Related papers: Limit theorems for $p$-domain functionals of stati…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…
A linear growth-diffusion equation is studied in a time-dependent interval whose location and length both vary. We prove conditions on the boundary motion for which the solution can be found in exact form, and derive the explicit expression…
We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…
We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…
Assuming that $S$ is the space of functions of regular variation, $\omega\in S$, $0< p<\infty$, a function $f$ holomorphic in $B^n$ is said to be of Besov space $B_p(\omega)$ if $$\|f\|^p_{B_p(\omega )}=\int_{B^n}…
Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…
Let f be a function meromorphic in a neighborhood of infinity. The central problem in the present investigation is to find the largest domain D \subset C to which the function f can be extended in a meromorphic and singlevalued manner.…
In this study we consider the $\Gamma$-limit of a highly oscillatory Riemannian metric length functional as its period tends to 0. The metric coefficient takes values in either $\{1,\infty\}$ or $\{1,\beta \varepsilon^{-p}\}$ where…
We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…
Using a central limit theorem for arrays of interacting quantum systems, we give analytical expressions for the density of states and the partition function at finite temperature of such a system, which are valid in the limit of infinite…
We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…
We investigate properties of holomorphic extensions in the one-variable case of Whitney's Approximation Theorem on intervals. Improving a result of Gauthier-Kienzle, we construct tangentially approximating functions which extend…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
We study integral functionals constrained to divergence-free vector fields in $L^p$ on a thin domain, under standard $p$-growth and coercivity assumptions, $1<p<\infty$. We prove that as the thickness of the domain goes to zero, the…
Let $\phi(z)$ be a non-isotrivial rational function in one-variable with coefficients in $\overline{\mathbb{F}}_p(t)$ and assume that $\gamma\in\mathbb{P}^1(\overline{\mathbb{F}}_p(t))$ is not a post-critical point for $\phi$. Then we prove…