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Considering the kernel of an integral operator intertwining two realizations of the group of motions of the pseudo-Euclidian space, we derive two formulas for series containing Whittaker's functions or Weber's parabolic cylinder functions.…
A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches…
Gaussian process models typically contain finite dimensional parameters in the covariance function that need to be estimated from the data. We study the Bayesian fixed-domain asymptotics for the covariance parameters in a universal kriging…
We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
In this article we are interested in the differentiability property of the Markovian semi-group corresponding to the Bessel processes of nonnegative dimension. More precisely, for all $\delta \geq 0$ and $T>0$, we compute the derivative of…
We consider a conservative ergodic measure-preserving transformation $T$ of the measure space $(X,\mathcal{B},\mu)$ with $\mu$ a $\sigma$-finite measure and $\mu(X)=\infty$. Given an observable $g:X\to \mathbb{R}$, it is well known from…
Let (Y_t: t > 0) be the STIT tessellation process. We show that for all polytopes W with nonempty interior and all a>1, the renormalized random sequence (a^n Y_{a^n}: n integer) induced in W, is a finitary factor of a Bernoulli shift. As a…
In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…
The squared Bessel process is a 1-dimensional diffusion process related to the squared norm of a higher dimensional Brownian motion. We study a model of $n$ non-intersecting squared Bessel paths, with all paths starting at the same point…
We study a stability property of probability laws with respect to small violations of algorithmic randomness. A sufficient condition of stability is presented in terms of Schnorr tests of algorithmic randomness. Most probability laws, like…
We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…
We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…
We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.
We prove a log average almost-sure invariance principle (log asip) for renewal processes with positive i.i.d. gaps in the domain of attraction of an $\alpha$-stable law with $0<\alpha<1$. Dynamically, this means that renewal and…
We study a one-parameter family of interval maps $\{T_\alpha\}_{\alpha\in[1,\beta]}$, with $\beta$ the golden mean, defined on $[-1,1]$ by $T_\alpha(x)=\beta^{1+|t|}x-t\beta\alpha$ where $t\in\{-1,0,1\}$. For each $T_\alpha,\ \alpha>1$, we…
We consider the asymmetric simple exclusion process (ASEP) on the integers in which the initial density at a site (the probability that it is occupied) is given by a periodic function on the positive integers. (When the function is constant…
The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite $p$-th moment, $p\ge1$, with respect to the invariant measure) along the trajectories…