Related papers: Orderly divergence of Levy Gamma integrals
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
These are classified by the direction of approximation (from above or below), the set family types (partition or covering) of simple functions, the coefficient signature (non-negative or signed), and cardinal number of terms of simple…
Some limit theorems of the type $\int_{\Omega}f_n dm_n -- --> \int_{\Omega}f dm$ are presented for scalar, (vector), (multi)-valued sequences of m_n-integrable functions f_n. The convergences obtained, in the vector and multivalued…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
Variational and divergence symmetries are studied in this paper for the whole class of linear and nonlinear equations of maximal symmetry, and the associated first integrals are given in explicit form. All the main results obtained are…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…
The ostrowski inequality expresses bounds on the deviation of a function from its integral mean. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Dragomir, Wang and Cerone…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…
We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
The paper is devoted to the linearization of the non linear Signorini functional in the incompressible case. The limit functional, in the sense of Gamma-convergence, may coincide with the expected one only in some particular cases.
In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by L\'evy processes, when the coefficients converge in some appropriate sense. First, we prove, by means of a…
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…
We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range…
A mixed Dirichlet-Neumann problem is regularized with a family of singularly perturbed Neumann-Robin boundary problems, parametrized by $\varepsilon > 0$. Using an asymptotic development by Gamma-convergence, the asymptotic behavior of the…
We find best constants in several dilation invariant integral inequalities involving derivatives of functions. Some of these inequalities are new and some were known without best constants. The contents: 1. Estimate for a quadratic form of…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…