Related papers: Orderly divergence of Levy Gamma integrals
We simplify the proof of some widely used theoretical theorems, extending their applicability, while correcting some erroneous results. We also generalize key results and present new results that contribute to the development of the theory.…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
In this paper we look for the existence of large linear and algebraic structures of sequences of measurable functions with different modes of convergence. Concretely, the algebraic size of the family of sequences that are convergent in…
We study homogenization by Gamma-convergence of periodic multiple integrals of the calculus of variations when the integrand can take infinite values outside of a convex set of matrices.
We study the extremal behavior of a stochastic integral driven by a multivariate L\'{e}vy process that is regularly varying with index $\alpha>0$. For predictable integrands with a finite $(\alpha+\delta)$-moment, for some $\delta>0$, we…
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…
The Ordered Weighted Averaging (OWA) operator is a traditional and commonly used criterion for aggregating discrete values of uncertain quantities. In this paper, it is shown that the discrete OWA naturally extends to the continuous case by…
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including L\'evy's continuity theorem and functional limit theorems for…
We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
We introduce a natural geometric framework for the study of logarithmically divergent integrals on manifolds with corners and algebraic varieties, using the techniques of logarithmic geometry. Key to the construction is a new notion of…
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
We obtain Gr\"onwall type estimates for the gradient of the harmonic functions for a L\'evy operator with order strictly larger than 1 and minimal assumptions of its L\'evy measure.
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
We explore the properties of non-piecewise syndetic sets with positive upper density, which we call "discordant", in countably infinite amenable (semi)groups. Sets of this kind are involved in many questions of Ramsey theory and manifest…