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In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…

Probability · Mathematics 2026-05-12 Danijel Krizmanic

We study scaling limits of a family of planar random growth processes in which clusters grow by the successive aggregation of small particles. In these models, clusters are encoded as a composition of conformal maps and the location of each…

Probability · Mathematics 2022-11-08 James Norris , Vittoria Silvestri , Amanda Turner

The interaction between transitivity and sparsity, two common features in empirical networks, implies that there are local regions of large sparse networks that are dense. We call this the blessing of transitivity and it has consequences…

Machine Learning · Statistics 2013-08-02 Karl Rohe , Tai Qin

Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…

Mathematical Physics · Physics 2015-05-14 Cedric Boutillier , Sevak Mkrtchyan , Nicolai Reshetikhin , Peter Tingley

We obtain scaling and local limit results for large random Young tableaux of fixed shape $\lambda^0$ via the asymptotic analysis of a determinantal point process due to Gorin and Rahman (2019). More precisely, we prove: (1) an explicit…

Probability · Mathematics 2024-04-23 Jacopo Borga , Cédric Boutillier , Valentin Féray , Pierre-Loïc Méliot

Consider the Markov process taking values in the partitions of N such that each pair of blocks merges at rate one, and each integer is eroded, i.e., becomes a singleton block, at rate d. This is a special case of exchangeable…

Probability · Mathematics 2019-07-15 Félix Foutel-Rodier , Amaury Lambert , Emmanuel Schertzer

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

We propose a generic design for Chinese remainder algorithms. A Chinese remainder computation consists in reconstructing an integer value from its residues modulo non coprime integers. We also propose an efficient linear data structure, a…

Symbolic Computation · Computer Science 2010-09-09 Jean-Guillaume Dumas , Thierry Gautier , Jean-Louis Roch

We propose a generic design for Chinese remainder algorithms. A Chinese remainder computation consists in reconstructing an integer value from its residues modulo non coprime integers. We also propose an efficient linear data structure, a…

Symbolic Computation · Computer Science 2010-01-26 Jean-Guillaume Dumas , Thierry Gautier , Jean-Louis Roch

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

Probability · Mathematics 2025-10-08 William Fleurat

For rescaled additive functionals of the sine-process, upper bounds are obtained for their speed of convergence to the Gaussian distribution with respect to the Kolmogorov-Smirnov metric. Under scaling with coefficient $R$ the…

Probability · Mathematics 2024-12-31 Alexander I. Bufetov

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

Probability · Mathematics 2019-10-08 Danijel Krizmanic

We propose a novel measure valued process which models the behaviour of chemical reaction networks in spatially heterogeneous systems. It models reaction dynamics between different molecular species and continuous movement of molecules in…

Probability · Mathematics 2022-01-12 Lea Popovic , Amandine Veber

We introduce a model of a randomly growing interface in multidimensional Euclidean space. The growth model incorporates a random order model as an ingredient of its graphical construction, in a way that replicates the connection between the…

Probability · Mathematics 2007-09-12 Timo Seppäläinen

Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a…

Statistics Theory · Mathematics 2023-07-24 Riddhiman Bhattacharya , Galin L. Jones

We consider uniform random permutations in classes having a finite combinatorial specification for the substitution decomposition. These classes include (but are not limited to) all permutation classes with a finite number of simple…

For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…

Probability · Mathematics 2016-12-26 A. D. Barbour , Malwina J. Luczak , Aihua Xia

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

In order to obtain functional limit theorems for heavy tailed stationary processes arising from dynamical systems, one needs to understand the clustering patterns of the tail observations of the process. These patterns are well described by…

Dynamical Systems · Mathematics 2023-04-19 Raquel Couto