Related papers: Linear statistics of determinantal point processes…
We consider the Neumann version of the spherical mean value operator and its variants in the space of smooth functions, distributions and compactly supported ones. Surjectivity and range characterization issues are addressed from the…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
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…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
This paper develops a general asymptotic theory of series estimators for spatial data collected at irregularly spaced locations within a sampling region $R_n \subset \mathbb{R}^d$. We employ a stochastic sampling design that can flexibly…
We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
For a class of particle systems in continuous space with local interactions, we show that the asymptotic diffusion matrix is an infinitely differentiable function of the density of particles. Our method allows us to identify relatively…
Inhomogeneities in deposition may lead to formation of rough surfaces, whose height fluctuations can be probed directly by scanning microscopy, or indirectly by scattering. Analytical or numerical treatments of simple growth models suggest…
This paper reviews various applications of the theory of smooth dynamical systems to conceptual problems of nonequilibrium statistical mechanics. We adopt a new point of view which has emerged progressively in recent years, and which takes…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
In this paper, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite collection of quantile estimators. We derive a uniform…
We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particles in a large interval have Poisson statistics as the length…
We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…