Related papers: A Generalized Occupation Time Formula For Continuo…

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…

We present a semiclassical calculation of the generalized form factor which characterizes the fluctuations of matrix elements of the quantum operators in the eigenbasis of the Hamiltonian of a chaotic system. Our approach is based on some…

In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of kernel functions we show laws of large numbers and associated…

In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…

This work provides formulae for the $\epsilon$-subdifferential of integral functions in the framework of complete $\sigma$-finite measure spaces and locally convex spaces. In this work we present here new formulae for this…

We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius operator of T with respect to the absolutely continuous…

This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…

For non-anticipative functionals, differentiable in Chitashvili's sense, the It\^o formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.

A novel factorization formula is presented for the longitudinal structure function $F_L$ near the elastic region $x \to 1$ of deeply inelastic scattering. In moment space this formula can resum all contributions to $F_L$ that are of order…

We present a class of multiplicative functions $f:\mathbb{N}\to\mathbb{C}$ with bounded partial sums. The novelty here is that our functions do not need to have modulus bounded by $1$. The key feature is that they pretend to be the constant…

We introduce two natural notions for the occupation measure of a function $V$ with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show…

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases.…

The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…

We propose an approach to determine the continual progression of algorithmic efficiency, as an alternative to standard calculations of time complexity, likely, but not exclusively, when dealing with data structures with unknown maximum…

We consider the degenerate elliptic operator acting on $C^2$ functions on $[0,\infty)^d$: \[ L f(x)=\sum_{i=1}^d a_i(x) x_i^{\alpha_i} \frac{\partial^2 f}{\partial x_i^2} (x) +\sum_{i=1}^d b_i(x) \frac{\partial f}{\partial x_i}(x), \] where…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

We consider the non-local operator of variable order as follows $$Lf(x)= \int_{\R^d\setminus\{0\}}\big(f(x+z)-f(x)-\<\nabla f(x),z\> \I_{\{|z|\le 1\}}\big)\frac{n(x,z)}{|z|^{d+\alpha(x)}}\,dz.$$ Under mild conditions on $\alpha(x)$ and…

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…