相关论文: Convergence of some random functionals of discreti…

Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…

In this paper we consider finitary symmetric random walks on groups. We construct new possible asymptotics for the drift. We show that the drift can be very close to linear ant yet sublinear. We also give estimates for entropy growth of…

We study the characteristic function and moments of the integer-valued random variable $\lfloor X+\alpha\rfloor$, where $X$ is a continuous random variables. The results can be regarded as exact versions of Sheppard's correction. Rounded…

We evaluate friable averages of arithmetic functions whose Dirichlet series is analytically close to some negative power of the Riemann zeta function. We obtain asymptotic expansions resembling those provided by the Selberg-Delange method…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

Assuming a conjecture on distinct zeros of Dirichlet L-functions we get asymptotic results on the average number of representations of an integer as the sum of two primes in arithmetic progression. On the other hand the existence of good…

We propose new nonparametric estimators of the integrated volatility of an It\^{o} semimartingale observed at discrete times on a fixed time interval with mesh of the observation grid shrinking to zero. The proposed estimators achieve the…

Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

In this article, we provide a comprehensive analysis of the asymptotic behavior of Bell numbers, enhancing and unifying various results previously dispersed in the literature. We establish several explicit lower and upper bounds. The main…

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

We explore an asymptotic behavior of entropies for sums of independent random variables that are convolved with a small continuous noise.

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

The main objective of this article is to study the asymptotic behavior of Salie sums over arithmetic progressions. We deduce from our asymptotic formula that Salie sums possess a bias of being positive. The method we use is based on…

We study the asymptotics of the moments of arithmetic functions that have a limit distribution, not necessarily normal, defined on a subset of the natural series that satisfies certain requirements. Several assertions are proved on…

The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and…

In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…

We propose a new test to determine whether jumps are present in asset returns or other discretely sampled processes. As the sampling interval tends to 0, our test statistic converges to 1 if there are jumps, and to another deterministic and…