Related papers: A robust $\alpha$-stable central limit theorem und…
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…
We investigate the existence of normalized ground states to the system of coupled Schr\"odinger equations: \begin{equation}\label{eq:0.1} \begin{cases} -\Delta u_1 + \lambda_1 u_1 = \mu_1 |u_1|^{p_1-2}u_1 + \beta…
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…
In this paper, we obtain $C^{1,\alpha}$ estimates for weak solutions of certain quasilinear parabolic equations satisfying nonstandard growth conditions, the prototype examples being $$u_t - \text{div} (|\nabla u|^{p-2} \nabla u +…
This paper establishes the asymptotic error distribution of the tamed Euler method for stochastic differential equations (SDEs) with a coupled monotonicity condition, that is, the limit distribution of the corresponding normalized error…
For the partial sums $(S_n)$ of independent random variables we define a stochastic process $s_n(t):=(1/d_n)\sum_{k \le [nt]} ({S_k}/{k}-\mu)$ and prove that $$(1/{\log N})\sum_{n\le N}(1/n)\mathbf {I}\left\{s_n(t)\le x\right\} \to…
A self-stabilizing processes $\{Z(t), t\in [t_0,t_1)\}$ is a random process which when localized, that is scaled to a fine limit near a given $t\in [t_0,t_1)$, has the distribution of an $\alpha(Z(t))$-stable process, where $\alpha:…
In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in $\mathbb{R}^d$ with $\alpha \in (0,1)$: $$ \mathord{{\rm d}} X_t = (K *…
We study interior $C^{2,\alpha}$ regularity estimates for solutions of fully nonlinear uniformly elliptic equations of the general form $F(D^2u)=0$ in two independent variables and without any geometric condition on $F$. By means of the…
Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…
We prove a central limit theorem for random sums of the form $\sum_{i=1}^{N_n} X_i$, where $\{X_i\}_{i \geq 1}$ is a stationary $m-$dependent process and $N_n$ is a random index independent of $\{X_i\}_{i\geq 1}$. Our proof is a…
Recent results in the literature provide computational evidence that stabilized semi-implicit time-stepping method can efficiently simulate phase field problems involving fourth-order nonlinear dif- fusion, with typical examples like the…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…
The Fermi-Pasta-Ulam $\alpha$-model of harmonic oscillators with cubic anharmonic interactions is studied from a statistical mechanical point of view. Systems of N= 32 to 128 oscillators appear to be large enough to suggest statistical…
Let $(Z_i)_{i\geq 1}$ be an independent, identically distributed sequence of random variables on $\RRR^d$. Under mild conditions on the density of $Z_1$, we provide a nonstandard uniform functional limit law for the following processes on…
We consider the semilinear elliptic equation $-L u = f(u)$ in a general smooth bounded domain $\Omega \subset R^{n}$ with zero Dirichlet boundary condition, where $L$ is a uniformly elliptic operator and $f$ is a $C^{2}$ positive,…
We consider a family of positive solutions to the system of $k$ components \[ -\Delta u_{i,\beta} = f(x, u_{i,\beta}) - \beta u_{i,\beta} \sum_{j \neq i} a_{ij} u_{j,\beta}^2 \qquad \text{in $\Omega$}, \] where $\Omega \subset \mathbb{R}^N$…
For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…