Related papers: Asymptotics of Some Feynman-Kac Functionals
Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…
Motivated by the phenomenon of duality for interacting particle systems we introduce two classes of Pfaffian kernels describing a number of Pfaffian point processes in the `bulk' and at the `edge'. Using the probabilistic method due to Mark…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
Consider a branching Markov process, $X = (X(t), t \ge 0)$, with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these…
For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…
Work statistics characterizes important features of a non-equilibrium thermodynamic process. But the calculation of the work statistics in an arbitrary non-equilibrium process is usually a cumbersome task. In this work, we study the work…
A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…
In the development of controllability and inverse problem results for semi-discrete systems, by using Carleman estimates, it is required to estimate of the discrete operators applied to Carleman weight functions. This work aims to establish…
Solutions to network optimization problems have greatly benefited from developments in nonlinear analysis, and, in particular, from developments in convex optimization. A key concept that has made convex and nonconvex analysis an important…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
It is our aim to establish a general analytic theory of asymptotic expansions of type f(x)=a_1 phi_1(x)+dots+ a_n phi_n(x)+o(phi_n(x)), x tends to x_0 (*), where the given ordered n-tuple of real-valued functions phi_1 dots,phi_n forms an…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…
Suppose that i.i.d. random variables $X_{1}, X_{2}, \ldots$ are chosen uniformly from $[0,1]$, and let $f: [0,1] \rightarrow [0,1]$ be an increasing bijection. Define $\mu_{f}$ to be the expected value of $f(X_{i})$ for each $i$. Define the…
The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional empirical process (\textit{fep}) and the residual functional…
Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman-Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to…