Related papers: A functional limit theorem for self-normalized lin…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric…
We prove weak convergence on the Skorokhod space of Galton-Watson processes with immigration, properly normalized, under the assumption that the tail of the immigration distribution has a logarithmic decay. The limits are extremal shot…
\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…
In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…
We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…
In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.
In this paper the sufficient conditions for convergence in Skorokhod space $D[0,1]$ of sequence of random processes with random time substitution are obtained.
We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently in literature with novel objects appearing in the limits. In…
We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…
Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of…
It is known that for a sequence of independent and identically distributed random variables $(X_{n})$ the regular variation condition is equivalent to weak convergence of partial maxima $M_{n}= \max\{X_{1}, \ldots, X_{n}\}$, appropriately…
We prove a scaling limit theorem for discrete Galton-Watson processes in varying environments. A simple sufficient condition for the weak convergence in the Skorokhod space is given in terms of probability generating functions. The limit…
We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is a functional limit theorem for the model under the annealed law, analogous to the…
In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…
We extend classical results by A. V. Nagaev [Izv. Akad. Nauk UzSSR Ser. Fiz.--Mat. Nauk 6 (1969) 17--22, Theory Probab. Appl. 14 (1969) 51--64, 193--208] on large deviations for sums of i.i.d. regularly varying random variables to partial…