Related papers: Some Probabilistic Properties of General Topologic…
A functional central limit theorem is established for weighted occupancy processes of the Karlin model. The weighted occupancy processes take the form of, with $D_{n,j}$ denoting the number of urns with $j$-balls after the first $n$…
Let $(X_t, Y_t)_{t\in T}$ be a discrete or continuous-time Markov process with state space $X \times R^d$ where $X$ is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component,…
We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…
Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. Motivated by the functional estimation of the density of the…
Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…
We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit…
In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…
We prove functional central and non-central limit theorems for generalized variations of the anisotropic $d$-parameter fractional Brownian sheet (fBs) for any natural number $d$. Whether the central or the non-central limit theorem applies…
We slightly extend the fluctuation theorem obtained in \cite{LS} for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited…
The rotor-router model is a deterministic process analogous to a simple random walk on a graph. This paper is concerned with a generalized model, functional-router model, which imitates a Markov chain possibly containing irrational…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…
This paper investigates the statistical properties of random open dynamical systems generated by families of Lasota--Yorke maps. Open systems, in which trajectories may escape through `holes', model transient phenomena and present…
The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…
We analyse weighted Motzkin paths with step multiplicities that vary linearly with height. In the balanced case the associated exponential generating function satisfies a Pearson-type PDE, and solving by characteristics yields closed…
Let $\big(M_k, Q_k\big)_{k\in\mathbb{N}}$ be independent copies of an $\mathbb{R}^2$-valued random vector. It is known that if $Y_n:=Q_1+M_1Q_2+...+M_1\cdot...\cdot M_{n-1}Q_n$ converges a.s. to a random variable $Y$, then the law of $Y$…
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
We study the statistical inference of nonlinear stochastic approximation algorithms utilizing a single trajectory of Markovian data. Our methodology has practical applications in various scenarios, such as Stochastic Gradient Descent (SGD)…