相关论文: The speed of convergence in the renewal theorem
We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…
Given an irrational vector $\alpha$ in $\mathbb{R}^{d}$, a continuous function $f(x)$ on the torus $\mathbb{T}^{d}$ and suitable weights $\Phi(N,n)$ such that $\sum_{n=-\infty}^{+\infty}\Phi(N,n)=1$, we estimate the speed of convergence to…
We obtain a sharp estimate of the speed of convergence in the Boolean central limit theorem for measures of finite sixth moment. The main tool is a quantitative version of the Stieltjes-Perron inversion formula.
In this paper, we investigate the Fourier transform of self-similar measures on R. We provide quantitative decay rates of Fourier transform of some self-similar measures. Our method is based on random walks on lattices and Diophantine…
The statistics of lagrangian velocity divergence are studied for an assembly of particles in compressible turbulence on a free surface. Under an appropriate definition of entropy, the two-dimensional lagrangian velocity divergence of a…
This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…
This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…
Let $Q$ be a transition probability on a measurable space $E$ which admits an invariant probability measure, let $(X_n)_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S_n=\sum…
We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.
Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence…
It is well-known that the law of a one-dimensional diffusion on natural scale is fully characterized by its speed measure. C. Stone proved a continuous dependence of diffusions on their speed measures. In this paper we establish the…
We determine the generic multiplicative approximation rate on a hypersurface. There are four regimes, according to convergence or divergence and curved or flat, and we address all of them. Using geometry and arithmetic in Fourier space, we…
Let $f: [0,1]\times [0,1] \setminus {1/2} \to [0,1]\times [0,1]$ be the $C^\infty$ endomorphism given by $$f(x,y)=(2x- [2x], y+ c/|x-1/2|- [y+ c/|x-1/2|]),$$ where $c$ is a positive real number. We prove that $f$ is topologically mixing and…