相关论文: Note on limit distribution of normalized return ti…
In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…
We consider multimodal maps with holes and study the evolution of the open systems with respect to equilibrium states for both geometric and H\"older potentials. For small holes, we show that a large class of initial distributions share the…
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…
Let $(X,T,\mu,d)$ be a metric measure-preserving system. If $B(x,r_n(x))$ is a sequence of balls such that, for each $n$, the measure of $B(x,r_n(x))$ is constant, then we obtain a self-norming CLT for recurrence for systems satisfying a…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…
Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…
We describe the shrinking target problem for random iterated function systems which semi-conjugate to a random subshifts of finite type. We get the Hausdorff dimension of the set based on shrinking target problems with given targets. The…
We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…
The spread of an epidemic process is considered in the context of a spatial SIR stochastic model that includes a parameter $0\le p\le 1$ that assigns weights $p$ and $1- p$ to global and local infective contacts respectively. The model was…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
We consider a simple stochastic model for the spread of a disease caused by two virus strains in a closed homogeneously mixing population of size N. The spread of each strain in the absence of the other one is described by the stochastic…
In this work we study the set size distribution estimation problem, where elements are randomly sampled from a collection of non-overlapping sets and we seek to recover the original set size distribution from the samples. This problem has…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…
Consider an epidemic model with a constant flux of susceptibles, in a situation where the corresponding deterministic epidemic model has a unique stable endemic equilibrium. For the associated stochastic model, whose law of large numbers…
We study stationary distributions in the context of stochastic reaction networks. In particular, we are interested in complex balanced reaction networks and reduction of such networks by assuming a set of species (called non-interacting…
We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…