Related papers: Invariance principles for local times in regenerat…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
Rotational invariance of physical laws is a generally accepted principle. We show that it leads to an additional external constraint on local realistic models of physical phenomena involving measurements of multiparticle spin 1/2…
In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the…
In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic…
The need for a time-shift invariant formulation of quantum theory arises from fundamental symmetry principles as well as heuristic cosmological considerations. Such a description then leaves open the question of how to reconcile global…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We prove the existence of a local time, the continuity of the local time about $t$, and the regular property for $a.e.$ $x\in R$ of a Ornstein-Uhlenbeck type $\{X_t,\ t\in R^+\}$ driven by a general L\'{e}vy process, under mild regularity…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…
We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
We consider a locally regulated spatial population model introduced by Bolker and Pacala. Based on the deterministic approximation studied by Fournier and M\'el\'eard, we prove that the fluctuation theorem holds under some mild moment…
We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…
We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…