Related papers: Reduction principle for functionals of strong-weak…

We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent behaviours. The results are illustrated by an application to…

Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…

This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local…

The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

This paper proposes a variational principle for the solutions of quantum field theories in which the ``trial functions'' are chosen from the algebra of asymptotic fields, and illustrates this variational principle in simple cases.

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain…

The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the…

(English) This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in $\mathbb{R}^k$. In some places, a more general formulation in metric spaces is provided. It lays out the necessary…

We show that classical density functional theory can be based on the constrained search method [M. Levy, Proc. Natl. Acad. Sci. 76, 6062 (1979)]. From the Gibbs inequality one first derives a variational principle for the grand potential as…

A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan to…

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Helmholtz decomposition theorem for vector fields is presented usually with too strong restrictions on the fields. Based on the work of Blumenthal of 1905 it is shown that the decomposition of vector fields is not only possible for…

We prove a quenched weak large deviations principle for the Gibbs measures of a Random Field Kac Model (RFKM) in one dimension. The external random magnetic field is given by symmetrically distributed Bernoulli random variables. The results…

In this paper we derive non-classical Tauberian asymptotic at infinity for the tail, the density and the derivatives thereof of a large class of exponential functionals of subordinators. More precisely, we consider the case when the L\'evy…

This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and…

Wigner functions generically attain negative values and hence are not probability densities. We prove an asymptotic expansion of Wigner functions in terms of Hermite spectrograms, which are probability densities. The expansion provides…

This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios…