相关论文: Quenched asymptotics for symmetric L\'evy processe…

Given a sample from a discretely observed L\'evy process $X=(X_t)_{t\geq 0}$ of the finite jump activity, the problem of nonparametric estimation of the L\'evy density $\rho$ corresponding to the process $X$ is studied. An estimator of…

If a partition $\lambda$ of size n is chosen randomly according to the Plancherel measure $P_n[\lambda] = (\dim \lambda)^2/n!$, then as n goes to infinity, the rescaled shape of $\lambda$ is with high probability very close to a non-random…

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…

L\'{e}vy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a…

We investigate Gevrey asymptotics for solutions to nonlinear parameter depending Cauchy problems with $2\pi$-periodic coefficients, for initial data living in a space of quasiperiodic functions. By means of the Borel-Laplace summation…

In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter $\varepsilon >0$. We study the asymptotic behavior of its solutions and establish a large deviation principle for the…

The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…

We consider random integer partitions $\lambda$ that follow the Poissonized Plancherel measure of parameter $t^2$. Using Riemann$-$Hilbert techniques, we establish the asymptotics of the multiplicative averages $$Q(t,s)=\mathbb{E} \left[…

This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…

In this article, we study the asymptotic behaviour of L\'evy processes with no positive jumps conditioned to stay positive. We establish integral tests for the lower envelope at 0 and at $+\infty$ and an analogue of Khintchin's law of the…

Consider a standard ${\Lambda }$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each…

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…

For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…

We study sufficient conditions for local asymptotic mixed normality. We weaken the sufficient conditions in Theorem 1 of Jeganathan (Sankhya Ser. A 1982) so that they can be applied to a wider class of statistical models including a…

We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…

The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…

A L{\'e}vy walk of order $\beta$ is studied on an interval of length $L$, driven out of equilibrium by different-density boundary baths. The anomalous current generated under these settings is nonlocally related to the density profile…

The sizes of subsets of the natural numbers are typically quantified in terms of asymptotic (linear) and logarithmic densities. These concepts have been generalized to weighted $w$-densities, where a specific weight function $w$ plays a key…