Related papers: On the convergence of a perturbed one dimensional …

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

Anderson acceleration (AA) is widely used for accelerating the convergence of an underlying fixed-point iteration $\bm{x}_{k+1} = \bm{q}( \bm{x}_{k} )$, $k = 0, 1, \ldots$, with $\bm{x}_k \in \mathbb{R}^n$, $\bm{q} \colon \mathbb{R}^n \to…

Various perturbation series are factorially divergent. The behavior of their high-order terms can be found by Lipatov's method, according to which they are determined by the saddle-point configurations (instantons) of appropriate functional…

In this paper, by employing the asymptotic expansion method, we prove the existence and uniqueness of a smoothing solution for a time-dependent nonlinear singularly perturbed partial differential equation (PDE) with a small-scale parameter.…

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the…

This paper develops the limit theory of the GARCH(1,1) process that moderately deviates from IGARCH process towards both stationary and explosive regimes. The GARCH(1,1) process is defined by equations $u_t = \sigma_t \varepsilon_t$,…

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

Consider a sequence of estimators $\hat \theta_n$ which converges almost surely to $\theta_0$ as the sample size $n$ tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time $\hat \theta_n$ is…

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…

The nonlinear eigen-problem $ Ax+F(x)=\lambda x$ is studied where $A$ is an $n\times n$ irreducible Stieltjes matrix. Under certain conditions, this problem has a unique positive solution. We show that, starting from a multiple of the…

We consider the process $\{x-N(t):t\geq 0\}$, where $x\in\mathbb{R}_+$ and $\{N(t):t\geq 0\}$ is a renewal process with light-tailed distributed holding times. We are interested in the joint distribution of $(\tau(x),A(x))$ where $\tau(x)$…

The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…

Let $(\xi_1,\eta_1)$, $(\xi_2,\eta_2),\ldots$ be a sequence of i.i.d. two-dimensional random vectors. In the earlier article Iksanov and Pilipenko (2014) weak convergence in the $J_1$-topology on the Skorokhod space of…

We study a stochastically perturbed version of the well-known Krasnoselski--Mann iteration for computing fixed points of nonexpansive maps in finite dimensional normed spaces. We discuss sufficient conditions on the stochastic noise and…

Let $C$ be a closed cone with nonempty interior $C^\circ$ in a Banach space. Let $f:C^\circ \rightarrow C^\circ$ be an order-preserving subhomogeneous function with a fixed point in $C^\circ$. We introduce a condition which guarantees that…

For the iterations of $x\mapsto |x-\theta|$ random functions with Lipschitz number one, we represent the dynamics as a Markov chain and prove its convergence under mild conditions. We also demonstrate that the Wasserstein metric of any two…

This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed) linear autonomous differential equations, and the associate ones of…

We exhibit a singularly perturbed parabolic problems for which the asymptotic behavior can be described by an one-dimensional ordinary differential equation. We estimate the continuity of attractors in the Hausdorff metric by rate of…