相关论文: Limit theorems for mixed max-sum processes with re…

We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…

The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and advantage over the classical strong mixing framework has been examined for max-linear processes,…

This paper explores the well known approximation approach to decide weak bisimilarity of Basic Parallel Processes. We look into how different refinement functions can be used to prove weak bisimilarity decidable for certain subclasses. We…

In this article, we prove a new functional limit theorem for the partial sum sequence $S_{[nt]}=\sum_{i=1}^{[nt]}X_i$ corresponding to a linear sequence of the form $X_i=\sum_{j \in \bZ}c_j \xi_{i-j}$ with i.i.d. innovations $(\xi_i)_{i \in…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

We provide a simple set of sufficient conditions for the weak convergence of discrete Galton-Watson branching processes with immigration to continuous time and continuous state branching processes with immigration.

The work concerns about multiscale McKean-Vlasov stochastic systems. First of all, we prove an average principle for these systems in the $L^2$ sense. Moreover, a convergence rate is presented. Then we define the nonlinear filtering of…

In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

We investigate two types of boundedness criteria for bilinear Fourier multiplier operators with symbols with bounded partial derivatives of all (or sufficiently many) orders. Theorems of the first type explicitly prescribe only a certain…

We study the limit theory of large threshold graphs and apply this to a variety of models for random threshold graphs. The results give a nice set of examples for the emerging theory of graph limits.

In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show H\"older estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…

The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…

Let $X_n(k)$ be the number of vertices at level $k$ in a random recursive tree with $n+1$ vertices. We prove a functional limit theorem for the vector-valued process $(X_{[n^t]}(1),\ldots, X_{[n^t]}(k))_{t\geq 0}$, for each $k\in\mathbb N$.…

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with immigration with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem…

The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…