相关论文: Intermittency in Branching Processes
This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
This paper studies properties of binary runlength-limited sequences with additional constraints on their Hamming weight and/or their number of runs of identical symbols. An algebraic and a probabilistic (entropic) characterization of the…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…
This paper considers the relative frequencies of distinct types of individuals in multitype branching processes. We prove that the frequencies are asymptotically multivariate normal when the initial number of ancestors is large and the time…
Quantile- and copula-related spectral concepts recently have been considered by various authors. Those spectra, in their most general form, provide a full characterization of the copulas associated with the pairs $(X_t,X_{t-k})$ in a…
This is a review paper outlining recent progress in the spectral analysis of first order systems. We work on a closed manifold and study an elliptic self-adjoint first order system of linear partial differential equations. The aim is to…
The purpose of this study is to investigate two related spatial branching models with the unbounded branching intensity. The objective is to describe the asymptotic behaviour of the extremal particle.
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
Consider two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Let $\nu$ be the extinction time. Under certain conditions, we show that both $P(\nu=n)$ and $P(\nu>n)$ are…
We investigate the structure of branching asymptotics appearing in solutions to elliptic edge problems. The exponents in powers of the half-axis variable, logarithmic terms, and coefficients depend on the variables on the edge and may be…
The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…
We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…
The asymptotic analysis of Bergman kernels with respect to exponentially varying measures near emergent interfaces has attracted recent attention. Such interfaces typically occur when the associated limiting Bergman density function…
We study graphs whose vertex degree tends and which are, therefore, called rapidly branching. We prove spectral estimates, discreteness of spectrum, first order eigenvalue and Weyl asymptotics solely in terms of the vertex degree growth.…
We investigate a periodic quantum graph in form of a square lattice with a general self-adjoint coupling at the vertices. We analyze the spectrum, in particular, its high-energy behaviour. Depending on the coupling type, bands and gaps have…
In this paper we study a 2-type linear-fractional branching process in varying environment with asymptotically constant mean matrices. Let $\nu$ be the extinction time and for $k\ge1$ let $M_k$ be the mean matrix of offspring distribution…
This paper is dedicated to the unique continuation properties of the solutions to nonlinear variational problems. Our analysis covers the case of nonlinear autonomous functionals depending on the gradient, as well as more general double…