Related papers: Heat content for Gaussian processes: small-time as…
The paper is devoted to three-parametric self-similar Gaussian Volterra processes that generalize fractional Brownian motion. We study the asymptotic growth of such processes and the properties of long- and short-range dependence. Then we…
We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we…
We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes $X$, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the…
We give new constraints on small-scale non-Gaussianity of primordial curvature perturbations by the use of anisotropies in acoustic reheating. Mixing of local thermal or local kinetic equilibrium systems with different temperatures yields a…
Gaussian processes (GPs) described by quasi-periodic covariance functions have in recent years become a widely used tool to model the impact of stellar activity on radial velocity (RV) measurements. We perform a GP regression analysis on…
This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
In this paper, we prove first-order asymptotics on a bounded open set of the heat content when the ambient space is an ${\sf RCD}(K,N)$ space, under a regularity condition for the boundary that we call measured interior geodesic condition…
We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…
The asymptotic expansion of the heat-kernel for small values of its argument has been studied in many different cases and has been applied to 1-loop calculations in Quantum Field Theory. In this thesis we consider this asymptotic behavior…
We present and analyze a new derivation of the meso-level behavior of a discrete microscopic model of heat transfer. This construction is based on the principle of dynamic consistency. Our work reproduces and corrects, when needed, all the…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
If the Euclidean norm is strongly concentrated with respect to a measure, the average distribution of an average marginal of this measure has Gaussian asymptotics that captures tail behaviour. If the marginals of the measure have…
In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…
We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…
We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotic. We first characterize the equivalence of Gaussian measures under this model.…
We study spectral problems for integro-differential equations arising in the theory of Gaussian processes similar to the fractional Brownian motion. We generalize the method of Chigansky--Kleptsyna and obtain the two-term eigenvalue…
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…