Related papers: Limit theorems for extrema of Airy processes

We consider a Levy flyer of order alpha that starts from a point x0 on an interval [O,L] with absorbing boundaries. We find a closed-form expression for the average number of flights the flyer takes and the total length of the flights it…

We study Bernoulli first-passage percolation (FPP) on the triangular lattice $\mathbb{T}$ in which sites have 0 and 1 passage times with probability $p$ and $1-p$, respectively. Denote by $\mathcal {C}_{\infty}$ the infinite cluster with…

In last passage percolation models lying in the Kardar-Parisi-Zhang universality class, maximizing paths that travel over distances of order $n$ accrue energy that fluctuates on scale $n^{1/3}$; and these paths deviate from the linear…

Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…

We are interested in modeling Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions. The population is modeled as a stochastic point process whose generator captures…

Tau leap schemes were originally designed for the efficient time stepping of discrete state and continuous in time Markov processes arising in stochastic chemical kinetics. Previous convergence results on tau leaping schemes have been…

We consider a (1+1)-dimensional ballistic deposition process with next-nearest neighbor interaction, which belongs to the KPZ universality class, and introduce for this discrete model a variational formulation similar to that for the…

We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…

In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…

We consider exclusion processes on a rooted $d$-regular tree. We start from a Bernoulli product measure conditioned on having a particle at the root, which we call the tagged particle. For $d\geq 3$, we show that the tagged particle has…

We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

We study stationary max-stable processes $\{\eta(t)\colon t\in\mathbb R\}$ admitting a representation of the form $\eta(t)=\max_{i\in\mathbb N}(U_i+ Y_i(t))$, where $\sum_{i=1}^{\infty} \delta_{U_i}$ is a Poisson point process on $\mathbb…

Let $\{X_{k,i};i\geq 1,k\geq 1\}$ be an array of i.i.d. random variables and let $\{p_n;n\geq 1\}$ be a sequence of positive integers such that $n/p_n$ is bounded away from 0 and $\infty$. For $W_n=\max_{1\leq i<j\leq…

We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit…

Let $Z=(Z_t)_{t\geq0}$ be an additive process with a bounded triplet $(0,0,\Lambda_t)_{t\geq0}$. Suppose that for any Schwartz function $\varphi$ on $\mathbb{R}^d$ whose Fourier transform is in $C_c^{\infty}(B_{c_s} \setminus B_{c_s^{-1}}…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

We obtain an a-priori $W_{loc}^{1,\infty }\ ( \Omega ;\mathbb{R}^{m}\ ) -$bound for solutions in $\Omega \subset \mathbb{R}^{n} $, $n\geq 2$, to the elliptic system \begin{equation*} \sum_{i=1}^{n}\frac{\partial }{\partial x_{i}}\ (…

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…