Related papers: Limit laws for functionals of self-intersection sy…

In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…

We prove an uniform boundary Harnack inequality for nonnegative functions harmonic with respect to $\alpha$-stable process on the Sierpi{\'n}ski triangle, where $\alpha \in (0, 1)$. Our result requires no regularity assumptions on the…

Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

We study the asymptotic behavior of the $\nu$-symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0<\alpha<1$. We prove that, under mild assumptions on the covariance of $X$, the…

A self-stabilizing algorithm for the minimal $\alpha$-dominating set is proposed in this paper. The $\alpha$-domination parameter has not used before in self-stabilization paradigm. Using an arbitrary graph with $n$ nodes and $m$ edges, the…

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

We clarify the discussion of N=2 supersymmetric boundary conditions for the classical d=2, N=(2,2) Non-Linear Sigma Model on an infinite strip. Our conclusions about the supersymmetric cycles match the results found in the literature.…

We describe limit fluctuations of the height function for the open TASEP on the coexistence line under the stationary measure. It is known that the height function satisfies a law of large numbers as the number of sites $n$ goes to infinity…

We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated…

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

The paper investigates nonlinear control laws obtained from linear one by two types of substitutions using odd functions. The first substitution consists in passing each component of the state vector through a nonlinear function, the second…

A criterion is obtained for the semi-stability of the isolated singular positive closed solutions, i.e., singular positive limit cycles, of the Abel equation $x'=A(t)x^3+B(t)x^2$, where $A,B$ are smooth functions with two zeros in the…

Let $X=\{X_n: n\in\mathbb{N}\}$ be the linear process defined by $X_n=\sum^{\infty}_{j=1} a_j\varepsilon_{n-j}$, where the coefficients $a_j=j^{-\beta}\ell(j)$ are constants with $\beta>0$ and $\ell$ a slowly varying function, and the…

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

This paper develops the limit theory of the GARCH(1,1) process that moderately deviates from IGARCH process towards both stationary and explosive regimes. The GARCH(1,1) process is defined by equations $u_t = \sigma_t \varepsilon_t$,…