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In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…

概率论 · 数学 2014-02-07 José Manuel Corcuera , David Nualart , Mark Podolskij

We consider the sum of two self-similar centred Gaussian processes with different self-similarity indices. Under non-negativity assumptions of covariance functions and some further minor conditions, we show that the asymptotic behaviour of…

概率论 · 数学 2022-06-27 Frank Aurzada , Martin Kilian , Ercan Sönmez

We consider the Riemannian random wave model of Gaussian linear combinations of Laplace eigenfunctions on a general compact Riemannian manifold. With probability one with respect to the Gaussian coefficients, we establish that, both for…

概率论 · 数学 2022-09-08 Louis Gass

P\'olya urns are urns where at each unit of time a ball is drawn and replaced with some other balls according to its colour. We introduce a more general model: the replacement rule depends on the colour of the drawn ball and the value of…

概率论 · 数学 2019-12-04 Cyril Banderier , Philippe Marchal , Michael Wallner

We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…

概率论 · 数学 2018-09-05 Chen Chen , Panpan Zhang

We introduce a quasisymmetric refinement of Stanley's chromatic symmetric function. We derive refinements of both Gasharov's Schur-basis expansion of the chromatic symmetric function and Chow's expansion in Gessel's basis of fundamental…

组合数学 · 数学 2016-03-30 John Shareshian , Michelle L. Wachs

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

概率论 · 数学 2022-07-08 Martina Favero , Henrik Hult

Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…

统计理论 · 数学 2017-08-15 Xinran Li , Peng Ding , Donald B. Rubin

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

概率论 · 数学 2013-03-12 Domenico Marinucci , Giovanni Peccati

We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…

概率论 · 数学 2018-03-13 Svante Janson

In this work we illustrate the resurgent structure of the $\lambda$-deformation; a two-dimensional integrable quantum field theory that has an RG flow with an $SU(N)_k$ Wess-Zumino-Witten conformal fixed point in the UV. To do so we use…

高能物理 - 理论 · 物理学 2023-05-10 Lucas Schepers , Daniel C. Thompson

In this paper we derive a new representation for the incomplete gamma function, exploiting the reformulation of the method of steepest descents by C. J. Howls (Howls, Proc. R. Soc. Lond. A 439 (1992) 373--396). Using this representation, we…

经典分析与常微分方程 · 数学 2015-07-28 Gergő Nemes

We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…

统计力学 · 物理学 2018-01-19 Antonio Piscitelli , Massimo Pica Ciamarra

The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model embodying this mechanism is the random reinforcement urn…

统计理论 · 数学 2024-06-18 Li Yang , Jiang Hu , Jianghao Li , Zhidong Bai

We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…

概率论 · 数学 2022-11-10 Mikhail Chebunin , Artyom Kovalevskii

The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…

软凝聚态物质 · 物理学 2007-05-23 D. Volchenkov , R. Lima

Motivated by the phenomenon of duality for interacting particle systems we introduce two classes of Pfaffian kernels describing a number of Pfaffian point processes in the `bulk' and at the `edge'. Using the probabilistic method due to Mark…

概率论 · 数学 2023-05-04 Will FitzGerald , Roger Tribe , Oleg Zaboronski

We prove a Gaussian process approximation for the sequence of random compositions of a two-color randomly reinforced urn for both the cases with the equal and unequal reinforcement means. By using the Gaussian approximation, the law of the…

概率论 · 数学 2020-05-08 Li-Xin Zhang

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

统计理论 · 数学 2025-10-31 Varun Kotharkar , Michael L. Stein

In a recent paper (Tran et al., Ann.Phys.311(2004)204), some asymptotic number theoretical results on the partitioning of an integer were derived exploiting its connection to the quantum density of states of a many-particle system. We…

数学物理 · 物理学 2009-11-11 C. S. Srivatsan , M. V. N. Murthy , R. K. Bhaduri
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