Related papers: Asymptotic fluctuations in supercritical Crump-Mod…

We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…

We consider the random fluctuations of the free energy in the $p$-spin version of the Sherrington-Kirkpatrick model in the high temperature regime. Using the martingale approach of Comets and Neveu as used in the standard SK model combined…

The fluctuations of the physical quantities play a central role to characterize the critical phenomena. Here, we report that the nature of the fluctuation highly depends on the control parameter near the jamming transition point…

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…

We study a critical multitype Bellman--Harris branching particle system in \(\mathbb R^N\) with a finite type space \(\mathbf K=\{1,\dots,K\}\). Particles of type \(I\) move according to a symmetric \(\alpha_i\)-stable process, have…

In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…

We show the relationship between the strongly non-linear limit (also termed the dispersionless or the Whitham limit) of the macroscopic fluctuation theory of certain statistical models and the inverse scattering method. We show that in the…

The aim of this paper is to prove the strong law of large numbers (SLLN) as well as the central limit theorem (CLT) for a class of vector-valued stochastic processes which arise as solutions of the stochastic evolution inclusion…

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

We consider branching processes for structured populations: each individual is characterized by a type or trait which belongs to a general measurable state space. We focus on the supercritical recurrent case, where the population may…

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is…

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…

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…

In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…

Let $(X_i)_{i\geq 1}$ be a stationary mean-zero Gaussian process with covariances $\rho(k)=\PE(X_{1}X_{k+1})$ satisfying: $\rho(0)=1$ and $\rho(k)=k^{-D} L(k)$ where $D$ is in $(0,1)$ and $L$ is slowly varying at infinity. Consider the…

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…

Critical phenomena arise ubiquitously in various context of physics, from condensed matter, high energy physics, cosmology, to biological systems, and consist of slow and long-distance fluctuations near a phase transition or critical point.…

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…