相关论文: On strong bounds of rate of convergence for regene…

In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $\ga$-stable regenerative set. We then apply these results to the strip wetting model which is a…

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

We consider a renewal process which models a cumulative shock model that fails when the accumulation of shocks up-crosses a certain threshold. The ratio limit properties of the probabilities of non-failure after n cumulative shocks are…

We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. One of the main ingredients is a new Fuk-Nagaev…

We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…

Results for estimating the convergence rate of non-stationary distributed consensus algorithms are provided, on the basis of qualitative (mainly topological) as well as basic quantitative information (lower-bounds on the matrix entries).…

The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…

The goal of this paper is to provide theorems on convergence rates of posterior distributions that can be applied to obtain good convergence rates in the context of density estimation as well as regression. We show how to choose priors so…

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…

We perform a systematic study of capture excitation functions by using an empirical coupled-channel model. In this model, a barrier distribution is used to take effectively into account the effects of couplings between the relative motion…

We refine previous results concerning the Renewal Contact Processes. We significantly widen the family of distributions for the interarrival times for which the critical value can be shown to be strictly positive. The result now holds for…

We study a general model of recursive trees where vertices are equipped with independent weights and at each time-step a vertex is sampled with probability proportional to its fitness function (a function of its weight and degree) and…

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…

The method for the recursive calculation of the effective potential is applied successfully in case of weak coupling limit (g tend to zero) to a multidimensional complex cubic potential. In strong-coupling limit (g tend to infinity), the…

Let W be the number of points in (0,t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution. For any nonnegative…

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…