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We study the asymptotics of the survival probability for the critical and decomposable branching processes in random environment and prove Yaglom type limit theorems for these processes. It is shown that such processes possess some…

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

We study the asymptotic solution of the equation of the pressure function $s\mapsto P(s\varphi(\epsilon,\cdot)+\psi(\epsilon,\cdot))$ for perturbed potentials $\varphi(\epsilon,\cdot)$ and $\psi(\epsilon,\cdot)$ defined on the shift space…

We give a closed-form expression for the associated Meixner polynomials from which we derive closed-form expressions for the associated Charlier and Laguerre polynomials by a limit procedure. These formulas are then used to derive…

In this paper, we provide closed form expressions for the probability density functions (PDF) of the interference power in a network whose transmitters are arranged according to the Poisson Point Process (PPP). These expressions apply for…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

We propose a new method for obtaining complete asymptotic expansions in a systematic manner, which is suitable for counting sequences of various graph families in dense regime. The core idea is to encode the two-dimensional array of…

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…

We establish the unimodality and the asymptotic strong unimodality of the ordinary multinomials and give their smallest mode leading to the expression of the maximal probability of convolution powers of the discrete uniform distribution. We…

We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

In this paper, we study the following fractional Schr\"{o}dinger-Poisson system involving competing potential functions \begin{equation*} \left\{ \begin{array}{ll} \varepsilon^{2s}(-\Delta)^su+V(x)u+\phi u=K(x)f(u)+Q(x)|u|^{2_s^{\ast}-2}u,…

A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin domain $\Omega_\varepsilon$ coinciding with two thin rectangles connected through a joint of diameter ${\cal O}(\varepsilon)$. A rigorous procedure…