Related papers: Functional limit theorems for P\'olya urns with gr…
We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…
Let $(p_k)_{k\in\mathbb{N}}$ be a discrete probability distribution for which the counting function $x\mapsto \#\{k\in\mathbb{N}: p_k\geq 1/x\}$ belongs to the de Haan class $\Pi$. Consider a deterministic weighted branching process…
Consider a finite undirected graph and place an urn with balls of two colours at each vertex. At every discrete time step, for each urn, a fixed number of balls are drawn from that same urn with probability $p$, and from a randomly chosen…
Consider a P\'olya urn where a drawn ball of colour $i$ is replaced together with a fixed number $m_i$ of balls of the same colour. We give a simple proof that if, for example, there are two colours and the urn starts with more balls of…
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…
Consider an urn initially containing $b$ black and $w$ white balls. Select a ball at random and observe its color. If it is black, stop. Otherwise, return the white ball together with another white ball to the urn. Continue selecting at…
This is the second part of a two-part investigation. We continue the study of a class of balanced urn schemes on balls of two colors (white and black). At each drawing, a sample of size $m\ge 1$ is drawn from the urn and ball addition rules…
This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
Generalized P\'olya urns with non-linear feedback are an established probabilistic model to describe the dynamics of growth processes with reinforcement, a generic example being competition of agents in evolving markets. It is well known…
In a balls-in-bins process with feedback, balls are sequentially thrown into bins so that the probability that a bin with n balls obtains the next ball is proportional to f(n) for some function f. A commonly studied case where there are two…
In this paper, we study the asymptotic behavior of the first, second, and so on rows of stochastically decaying partitions. We establish that, with appropriate scaling in time and length, the sequence of rows converges to the Airy$_2$ line…
This paper extends the link between stochastic approximation (SA) theory and randomized urn models developed in Laruelle, Pag{\`e}s (2013), and their applications to clinical trials introduced in Bai, HU (1999,2005) and Bai, Hu, Shen…
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…
Though widely used in applications, reinforced random walk on graphs have never been the subject of a valid statistical inference. We develop in this paper a statistical framework for a general two-colored urn model. The probability to draw…
We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…
The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…
The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…
In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…