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Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models with short range dependence. We show that statistical…
A uniform asymptotic theory of the free-space paraxial propagation of coherent flattened Gaussian beams is proposed in the limit of nonsmall Fresnel numbers. The pivotal role played by the error function in the mathematical description of…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
The now classical convergence in distribution theorem for well normalized sums ofstationary martingale increments has been extended to multi-indexed martingaleincrements (see Voln\'{y} (2019) and references in there). In the presentarticle…
Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…
Consider a real-valued branching random walk in the boundary case. Using the techniques developed by A\"id\'ekon and Shi [5], we give two integral tests which describe respectively the lower limits for the minimal position and the upper…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
We consider collections of SDEs indexed by a graph. Each SDE is driven by an additive Gaussian noise and each drift term interacts with all other SDEs within the graph neighbourhood. We derive the fundamental martingale for a class of…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…
The purpose of this paper is to give some refined results about the distribution of resonances in potential scattering. We use techniques and results from one and several complex variables, including properties of functions of completely…
We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where…