Related papers: Point processes and the infinite symmetric group. …

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…

We study the joint limit distribution of the $k$ largest eigenvalues of a $p\times p$ sample covariance matrix $XX^\T$ based on a large $p\times n$ matrix $X$. The rows of $X$ are given by independent copies of a linear process,…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

The risk of catastrophes is related to the possibility of occurring extreme values. Several statistical methodologies have been developed in order to evaluate the propensity of a process for the occurrence of high values and the permanence…

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…

We study convergence in law of partial sums of linear processes with heavy-tailed innovations. In the case of summable coefficients necessary and sufficient conditions for the finite dimensional convergence to an $\alpha$-stable L\'evy…

The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

We consider finite-temperature deformation of the sine kernel Fredholm determinants acting on the closed contours. These types of expressions usually appear as static two-point correlation functions in the models of free fermions and can be…

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…

We consider the symplectic induced Ginibre process, which is a Pfaffian point process on the plane. Let $N$ be the number of points. We focus on the almost-circular regime where most of the points lie in a thin annulus $\mathcal{S}_{N}$ of…

We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently in literature with novel objects appearing in the limits. In…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

This paper is the Part II of a serious work about T product tensors focusing at establishing new probability bounds for sums of random, independent, T product tensors. These probability bounds characterize large deviation behavior of the…

We propose a universal group theoretic description of the fermion production through any type of interaction to scalar or pseudo-scalar. Our group theoretic approach relies on the group $SU(2) \times U(1)$, corresponding to the freedom in…

In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of two-dimensional random walks, discrete or continuous (or…