Related papers: Limiting Behavior of Maxima under Dependence

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

The study of singular perturbations of the Dirichlet energy is at the core of the phenomenological-description paradigm in soft condensed matter. Being able to pass to the limit plays a crucial role in the understanding of the…

This paper gives a simple proof of a limit theorem for the lenght of the largest interval straddling a fixed number of i.i.d. points uniformly disributed on a unit interval. The key step in our argument is a classical theorem of Watson…

This paper develops a more general theory of sequences of dependent categorical random variables, extending the works of Korzeniowski (2013) and Traylor (2017) that studied first-kind dependency in sequences of Bernoulli and categorical…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

In a previous paper(2021), the author studied the asymptotic behavior of coexistence steady-states to the Shigesada-Kawasaki-Teramoto model as both cross-diffusion coefficients tend to infinity at the same rate. As a result, he proved that…

We examine a family of microscopic models of plasmas, with a parameter $\alpha$ comparing the typical distance between collisions to the strength of the grazing collisions. These microscopic models converge in distribution, in the weak…

We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…

The task of analyzing extreme events with censoring effects is considered under a framework allowing for random covariate information. A wide class of estimators that can be cast as product-limit integrals is considered, for when the…

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

We investigate fragmentation processes with a steady input of fragments. We find that the size distribution approaches a stationary form which exhibits a power law divergence in the small size limit, P(x) ~ x^{-3}. This algebraic behavior…

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structure. Namely we…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

We study a class of self-adjoint operators defined on the direct sum of two Hilbert spaces: a finite dimensional one called sometimes a ``small subsystem'' and an infinite dimensional one -- a ``reservoir''. The operator, which we call a…

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Asymptotic behavior of distribution functions of local quantities in disordered conductors is studied in the weak disorder limit by means of an optimal fluctuation method. It is argued that this method is more appropriate for the study of…

Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…