Related papers: Limit theorems for general functionals of Brownian…

In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…

In this paper we prove the existence of asymptotic moments, and an estimate on the tails of the limiting distribution, for a specific class of almost periodic functions. Then we introduce the hyperbolic circle problem, proving an estimate…

We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space…

We establish a functional limit law of the logarithm for the increments of the normed quantile process based upon a random sample of size $n\to\infty$. We extend a limit law obtained by Deheuvels and Mason (12), showing that their results…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

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…

We present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level up to time t) of a large class of null recurrent diffusions. Our results rely on hypotheses on the L\'evy…

We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…

We study the asymptotic behaviour of convolution-type functionals defined on general periodic domains by proving an extension theorem

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…

Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…

We investigate the problem of the distribution of sums of functions of prime numbers located on an arithmetic progression. This problem is closely related to the problem of the distribution of prime numbers on an arithmetic progression.…

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 obtain new limit theorems for variational functionals of high frequency observations of stationary increments L\'evy driven moving averages. We will see that the asymptotic behaviour of such functionals heavily depends on…

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

We consider the geodesic flow for a rank one non-positive curvature closed manifold. We prove an asymptotic version of the Central Limit Theorem for families of measures constructed from regular closed geodesics converging to the…