Related papers: Heat content for Gaussian processes: small-time as…

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

An asymptotic expansions for the grand partition function of ideal Bose gas in the canonical ensemble with arbitrary number of particles is obtained. It is shown that the expressions found are valid in the whole temperature region, the…

In this paper, we study an exact solution of the asymmetric simple exclusion process on a periodic lattice of finite sites with two typical updates, i.e., random and parallel. Then, we find that the explicit formulas for the partition…

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Let $M$ be a complete Riemannian manifold and $D\subset M$ a smoothly bounded domain with compact closure. We use Brownian motion and the classic results on the Stieltjes moment problem to study the relationship between the Dirichlet…

This article is a survey of the results on asymptotic behavior of small ball probabilities in $L_2$-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Bayesian inference is a widely used statistical method. The free energy and generalization loss, which are used to estimate the accuracy of Bayesian inference, are known to be small in singular models that do not have a unique optimal…

Following the classical result of long-time asymptotic convergence towards the Gaussian kernel that holds true for integrable solutions of the Heat Equation posed in the Euclidean Space $\mathbb{R}^n$, we examine the question of long-time…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

In this paper we study the heat content for sets with positive reach. In details, we investigate the asymptotic behavior of the heat content of bounded subsets of the Euclidean space with positive reach. The concept of positive reach was…

We analyze the dynamics of models of warm inflation with general dissipative effects. We consider phenomenological terms both for the inflaton decay rate and for viscous effects within matter. We provide a classification of the asymptotic…

In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dG^{H}_{s}$, where $u$ is a $\beta$-H\"older continuous process with $\beta >1-H$ and $G^H$ is a self-similar Gaussian…

Let $\{X(t) : t \in [0, \infty) \}$ be a centered stationary Gaussian process. We study the exact asymptotics of $\pr (\sup_{s \in [0,T]} X(t) > u)$, as $u \to \infty$, where $T$ is an independent of \{X(t)\} nonnegative random variable. It…

We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…

In this article we investigate the long time behavior of solutions to a class of infinitely many master equations defined from transition rates that are suitable for the description of a quantum system approaching thermodynamical…

We consider a model of heat conduction which consists of a finite nonlinear chain coupled to two heat reservoirs at different temperatures. We study the low temperature asymptotic behavior of the invariant measure. We show that, in this…

Adopting the powerful methods introduced in \cite{li2021carnotcaratheodory, LZ2025}, we investigate the asymptotic behaviour at infinity for the heat kernel associated with the Grushin operator $\Delta_G = \Delta_x + |x|^2 \Delta_u$ on $…