Related papers: Limit theorems for multifractal products of random…
We prove a support theorem for the radiation fields on asymptotically Euclidean manifolds with metrics which are warped products near infinity. It generalizes to this setting the well known support theorem for the Radon transform on…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…
In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…
We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…
We study the homological properties of random simplicial complexes. In particular, we obtain the asymptotic behavior of lifetime sums for a class of increasing random simplicial complexes; this result is a higher-dimensional counterpart of…
In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH($p$, $q$) processes. Our contribution is to complement the well-known univariate asymptotics by providing a joint…
Bogomolny-Leyvraz-Schmit (1996) and Peter (2002) proposed an asymptotic formula for the correlation of the multiplicities in length spectrum on the modular surface, and Lukianov (2007) extended its asymptotic formula to the Riemann surfaces…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…
This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order…
This paper presents new limit theorems for power variation of fractional type symmetric infinitely divisible random fields. More specifically, the random field $X = (X(\boldsymbol{t}))_{\boldsymbol{t} \in [0,1]^d}$ is defined as an integral…
We describe the multifractal nature of random weak Gibbs measures on some class of attractors associated with $C^1$ random dynamics semi-conjugate to a random subshift of finite type. This includes the validity of the multifractal…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
We investigate asymptotic behaviour of averaging operators for actions of simple rank-one Lie groups. It was previously known that these averaging operators converge almost everywhere, and we establish a more precise asymptotic formula that…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…