Related papers: Large deviations for the Pearson family of ergodic…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
Anisotropic diffusion processes with a diffusion tensor are important in image analysis, physics, and engineering. However, their numerical approximation has a strong impact on dissipative artefacts and deviations from rotation invariance.…
In this paper we analyse a class of nonlinear cross-diffusion systems for two species with local repulsive interactions that exhibit a formal gradient flow structure with respect to the Wasserstein metric. We show that systems where the…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we…
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…
Diffusion models are central to generative modeling and have been adapted to graphs by diffusing adjacency matrix representations. The challenge of having up to $n!$ such representations for graphs with $n$ nodes is only partially mitigated…
In general, the distribution of residuals cannot be obtained explicitly. We give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order $n^{-1}$, where $n$ is the sample size.…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
Under natural assumptions, we prove the ergodicities and exponential ergodicities in Wasserstein and total variation distances of Dawson--Watanabe superprocesses without or with immigration. The strong Feller property in the total variation…
We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…