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In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…

This paper is concerned with the asymptotic behavior of solutions of stochastic differential equations $dy_t=d\omega_t -\nabla V(y_t) dt$, $y_0=0$. When $d=1$ and $V$ is not periodic but obtained as a superposition of an infinite number of…

The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…

We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this…

We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…

We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is…

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

We study the asymptotic behavior of the $\nu$-symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0<\alpha<1$. We prove that, under mild assumptions on the covariance of $X$, the…

Slowly convergent or divergent sequences and series occur abundantly in quantum physics and quantum chemistry. These convergence problems can be overcome with the help of nonlinear sequence transformations (Wynn's epsilon or rho algorithm,…

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…

A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…

If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We first prove, under nearly the same conditions as with…

The paper studies the rate of convergence of the weak Euler approximation for solutions to SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the regularity of coefficients and…

We study the convergence of centered and normalized sums of i.i.d. random elements of the space $\mathcal{D}$ of c{{\'a}}dl{{\'a}}g functions endowed with Skorohod's $J\_1$ topology, to stable distributions in $\mathcal D$. Our results are…

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…