Related papers: Functional Limit Theorems for Volterra Processes a…
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…
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…
In this paper, we study the asymptotic expansion of the flow X(t, x) solution to the nonlinear ODE: X (t, x) = b X(t, x) with X(0, x) = x $\in$ R d , where b is a regular Z dperiodic vector field in R d. More precisely, we provide various…
We study existence of a weak solution for one-dimensional problems as \begin{equation}\label{intro}\tag{1} \begin{cases} \displaystyle -\frac{d}{dx}\left(a(x) \frac{d u}{dx}\right) = - \frac{d \phi (u) }{dx}- \frac{d g(x) }{dx}&…
This paper considers the growth rates of positive solutions of scalar nonlinear functional and Volterra differential equations. The equations are assumed to be autonomous (or asymptotically so), and the nonlinear dependence grows less…
We study monotonicity testing of functions $f \colon \{0,1\}^d \to \{0,1\}$ using sample-based algorithms, which are only allowed to observe the value of $f$ on points drawn independently from the uniform distribution. A classic result by…
We develop a technique of multiple scale asymptotic expansions along mean flows and a corresponding notion of weak multiple scale convergence. These are applied to homogenize convection dominated parabolic equations with rapidly…
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a law of large numbers and a central limit theorem. These results are applied to Whittle's parametric estimation. Under general…
Given a bounded open set $\Omega\subset \mathbb{R}^n$, we study sequences of quadratic functionals on the Sobolev space $H^1_0(\Omega)$, perturbed by sequences of bounded linear functionals. We prove that their $\Gamma$-limits, in the weak…
We consider a framework for approximating the obstacle problem through a penalty approach by nonlinear PDEs. By using tools from capacity theory, we show that derivatives of the solution maps of the penalised problems converge in the weak…
We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…
Taking the standard zero curvature approach we derive an infinite set of integrable equations, which taken together form the negative Volterra hierarchy. The resulting equations turn out to be nonlocal, which is usual for the negative…
The strong maximum principle is proved to hold for weak (in the sense of support functions) sub- and super-solutions to a class of quasi-linear elliptic equations that includes the mean curvature equation for $C^0$ spacelike hypersurfaces…
Recently, the complete left tail asymptotic for the density of the {\it martingale limit} of the classical Galton-Watson process has been derived. The derivation is based on the properties of a special function (whose inverse Fourier…
This paper develops an enhanced finite element method for approximating a class of variational problems which exhibit the \textit{Lavrentiev gap phenomenon} in the sense that the minimum values of the energy functional have a nontrivial gap…
We establish weak-type $(1,1)$ bounds for the maximal function associated with ergodic averaging operators modeled on a wide class of thin deterministic sets $B$. As a corollary we obtain the corresponding pointwise convergence result on…
We consider the linear Schr\"odinger equation under periodic boundary condition, driven by a random force and damped by a quasilinear damping: $$ \frac{d}{dt}u+i\big(-\Delta+V(x)\big) u=\nu \Big(\Delta u-\gr |u|^{2p}u-i\gi |u|^{2q}u \Big)…
We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…
Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…
We consider periodic homogenization of boundary value problems for quasilinear second-order ODE systems in divergence form of the type $a(x,x/\varepsilon,u(x),u'(x))'= f(x,x/\varepsilon,u(x),u'(x))$ for $x \in [0,1]$. For small…