相关论文: Non-Central Limit Theorem for Quadratic Functional…

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.…

For a diagonalizable linear operator $H:\mathscr{H}\to\mathscr{H}$ acting in a separable Hilbert space $\mathscr{H}$, i.e., an operator with a purely point spectrum, eigenvalues with finite algebraic multiplicities, and a set of…

We consider the Wiener integral with respect to a $d$-parameter Hermite process with Hurst multi-index ${\bf H}= (H_{1},\ldots, H_{d}) \in \left( \frac{1}{2}, 1\right) ^{d}$ and we analyze the limit behavior in distribution of this object…

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

We study real eigenvalues of $N\times N$ real elliptic Ginibre matrices indexed by a non-Hermiticity parameter $0\leq \tau<1$, in both the strong and weak non-Hermiticity regime. Here $N$ is assumed to be an even number. In both regimes, we…

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

A non-hermitian deformation of the one-dimensional transverse Ising model is shown to have the property of quasi-hermiticity. The transverse Ising chain is obtained from the starting non-hermitian Hamiltonian through a similarity…

The Eigenstate Thermalization Hypothesis (ETH) represents a cornerstone in the theoretical understanding of the emergence of thermal behavior in closed quantum systems. The ETH asserts that expectation values of simple observables in energy…

We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…

We present a non-perturbative, mean-field theory for the Fermi-Pasta-Ulam-Tsingou model with quartic interaction, capturing the quasiperiodic features shown by the system at all energies in the thermodynamic limit. Starting from the true…

We construct operator analogues of Hermite functions which form an orthonormal basis for the Hilbert space $ \mathcal{S}_2$ of Hilbert-Schmidt operators on $ L^2(\R^n).$ We use this orthonormal basis to define Fourier transform on $…

Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…

In this paper we discuss the nonergodic behavior for a class of long-standing quasi-stationary states in a paradigmatic model of long-range interacting systems, i.e. the HMF model. We show that ensemble averages and time averages for…

Let $G$ be a non--linear function of a Gaussian process $\{X_t\}_{t\in\mathbb{Z}}$ with long--range dependence. The resulting process $\{G(X_t)\}_{t\in\mathbb{Z}}$ is not Gaussian when $G$ is not linear. We consider random wavelet…