Related papers: Weak convergence of positive self-similar Markov p…

We introduce a new distance, a Lipschitz-Prokhorov distance $d_{LP}$, on the set $\mathcal {PM}$ of isomorphism classes of pairs $(X, P)$ where $X$ is a compact metric space and $P$ is the law of a continuous stochastic process on $X$. We…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

We study weak convergence of empirical processes of dependent data $(X_i)_{i\geq0}$, indexed by classes of functions. Our results are especially suitable for data arising from dynamical systems and Markov chains, where the central limit…

For each $n \geq 1$, let $\{X_{j,n}\}_{1 \leq j \leq n}$ be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions for the convergence in distribution of the point process…

Based on discrete observations $X_0,X_{\Delta},\dots, X_{n\Delta}$ for $\Delta=n^{-\gamma}$ with $\gamma\in [0,1)$ of the null-recurrent dynamic $dX_t = \sigma(X_t)dW_t$ with a Brownian motion $W$ and $\sigma(x)=\alpha\mathbb{1}\{x<\rho\} +…

Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative L\'evy process $X$, as well as of a one-dimensional diffusion. Many of the aforementioned results are either implicitly or…

We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…

We introduce a general algorithm for the computation of the scale functions of a spectrally negative L\'evy process $X$, based on a natural weak approximation of $X$ via upwards skip-free continuous-time Markov chains with stationary…

We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…

We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…

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 perform a comprehensive exploration of the Constrained MSSM parameters using a Markov Chain Monte Carlo technique and a Bayesian analysis. We compute superpartner masses and other collider observables as well as a cold dark matter…

A uniformly continuously integrable sequence of real-valued measurable functions, defined on some probability space, is relatively compact in the $\sigma(L^1,L^\infty)$ topology. In this paper, we link such a result to weak convergence…

We study the asymptotic behavior of a sequence of positive solutions $(u_{\epsilon})_{\epsilon >0}$ as $\epsilon \to 0$ to the family of equations \begin{equation*} \left\{\begin{array}{ll} \Delta u_{\epsilon}+a(x)u_{\epsilon}=…

We consider the weak coupling limit for a quantum system consisting of a small subsystem and reservoirs. It is known rigorously since [Dav74] that the Heisenberg evolution restricted to the small system converges in an appropriate sense to…

Random multiplicative processes $w_t =\lambda_1 \lambda_2 ... \lambda_t$ (with < \lambda_j > 0 ) lead, in the presence of a boundary constraint, to a distribution $P(w_t)$ in the form of a power law $w_t^{-(1+\mu)}$. We provide a simple and…

Power-law sensitivity to initial conditions, characterizing the behaviour of dynamical systems at their critical points (where the standard Liapunov exponent vanishes), is studied in connection with the family of nonlinear 1D logistic-like…

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

We show that for weakly dependent random variables the relative entropy functional satisfies an approximate version of the standard tensorization property which holds in the independent case. As a corollary we obtain a family of…

This paper addresses the weak-strong uniqueness property and singular limit for the compressible Primitive Equations (PE). We show that a weak solution coincides with the strong solution emanating from the same initial data. On the other…