Related papers: Limit theorems for extrema of Airy processes

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

We investigate maxima of linear processes with i.i.d. heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of…

Let $t \in \mathbb{N}$, $\eta >0$. Suppose that $x$ is a sufficiently large real number and $q$ is a natural number with $q \leq x^{5/12-\eta}$, $q$ not a multiple of the conductor of the exceptional character $\chi^*$ (if it exists).…

We consider the exponential last passage percolation (LPP) with thick two-sided boundary that consists of a few inhomogeneous columns and rows. Ben Arous and Corwin previously studied the limit fluctuations in this model except in a…

We explore the statistical behavior of the order statistics of the flights of One-sided Levy Processes (OLPs). We begin with the study of the extreme flights of general OLPs,and then focus on the class of selfsimilar processes,investigating…

We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by $a\geq0$, which creates a shock in the particle density of order $aT^{-1/3},$ $T$ the observation time. When starting from step initial data,…

In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…

We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…

This note proves an upper bound for the fluctuations of a second-class particle in the totally asymmetric simple exclusion process. The proof needs a lower tail estimate for the last-passage growth model associated with the exclusion…

The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the…