Related papers: A functional limit theorem for general shot noise …

We consider a dynamic system that is driven by an intensity-modulated Poisson process with intensity $\Lambda(t)=\lambda(t)+\varepsilon\nu(t)$. We derive an exact relation between the input-output cross-correlation in the spontaneous state…

A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…

Many learning algorithms can be represented as Markov processes, and understanding their generalization error is a central topic in learning theory. For specific continuous-time noisy algorithms, a prominent analysis technique relies on…

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

A fractionally integrated inverse stable subordinator (FIISS) is the convolution of a power function and an inverse stable subordinator. We show that the FIISS is a scaling limit in the Skorokhod space of a renewal shot noise process with…

White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…

This is a review of shot noise, the time-dependent fluctuations in the electrical current due to the discreteness of the electron charge, in small conductors. The shot-noise power can be smaller than that of a Poisson process as a result of…

Measuring the power spectral density of a stochastic process, such as a stochastic force or magnetic field, is a fundamental task in many sensing applications. Quantum noise is becoming a major limiting factor to such a task in future…

The purpose of this paper is to establish the convergence in law of the sequence of "midpoint" Riemann sums for a stochastic process of the form f'(W), where W is a Gaussian process whose covariance function satisfies some technical…

The estimation of parameters characterizing dynamical processes is central to science and technology. The estimation error changes with the number N of resources employed in the experiment (which could quantify, for instance, the number of…

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.

Excursion sets of Poisson shot noise processes are a prominent class of random sets. We consider a specific class of Poisson shot noise processes whose excursion sets within compact convex observation windows are almost surely polyconvex.…

A discrete quantum process is represented by a sequence of quantum operations, which are completely positive maps that are not necessarily trace preserving. We consider quantum processes that are obtained by repeated iterations of a quantum…

Let $X_n(k)$ be the number of vertices at level $k$ in a random recursive tree with $n+1$ vertices. We prove a functional limit theorem for the vector-valued process $(X_{[n^t]}(1),\ldots, X_{[n^t]}(k))_{t\geq 0}$, for each $k\in\mathbb N$.…

It is possible to construct L\'evy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

We consider universal shot noise in ballistic chaotic cavities from a semiclassical point of view and show that it is due to action correlations within certain groups of classical trajectories. Using quantum graphs as a model system we sum…

The laws of quantum mechanics allow to perform measurements whose precision supersedes results predicted by classical parameter estimation theory. That is, the precision bound imposed by the central limit theorem in the estimation of a…

We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…

Treating the effects of a time-dependent classical dephasing environment during quantum logic operations poses a theoretical challenge, as the application of non-commuting control operations gives rise to both dephasing and depolarization…