Related papers: Pickands-Piterbarg constants for self-similar Gaus…
In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH($p$, $q$) processes. Our contribution is to complement the well-known univariate asymptotics by providing a joint…
In this paper, we establish the asymptotic behavior of {\it supercritical} nearly unstable Hawkes processes with a power law kernel. We find that, the Hawkes process in our context admits a similar equation to that in \cite{MR3563196} for…
In this paper we study the behaviour of critical points of the Ginzburg-Landau perturbation of the Dirichlet energy into the sphere $E_\varepsilon(u):=\int_\Sigma \frac{1}{2}|du|^2_h\ \,dvol_h…
We consider the full shift $T:\Omega\to\Omega$ where $\Omega=A^{\mathbb N}$, $A$ being a finite alphabet. For a class of potentials which contains in particular potentials $\phi$ with variation decreasing like $O(n^{-\alpha})$ for some…
Let $X(s,t), (s,t)\in E$, with $E\subset \mathbb{R}^2$ a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $\sigma(s,t)$. Denote by $\mathcal{L}=\{(s,t):…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We show that a generalized Regge behaviour, $$Im F(s,t)\simeq \Phi(t)(\log s/\hat{s})^{\nu(t)}(s/\hat{s})^{\alpha_P(t)},\quad{\rm for} |t|<|t_0|, s\to\infty$$ where $\Phi(t)\simeq e^{bt}$, $\alpha_P(t)\simeq \alpha_P(0)+\alpha'_P(0)t$, and…
We analyze the transverse momentum ($p_{T}$) spectra of lepton pairs ($\ell\bar \ell$) generated in the Drell-Yan process, as detected in proton-nucleus (pion-nucleus) and proton-(anti)proton collisions by ten collaborations over a…
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…
We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,\lambda u(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in…
We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…
Using the inner product formula of the canonical Hilbert space of fractional Brownian motion on an interval $[0,T]$ with Hurst parameter $H\in (0,1)$ given by Alazemi et al., we show the asymptotic expansion of the norm of…
In 2007, assuming the Riemann Hypothesis (RH), Soundararajan \cite{Moment} proved that $\int_{0}^T |\zeta(1/2 + it)|^{2k} dt \ll_{k, \epsilon} T(\log T)^{k^2 + \epsilon}$ for every $k$ positive real number and every $\epsilon > 0.$ In this…
We study the self-similar solutions of any sign of the equation u_{t}-div(|∇u|^{p-2}∇u)=|u|^{q-1}u, in R^{N}, where p,q>1. We extend the results of Haraux-Weissler obtained for p=2 to the case q>p-1>0. In particular we study the…
We give a new expression for the law of the eigenvalues of the discrete Anderson model on the finite interval $[0,N]$, in terms of two random processes starting at both ends of the interval. Using this formula, we deduce that the tail of…
We continue our study of the quantum mechanical motion in the $x^2y^2$ potentials for $n=2,3$, which arise in the spatially homogeneous limit of the Yang-Mills (YM) equations. In the present paper, we develop a new approach to the…
Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries,…
Using the Riemann-Hilbert approach, we explicitly construct the asymptotic $\Psi$-function corresponding to the solution $y\sim\pm\sqrt{-x/2}$ as $|x|\to\infty$ to the second Painlev\'e equation $y_{xx}=2y^3+xy-\alpha$. We precisely…
We prove the analogue of the strong Szeg{\H o} limit theorem for a large class of bordered Toeplitz determinants. In particular, by applying our results to the formula of Au-Yang and Perk \cite{YP} for the next-to-diagonal correlations…
Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of quadratic variations for a specific non-Gaussian self-similar process, the Rosenblatt process. We apply our results to the design of…