Related papers: Limit theorems for mixed max-sum processes with re…
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…
In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform $\max(0, x-r)$, are either degenerate or (some) compound Poisson…
Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \ge 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the…
A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…
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 investigate weak convergence of renewal shot noise processes in the case of slowly varying tails of the inter-shot times. We show that these processes, after an appropriate non-linear scaling, converge in the sense of finite-dimensional…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
The paper is devoted to the linearization of the non linear Signorini functional in the incompressible case. The limit functional, in the sense of Gamma-convergence, may coincide with the expected one only in some particular cases.
We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in $\R^d$ with anisotropic space motion and weakly degenerate splitting ability. In the case of large dimensions, our limit…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…
We establish discrete Ingham type and Haraux type inequalities for exponential sums satisfying a weakened gap condition. They enable us to obtain discrete simultaneous observability theorems for systems of vibrating strings or beams.
We investigate limit theorems for Birkhoff sums of locally H\"older functions under the iteration of Gibbs-Markov maps. Aaronson and Denker have given sufficient conditions to have limit theorems in this setting. We show that these…
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…
This paper concerns an optimal stopping problem driven by the running maximum of a spectrally negative Levy process X. More precisely, we are interested in capped versions of the American lookback optimal stopping problem, which has its…
We reexamine the Riemann Rearrangement Theorem for different types of convergence. We consider series convergence with respect to a filter. We describe the Sum Range (SR) of a series along the 2n-filter and for statistically convergent…
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated…
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…