Related papers: Functional limit theorems for P\'olya urns with gr…
We address the decision problem for a fragment of real analysis involving differentiable functions with continuous first derivatives. The proposed theory, besides the operators of Tarski's theory of reals, includes predicates for…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
Consider a real-valued branching random walk in the boundary case. Using the techniques developed by A\"id\'ekon and Shi [5], we give two integral tests which describe respectively the lower limits for the minimal position and the upper…
This paper is about Girsanov's theory. It (almost) doesn't contain new results but it is based on a simplified new approach which takes advantage of the (weak) extra requirement that some relative entropy is finite. Under this assumption,…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
We estimate the mixing time of the a nonreversible finite Markov chain called Repeated Balls-into-Bins (RBB) process. This process is a discrete time conservative interacting particle system with parallel updates. Place initially in $L$…
In this Thesis we deal with problems regarding boundary behavior of analytic functions and approximation theory. We will begin by characterizing the set in which Blaschke products fail to have radial limits but have unrestricted limits on…
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting…
In this work we introduce a variant of the Yule-Simon model for preferential growth by incorporating a finite kernel to model the effects of bounded memory. We characterize the properties of the model combining analytical arguments with…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance…
We develop a quenched thermodynamic formalism for open random dynamical systems generated by finitely branched, piecewise-monotone mappings of the interval. The openness refers to the presence of holes in the interval, which terminate…
In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…
We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_t$ of colours (independent of the past) from $n$ colours of balls, and then chooses a colour $i$ from this subset with…
When analyzing probabilistic computations, a powerful approach is to first find a martingale---an expression on the program variables whose expectation remains invariant---and then apply the optional stopping theorem in order to infer…
We give bounds for (central) moments for balanced P\'olya urns under very general conditions. In some cases, these bounds imply that moment convergence holds in earlier known results on asymptotic distribution. The results overlap with…
The study of the number of collisions in a Poisson-Dirichlet coalescent leads to the analysis of the following version of a stochastic leader-elec\-tion algorithm. Consider an infinite family of persons, labeled by $1,2,3,\ldots$, who…
Given a finite connected graph G, place a bin at each vertex. Two bins are called a pair if they share an edge of G. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…