相关论文: Iterated scaling limits for aggregation of random …
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
Power spectral density scaling with frequency $f$ as $1/f^\beta$ and $\beta \approx 1$ is widely found in natural and socio-economic systems. Consequently, it has been suggested that such self-similar spectra reflect the universal dynamics…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
The famous results of Koml\'os, Major and Tusn\'ady (see [15] and [17]) state that it is possible to approximate almost surely the partial sums of size n of i.i.d. centered random variables in L p (p > 2) by a Wiener process with an error…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…
The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…
We consider a renewal process \tau={\tau_0,\tau_1,...} on the integers, where the law of \tau_i-\tau_{i-1} has a power-like tail P(\tau_i-\tau_{i-1}=n)=n^{-(\alpha+1)}L(n) with \alpha\ge0 and L(.) slowly varying. We then assign a random,…
Granular convergence is a property of a granular pack as it is repeatedly sheared in a cyclic, quasistatic fashion, as the packing configuration changes via discrete events. Under suitable conditions the set of microscopic configurations…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We consider a system $x(t)=(x_{1}(t),...,x_{N}(t))$ consisting of $N$ Brownian particles with synchronizing interaction between them occurring at random time moments $\{\tau_{n}\}_{n=1}^{\infty}$. Under assumption that the free Brownian…
We establish some scaling limits for a model of planar aggregation. The model is described by the composition of a sequence of independent and identically distributed random conformal maps, each corresponding to the addition of one…
This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…
We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…
We study Brownian loop soup clusters in $\mathbb{R}^3$ for an arbitrary intensity $\alpha>0$. We show the existence of a phase transition for the presence of unbounded clusters and study its basic properties. In particular, we show that,…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We introduce a model for a growing random graph based on simultaneous reproduction of the vertices. The model can be thought of as a generalisation of the reproducing graphs of Southwell and Cannings and Bonato et al to allow for a random…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…