相关论文: A Constructive Brownian Limit Theorem

We call a function "constructible" if it has a globally subanalytic domain and can be expressed as a sum of products of globally subanalytic functions and logarithms of positively-valued globally subanalytic functions. Our main theorem…

We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$-th order fractional Brownian motion. Furthermore, a sufficient condition for the $L^P$-convergence of the weighted quadratic variation for…

In connection with some recent results by J. Bourgain and H. Abdalaoui, M. Lemanczyk, T. De La Rue (ALR) we present a short proof of Bourgain's theorem on Mobius orthogonality property for bounded rank-one constructions. The proof of the…

We show that if a 1-hyperbolic structurally finite entire function of type $(p,q)$, $p\ge 1$, is linearizable at an irrationally indifferent fixed point, then its multiplier satisfies the Brjuno condition. We also prove the generalized…

Towards better understanding of gate elimination, the only method known that can prove complexity lower bounds for explicit functions against unrestricted Boolean circuits, this work contributes: (1) formalizing circuit simplifications as a…

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

In this paper we study the Martin boundary of unbounded open sets at infinity for a large class of subordinate Brownian motions. We first prove that, for such subordinate Brownian motions, the uniform boundary Harnack principle at infinity…

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

The theory of limits of discrete combinatorial objects has been thriving for the last decade or so. The syntactic, algebraic approach to the subject is popularly known as "flag algebras", while the semantic, geometric one is often…

We study the line ensembles of non-crossing Brownian bridges above a hard wall, each tilted by the area of the region below it with geometrically growing pre-factors. This model, which mimics the level lines of the $(2+1)$D SOS model above…

We prove Fatou's theorem for nonnegative harmonic functions with respect to subordinate Brownian motions with Gaussian components on bounded $C^{1,1}$ open sets $D$. We prove that nonnegative harmonic functions with respect to such…

In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic…

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

We study constructively the relations between the finite cases of Dickson's lemma. Although there are many constructive proofs of them, the novel aspect of our proofs is the extraction of a corresponding bound. We provide some new one-step…

In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an…

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

For fixed $m$ and $R\subseteq \{0,1,\ldots,m-1\}$, take $A$ to be the set of positive integers congruent modulo $m$ to one of the elements of $R$, and let $p_A(n)$ be the number of ways to write $n$ as a sum of elements of $A$. Nathanson…

We prove that if a weight is a Bekoll\'{e}-Bonami weight for some $q$ and it satisfies another simple condition that depends on $0 < p < \infty$, then the operator taking a function to its harmonic conjugate is bounded on the harmonic…