Related papers: Central limit theorems for additive functionals in…

The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Consider a supercritical Crump-Mode-Jagers process $(\mathcal{Z}_{t}^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$ that depends on an individual's life and their descendant process up to a fixed generation. Under…

In a decision-theoretic framework, the minimax lower bound provides the worst-case performance of estimators relative to a given class of statistical models. For parametric and semiparametric models, the H\'{a}jek--Le Cam local asymptotic…

Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…

In this paper we study threshold-one contact processes on lattices and regular trees. The asymptotic behavior of the critical infection rates as the degrees of the graphs growing to infinity are obtained. Defining \lambda_c as the supremum…

This paper derives the asymptotic distribution of the normalized $k$-th maximum order statistics of a sequence of non-central chi-square random variables with non-identical non-centrality parameter. We demonstrate the utility of these…

In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array $\{\mathcal{X}_{n}(i)$ $:$ $1$ $\leq $ $i$ $\leq $ $\mathcal{L}\}_{n\geq 1}$, where each $\mathcal{X}_{n}(i)$ is assumed to converge in…

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…

Let $f: {\mathbb R}\to {\mathbb R}$ be a measurable function satisfying \begin{equation*} f(x+1)=f(x), \qquad \int_0^1 f(x)\, dx=0, \qquad \int_0^1 f^2(x)\, dx<\infty. \end{equation*} The asymptotic properties of series $\sum c_k f(kx)$…

In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

The quasi-likelihood estimator and the Bayesian type estimator of the volatility parameter are in general asymptotically mixed normal. In case the limit is normal, the asymptotic expansion was derived in Yoshida (1997) as an application of…