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

In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

In this paper we investigate the local limit theorem for additive functionals of a nonstationary Markov chain with finite or infinite second moment. The moment conditions are imposed on the individual summands and the weak dependence…

Certain renewal theorems are extended to the case that the rate of the renewal process goes to 0 and, more generally, to the case that the drift of the random walk goes to infinity. These extensions are motivated by and applied to the…

We present a natural restriction of Hindman's Finite Sums Theorem that admits a simple combinatorial proof (one that does not also prove the full Finite Sums Theorem) and low computability-theoretic and proof-theoretic upper bounds, yet…

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

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,…

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

In sequential functional languages, sized types enable termination checking of programs with complex patterns of recursion in the presence of mixed inductive-coinductive types. In this paper, we adapt sized types and their metatheory to the…

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

It is known that for a sequence of independent and identically distributed random variables $(X_{n})$ the regular variation condition is equivalent to weak convergence of partial maxima $M_{n}= \max\{X_{1}, \ldots, X_{n}\}$, appropriately…

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

These are classified by the direction of approximation (from above or below), the set family types (partition or covering) of simple functions, the coefficient signature (non-negative or signed), and cardinal number of terms of simple…

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…