Related papers: Scaling limits for INAR$(\infty)$ processes
We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…
A popular and flexible time series model for counts is the generalized integer autoregressive process of order $p$, GINAR($p$). These Markov processes are defined using thinning operators evaluated on past values of the process along with a…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
In this paper, a special sequence of controlled branching processes is considered. We provide a simple set of sufficient conditions for the weak convergence of such processes to a weak solution to a kind of continuous branching processes…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We consider a population of $N$ interacting neurons, represented by a multivariate Hawkes process: the firing rate of each neuron depends on the history of the connected neurons. Contrary to the mean-field framework where the interaction…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…
We describe a Lohner-type algorithm for the computation of rigorous upper bounds for reachable set for control systems, solutions of ordinary differential inclusions and perturbations of ODEs.
We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…
In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
We study nearly unstable bivariate cumulative heavy-tailed INAR($\infty$) processes and show that, under a one-factor parameterization and a suitable scaling, they converge to the rough Heston model. This yields a discrete-time…
We study the continuous time limit of a self-exciting negative binomial process and discuss the critical properties of its intensity distribution. In this limit, the process transforms into a marked Hawkes process. The probability mass…
Binary fluid turbulence distinguishes itself from ordinary fluid turbulence by virtue of interfacial dynamics. Whether Kolmogorov-like scaling laws also exist for binary fluid turbulence is a fundamental question to explore. Starting from…
We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…