相关论文: Lower deviation probabilities for supercritical Ga…

Let $U=(U_k)_{k\in\mathbb{Z}}$ be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study the asymptotic behavior of its weighted $\ell_2$-norm small deviation probabilities. It is shown that \[ \ln…

Critical branching processes in a varying environment behave much the same as critical Galton-Watson processes. In this note we like to confirm this finding with regard to the underlying genealogical structures. In particular, we consider…

The Galton-Watson process is a Markov chain modeling the population size of independently reproducing particles giving birth to $k$ offspring with probability $p_k$, $k\ge0$. In this paper we consider {\it defective} Galton-Watson processes…

We study the short-time asymptotical behavior of stochastic flows on \mathbb{R} in the \sup-norm. The results are stated in terms of a Gaussian process associated with the covariation of the flow. In case the Gaussian process has a…

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

We provide sufficient conditions for a regular graph $G$ of growing degree $d$, guaranteeing a phase transition in its random subgraph $G_p$ similar to that of $G(n,p)$ when $p\cdot d\approx 1$. These conditions capture several well-studied…

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…

A common task in physics, information theory, and other fields is the analysis of properties of subsystems of a given system. Given the covariance matrix $M$ of a system of $n$ coupled variables, the covariance matrices of the subsystems…

In this article we study the small ball probabilities in $L_2$-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: non-critical, partially critical and critical; and derive…

We consider a super-critical Galton-Watson tree whose non-degenerate offspring distribution has finite mean. We consider the random trees $\tau$n distributed as $\tau$ conditioned on the n-th generation, Zn, to be of size an $\in$ N. We…

This paper is a continuation of work arXiv:2006.09583 devoted to establishment of the convergence rate in the strong invariance principle for cumulative processes. We establish optimal rate of convergence for the case when regeneration…

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in i.i.d. random environment, $Z_{r,n}$ be the number of particles in the process at moment $0\leq r\leq n-1$ that have a positive number of descendants in generation…

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

We study the problem of the efficient estimation of the jumps for stochastic processes. We assume that the stochastic jump process $(X_t)_{t\in[0,1]}$ is observed discretely, with a sampling step of size $1/n$. In the spirit of Hajek's…

We study posterior rates of contraction in Gaussian process regression with unbounded covariate domain. Our argument relies on developing a Gaussian approximation to the posterior of the leading coefficients of a Karhunen--Lo\'{e}ve…