相关论文: Iterated scaling limits for aggregation of random …
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
We study here one-dimensional model of aggregation and fragmentation of clusters of particles obeying the stochastic discrete-time kinetics of the generalized Totally Asymmetric Simple Exclusion Process (gTASEP) on open chains. Isolated…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
A family of unitary $\alpha$-Ensembles of random matrices with governable confinement potential $V(x) ~ |x|^\alpha$ is studied employing exact results of the theory of non-classical orthogonal polynomials. The density of levels, two-point…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
The properties of the number of iterations in random sequential adsorption protocol needed to generate finite saturated random packing of spherically symmetric shapes were studied. Numerical results obtained for one, two, and three…
We consider continuous time interlacements on Z^d, with d bigger or equal to 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian…
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a…
We discuss nonparametric estimation of the distribution function $G(x)$ of the autoregressive coefficient $a \in (-1,1)$ from a panel of $N$ random-coefficient AR(1) data, each of length $n$, by the empirical distribution function of lag 1…
We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the summation is done on rectangles. The study is done via the…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
This paper describes a recursive estimation procedure for multivariate binary densities (probability distributions of vectors of Bernoulli random variables) using orthogonal expansions. For $d$ covariates, there are $2^d$ basis coefficients…
The pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$. We assume that these…
We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…