Related papers: Additive functionals of Harmonic samples: the cond…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
We study harmonic functions associated to systems of stochastic differential equations of the form $dX_t^i=A_{i1}(X_{t-})dZ_t^1+\cdots+A_{id}(X_{t-})dZ_t^d$, $i\in\{1,\dots,d\}$, where $Z_t^j$ are independent one-dimensional symmetric…
Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of…
We give a local characterization of the class of functions having positive distributional derivative with respect to $\bar{z}$ that are almost everywhere equal to one of finitely many analytic functions and satisfy some mild non-degeneracy…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
In [arXiv:2212.04969], the authors stated some conjectures on the variance of certain sums of the divisor function $d_k(n)$ over number fields, which were inspired by analogous results over function fields proven in [arXiv:2107.01437].…
Additive tree functionals represent the cost of many divide-and-conquer algorithms. We derive the limiting distribution of the additive functionals induced by toll functions of the form (a) n^\alpha when \alpha > 0 and (b) log n (the…
The paper considers the properties of pseudo stationarity in a broad sense and pseudo strong mixing for sequences of random variables corresponding to arithmetic functions. Assertions on this topic have been proven. The implementation of…
Analytic approximations of functions of Cayley-Dickson variables are investigated. The case of functions of complexified Cayley-Dickson variables is also encompassed. Moreover, extensions of functions of Cayley-Dickson variables are…
If the prime numbers are pseudo-randomly distributed, then analogy with quantum systems suggests that counting primes might be modeled by a non-homogeneous Poisson process. Consequently, postulating underlying gamma statistics, more-or-less…