Related papers: Markov processes with jump kernels decaying at the…

We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…

For linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, we study functional convergence of the joint partial sum and partial maxima processes. We derive a…

This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Big networks express various large-scale networks in many practical areas such as computer networks, internet of things, cloud computation, manufacturing systems, transportation networks, and healthcare systems. This paper analyzes such big…

In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

The rational Dunkl operators are commuting differential-reflection operators on the Euclidean space $\RR^d$ associated with a root system. The aim of the paper is to study local boundary behaviour of generalized harmonic functions…

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…

We study the boundary behaviour of the of (E) $-\Gd u-\myfrac{\xk }{d^2(x)}u+g(u)=0$, where $0<\xk <\frac{1}{4}$ and $g$ is a continuous nonndecreasing function in a bounded convex domain of $\BBR^N$. We first construct the Martin kernel…

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

We develop a local theory of lacunary Dirichlet series of the form $\sum\limits_{k=1}^{\infty}c_k\exp(-zg(k)), \Re(z)>0$ as $z$ approaches the boundary $i\RR$, under the assumption $g'\to\infty$ and further assumptions on $c_k$. These…

Let $D\subset R^d$ be a bounded domain and let \[ L=\frac12\nabla\cdot a\nabla +b\cdot\nabla \] %\[ %L=\frac12\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}+\sum_{i=1}^db_i\frac{\partial}{\partial x_i}, %\] be a second…

We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…

We introduce a technique to obtain pointwise upper and lower bounds for the Green's function of elliptic operators whose principal part is the Laplacian and that include a drift term diverging near the boundary like a power of the inverse…

We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…