Related papers: Limit theorems for linear processes with tapered i…
In this paper, we are interested in the limit theorem question for sums of indicator functions. We show that in every aperiodic dynamical system, for every increasing sequence $(a_n)_{n\in\N}\subset\R_+$ such that $a_n\nearrow\infty$ and…
We establish asymptotic formulae for various correlations involving general divisor functions $d_k(n)$ and partial divisor functions $d_l(n,A)=\sum_{q|n:q\leq n^A}d_{l-1}(q)$, where $A\in[0,1]$ is a parameter and $k,l\in\mathbb{N}$ are…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…
In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…
For a periodic function $f$ with bounded variation and integral zero on its period interval, we show that $\sum_{k=1}^\infty c_k^2 (\log\log k)^\gamma <\infty$, $\gamma>4$ implies the almost everywhere convergence of $\sum_{k=1}^\infty c_k…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
Let $X, X_1, X_2,...$ be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in $D[0, 1]$ for the partial sum processes $\{S_{[nt]}, 0\le t\le 1\}$, where…
We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus…
Let $G_n= \prod_{k=0}^n \binom{n}{k},$ the product of the elements of the $n$-th row of Pascal's triangle. This paper studies the partial factorizations of $G_n$ given by the product $G(n,x)$ of all prime factors $p$ of $G_n$ having $p \le…
Given a bounded operator $T$ on a Banach space $X$, we study the existence of a probability measure $\mu$ on $X$ such that, for many functions $f:X\to\mathbb K$, the sequence $(f+\dots+f\circ T^{n-1})/\sqrt n$ converges in distribution to a…
We study trend filtering, a recently proposed tool of Kim et al. [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
The tools of zero biasing are adapted to yield a general result suitable for analyzing the behavior of certain growth processes. The main theorem is applied to prove central limit theorems, with explicit error terms in the L^1 metric, for…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…