Pressure Function and Limit Theorems for Almost Anosov Flows
Sign Up to like & getrecommendations! Published in 2021 at "Communications in Mathematical Physics"
DOI: 10.1007/s00220-021-03962-x
Abstract: We obtain limit theorems (Stable Laws and Central Limit Theorems, both standard and non-standard) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The link between the pressure function… read more here.
Keywords: pressure function; almost anosov; function limit; limit theorems ... See more keywords
Limit theorems in bi-free probability theory
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DOI: 10.1007/s00440-017-0825-6
Abstract: In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of self-adjoint commuting random variables in an infinitesimal triangular array are determined. These… read more here.
Keywords: probability; theory; limit theorems; theorems free ... See more keywords
Functional limit theorems for Hawkes processes
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DOI: 10.1007/s00440-024-01348-3
Abstract: We prove that the long-run behavior of Hawkes processes is fully determined by the average number and the dispersion of child events. For subcritical processes we provide FLLNs and FCLTs under minimal conditions on the… read more here.
Keywords: process; limit; hawkes processes; child events ... See more keywords
Law Without Law or “Just” Limit Theorems?
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DOI: 10.1007/s10701-018-0210-z
Abstract: About 35 years ago Wheeler introduced the motto “law without law” to highlight the possibility that (at least a part of) Physics may be understood only following regularity principles and few relevant facts, rather than… read more here.
Keywords: law; without law; limit theorems; physics ... See more keywords
Limit Theorems for the Bipartite Potts Model
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DOI: 10.1007/s10955-020-02655-4
Abstract: We consider the bipartite Potts model in which interaction strengths depend only on the groups the particles belong to. We first rigorously compute the exact value of the free energy, then put forward two scaling… read more here.
Keywords: limit theorems; potts model; bipartite potts; theorems bipartite ... See more keywords
Limit theorems for biorthogonal ensembles and related combinatorial identities
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DOI: 10.1016/j.aim.2017.12.025
Abstract: Abstract We study the fluctuations of certain biorthogonal ensembles for which the underlying family { P , Q } satisfies a finite-term recurrence relation of the form x P ( x ) = J P… read more here.
Keywords: combinatorial identities; ensembles related; theorems biorthogonal; limit theorems ... See more keywords
Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.06.004
Abstract: Abstract In this paper we consider the Wong–Zakai type approximation and the support problem of stochastic differential equations with oblique reflections in nonsmooth domains satisfying conditions introduced by Dupuis and Ishii [4] . We first… read more here.
Keywords: nonsmooth domains; limit theorems; oblique reflections; reflections nonsmooth ... See more keywords
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2017.07.001
Abstract: Abstract Let B a , b be a weighted-fractional Brownian motion with indexes a and b satisfying | b | 1 ∧ ( 1 + a ) , a > − 1 which is a… read more here.
Keywords: weighted fractional; limit theorems; fractional brownian; central limit ... See more keywords
On the local times of stationary processes with conditional local limit theorems
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2017.09.012
Abstract: We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler… read more here.
Keywords: local limit; limit theorems; conditional local; stationary processes ... See more keywords
Limit theorems for multivariate Bessel processes in the freezing regime
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DOI: 10.1016/j.spa.2018.12.011
Abstract: Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita that for fixed starting points,… read more here.
Keywords: theorems multivariate; limit theorems; limit; multivariate bessel ... See more keywords
Limit theorems for the zig-zag process
Sign Up to like & getrecommendations! Published in 2017 at "Advances in Applied Probability"
DOI: 10.1017/apr.2017.22
Abstract: Abstract Markov chain Monte Carlo (MCMC) methods provide an essential tool in statistics for sampling from complex probability distributions. While the standard approach to MCMC involves constructing discrete-time reversible Markov chains whose transition kernel is… read more here.
Keywords: zig zag; limit theorems; zag process;