Related papers: GUE corners process in boundary-weighed six-vertex…
The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of…
A random graph model with prescribed degree distribution and degree dependent edge weights is introduced. Each vertex is independently equipped with a random number of half-edges and each half-edge is assigned an integer valued weight…
This paper is devoted to the 8-vertex model and its edge correlation function. In some particular (integrable) cases, we find a closed form of the edge correlation function and we deduce also its asymptotic. In addition, we quantify…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
We study the contact process in a dynamical random environment defined on the vertices and edges of a graph. For a broad class of processes, we establish an asymptotic shape theorem for the set H_t, which represents the vertices that have…
We consider probability measures arising from the Cauchy summation identity for the LLT (Lascoux--Leclerc--Thibon) symmetric polynomials of rank $n \geq 1$. We study the asymptotic behaviour of these measures as one of the two sets of…
We prove theorems about the Gaussian asymptotics of an empirical bridge built from linear model regressors with multiple regressor ordering. We study the testing of the hypothesis of a linear model for the components of a random vector: one…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
This paper is a further study of Reference \cite{Xue2015}. We are concerned with the contact process with random vertex weights on the oriented lattice. Our main result gives the asymptotic behavior of the survival probability of the…
We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…
This article studies the asymptotic properties of Bayesian or frequentist estimators of a vector of parameters related to structural properties of sequences of graphs. The estimators studied originate from a particular class of graphex…
The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the parameter. The results have their application in goodness-of-fit…
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
It is shown explicitly how self-similar graphs can be obtained as `blow-up' constructions of finite cell graphs $\hat C$. This yields a larger family of graphs than the graphs obtained by discretising continuous self-similar fractals. For a…