相关论文: Wentzel-Freidlin estimates for jump processes in s…

This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…

We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…

We present a procedure for calculating an upper limit on the number of signal events which incorporates the Poisson uncertainty in the background, estimated from control regions of one or two dimensions. For small number of signal events,…

The goal of this paper is to supplement the large deviation principle of the Freidlin--Wentzell theory on exit problems for diffusion processes with results of classical central limit theorem kind. We describe a class of situations where…

In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…

We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of…

Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.

This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…

We survey the results regarding semi-extraspecial $p$-groups. Semi-extraspecial groups can be viewed as generalizations of extraspecial groups. We present the connections between semi-extraspecial groups and Camina groups and VZ-groups, and…

In this paper we establish $L^p$-boundedness properties for variation, oscillation and jump operators associated with Riesz transforms and Poisson semigroups related to Laguerre polynomial expansions.

This paper establishes quantitative limit theorems for two classes of Cox point processes, quantifying their convergence to a Poisson point process (PPP). We employ Stein's method for PPP aproximation, leveraging the generator approach and…

The purpose of this paper is to revisit the proof of the Gearhart-Pr\"uss-Huang-Greiner theorem for a semigroup $S(t)$, following the general idea of the proofs that we have seen in the literature and to get an explicit estimate on the…

Using operator semigroup methods, we show that Fokker-Planck type second-order PDE-s can be used to approximate the evolution of the distribution of a one-step process on $N$ particles governed by a large system of ODEs. The error bound is…