturo Jaramillo , David Nualart

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

Probability · Mathematics 2007-05-23 Alexey M. Kulik