Related papers: Selfsimilar free additive processes and freely sel…
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable…
In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
Self-similar sequence transformation is an original type of nonlinear sequence transformations allowing for defining effective limits of asymptotic sequences. The method of self-similar factor transformations is shown to be regular. This…
This paper develops further and systematically the asymptotic expansion theory that was initiated by Foias and Saut in [11]. We study the long-time dynamics of a large class of dissipative systems of nonlinear ordinary differential…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
A method is suggested for interpolating between small-variable and large-variable asymptotic expansions. The method is based on self-similar approximation theory resulting in self-similar root approximants. The latter are more general than…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
The self-similar growth-fragmentation equation describes the evolution of a medium in which particles grow and divide as time proceeds, with the growth and splitting of each particle depending only upon its size. The critical case of the…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…
Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…
Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right-continuous non-decreasing functions $f: \R_+\to \R_+$ that map $A$ to a pure-jump process. As an example of application, we show for instance that functions with…
Self-assembly kinetics is usually described by approaches which assume that the shape of the aggregates has a definite form (e.g., spherical, cylindrical, cubic, etc), however that is unlikely to be the case in many finite-sized…