Related papers: Convergence rate for a class of supercritical supe…

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

Consider a heavy-tailed branching process (denoted by $Z_{n}$) in random environments, under the condition which infers that $\mathbb{E}\log m(\xi_{0})=\infty$. We show that (1) there exists no proper $c_{n}$ such that $\{Z_{n}/c_{n}\}$ has…

We consider a class of singular Riemannian metrics on a compact Riemannian manifold with boundary and the eigenfunctions of the corresponding Laplace-Beltrami operator. In our setting, the average density of eigenfunctions with eigenvalue…

Let a continuous random process $X$ defined on $[0,1]$ be $(m+\beta)$-smooth, $0\le m, 0<\beta\le 1$, in quadratic mean for all $t>0$ and have an isolated singularity point at $t=0$. In addition, let $X$ be locally like a $m$-fold…

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…

We work under the A\"{\i}d\'{e}kon-Chen conditions which ensure that the derivative martingale in a supercritical branching random walk on the line converges almost surely to a nondegenerate nonnegative random variable that we denote by…

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…

This paper concerns the asymptotic behavior of zeros and critical points for monochromatic random waves $\phi_\lambda$ of frequency $\lambda$ on a compact, smooth, Riemannian manifold $(M,g)$ as $\lambda \rightarrow \infty$. We prove that…

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…

We consider a supercritical branching process $(Z_n)$ in a random environment $\xi$. Let $W$ be the limit of the normalized population size $W_n=Z_n/E[Z_n|\xi]$. We first show a necessary and sufficient condition for the quenched $L^p$…

We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that Martingale stochastic…

The article presents new results on convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

In this article, we investigate the condensation phenomena for a class of nonreversible zero-range processes on a fixed finite set. By establishing a novel inequality bounding the capacity between two sets, and by developing a robust…

We consider a population of $N$ individuals, of which we observe the number of actions as time evolves. For each couple of individuals $(i,j)$, $j$ may or not influence $i$, which we model by i.i.d. Bernoulli$(p)$-random variables, for some…

This paper is concerned with a class of nonmonotone descent methods for minimizing a proper lower semicontinuous KL function $\Phi$, which generates a sequence satisfying a nonmonotone decrease condition and a relative error tolerance.…

Given any function $\phi \colon [0,\infty)\to (0,1]$ satisfying $\lim_{\xi\to\infty}\phi(\xi) = 0$, we prove the existence of i) self-similar measures and ii) nonlinear $C^{\infty}$ self-conformal measures which are Rajchman and whose…