Related papers: Asymptotics for hitting times

An asymptotic expansion at spatial infinity of a weak time-periodic solution to the Navier-Stokes equations with a non-zero drift term in the three-dimensional whole-space is carried out. The asymptotic profile is explicitly identified and…

We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.

In this paper we establish asymptotic (biasymptotic) equivalence between spaces of solutions of a given linear homogeneous system and a perturbed system. The perturbations are of either linear or weakly linear characters. Existence of a…

We describe the asymptotic behaviour of solutions of unviscid Burgers equation on the circle with time-periodic forcing. These solutions converge to periodic states, but the period of these limit states may be greater than the period of the…

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

The algebraic properties of formal power series, whose coefficients show factorial growth and admit a certain well-behaved asymptotic expansion, are discussed. It is shown that these series form a subring of $\mathbb{R}[[x]]$. This subring…

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

We examine the asymptotics of the number of the closed trajectories $\gamma$ of hyperbolic flows $\phi_t$ whose primitive periods $T_{\gamma}$ lie in exponentially shrinking intervals $(x - e^{-\delta x}, x + e^{-\delta x}),\:\delta > 0,\:…

We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…

We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays. The subordination principle may be applied to study the…

Drees and Rootz\'en (2010) have established limit theorems for a general class of empirical processes of statistics that are useful for the extreme value analysis of time series, but do not apply to statistics of sliding blocks, including…

We establish formulae for the asymptotic growth (with respect to the scaling dimension) of the number of operators in effective field theory, or equivalently the number of $S$-matrix elements, in arbitrary spacetime dimensions and with…

We study an intermittent quasistatic dynamical system composed of nonuniformly hyperbolic Pomeau--Manneville maps with time-dependent parameters. We prove an ergodic theorem which shows almost sure convergence of time averages in a certain…

We study a very general class of first-order linear hyperbolic systems that both become weakly hyperbolic and contain lower-order coefficients that blow up at a single time $t = 0$. In "critical" weakly hyperbolic settings, it is well-known…

In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…

We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along…