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In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…

Probability · Mathematics 2008-11-25 C. Hein , P. Imkeller , I. Pavlyukevich

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…

Probability · Mathematics 2023-04-19 Nina Gantert , Achim Klenke

We consider a random walk on a Galton-Watson tree in random environment, in the subdiffusive case. We prove the convergence of the renormalised height function of the walk towards the continuous-time height process of a spectrally positive…

Probability · Mathematics 2019-04-19 Loïc de Raphélis

Fix $\delta\in(0,1]$, $\sigma_0\in[0,1)$ and a real-valued function $\varepsilon(x)$ for which $\limsup_{x\to\infty}\varepsilon(x)\le 0$. For every set of primes ${\mathcal P}$ whose counting function $\pi_{\mathcal P}(x)$ satisfies an…

Number Theory · Mathematics 2015-09-17 William D. Banks

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

Mathematical Physics · Physics 2015-06-11 Domenico Marinucci , Igor Wigman

We study properties of the harmonic measure of balls in typical large discrete trees. For a ball of radius $n$ centered at the root, we prove that, although the size of the boundary is of order $n$, most of the harmonic measure is supported…

Probability · Mathematics 2017-07-04 Nicolas Curien , Jean-François Le Gall

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

Azimuthal anisotropy scaling functions are constructed from species-resolved anisotropy measurements in Pb+Pb ($\sqrt{s_{NN}}=2.76$, $5.02$ TeV) and Au+Au ($\sqrt{s_{NN}}=7.7$-$200$~GeV) collisions to probe baryon transport and medium…

Nuclear Experiment · Physics 2026-03-31 Roy A. Lacey

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…

Probability · Mathematics 2014-03-27 Kerstin Gaertner , Mark Podolskij

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

Probability · Mathematics 2015-03-24 Xiequan Fan , Jacques Lévy Véhel

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…

Probability · Mathematics 2020-05-11 Yuri Kondratiev , Yuliya Mishura , René L. Schilling

In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments L\'evy driven moving averages. We will see that the asymptotic behaviour of such functionals heavily depends on…

Probability · Mathematics 2018-06-28 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij

For a right-continuous nondecreasing and unbounded function $V$ of at most exponential growth, which vanishes on the negative halfline, we investigate the asymptotic behavior of the Lebesgue-Stieltjes convolution powers $V^{\ast(j)}(t)$ as…

Probability · Mathematics 2024-04-09 Dariusz Buraczewski , Alexander Iksanov , Alexander Marynych

We derive asymptotics of moments and identify limiting distributions, under the random permutation model on m-ary search trees, for functionals that satisfy recurrence relations of a simple additive form. Many important functionals…

Probability · Mathematics 2007-05-23 James Allen Fill , Nevin Kapur

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

Statistics Theory · Mathematics 2024-11-04 Mohamedou Ould-Haye , Anne Philippe

A growth model which describes the deposition of particles (or the growth of a rigid crystal) on a disordered substrate is investigated. The dynamic renormalization group is applied to the stochastic growth equation using the Martin, Sigga,…

Condensed Matter · Physics 2009-10-22 Yan-Chr Tsai , Yonathan Shapir