Related papers: Functional central limit theorems for multivariate…

Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…

This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…

Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…

We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…

In order to obtain functional limit theorems for heavy tailed stationary processes arising from dynamical systems, one needs to understand the clustering patterns of the tail observations of the process. These patterns are well described by…

Yor's generalized meander is a temporally inhomogeneous modification of the $2(\nu+1)$-dimensional Bessel process with $\nu > -1$, in which the inhomogeneity is indexed by $\kappa \in [0, 2(\nu+1))$. We introduce the non-colliding particle…

Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…

We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…

In this note, with the help of the boundary classification of diffusions, we derive a criterion of the convergence of perpetual integral functionals of transient real-valued diffusions. In the particular case of transient Bessel processes,…

Given a bounded operator $T$ on a Banach space $X$, we study the existence of a probability measure $\mu$ on $X$ such that, for many functions $f:X\to\mathbb K$, the sequence $(f+\dots+f\circ T^{n-1})/\sqrt n$ converges in distribution to a…

For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the H\'ajek empirical process centered by their finite population mean as well as by their…

Consider finitely many nets of multivariate c\`adl\`ag stochastic processes. We show that the vectors consisting of the respective minimizing points converge in distribution to a random closed set. This set is given as a cartesian product…

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…

In this work, we introduce matrix-valued diffusion processes which describe the non-equilibrium situation of the matrix models for the beta-Hermite and the beta-Laguerre ensembles. We also study the corresponding spectral measure process…

For open quantum systems coupled to a thermal bath at inverse temperature $\beta$, it is well known that under the Born-, Markov-, and secular approximations the system density matrix will approach the thermal Gibbs state with the bath…