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Limit theorems for geometric functionals of Gibbs point processes

T. Schreiber, J. E. Yukich (2013)

Annales de l'I.H.P. Probabilités et statistiques

Observations are made on a point process 𝛯 in d in a window Q λ of volume λ . The observation, or ‘score’ at a point x , here denoted ξ ( x , 𝛯 ) , is a function of the points within a random distance of x . When the input 𝛯 is a Poisson or binomial point process, the large λ limit theory for the total score x 𝛯 Q λ ξ ( x , 𝛯 Q λ ) , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian input 𝛯 ....

Limit theory for some positive stationary processes with infinite mean

Jon Aaronson, Roland Zweimüller (2014)

Annales de l'I.H.P. Probabilités et statistiques

We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.

Local limit theorems on some non unimodular groups.

Emile Le Page, Marc Peigné (1999)

Revista Matemática Iberoamericana

Let Gd be the semi-direct product of R*+ and Rd, d ≥ 1 and let us consider the product group Gd,N = Gd x RN, N ≥ 1. For a large class of probability measures μ on Gd,N, one prove that there exists ρ(μ) ∈ ]0,1] such that the sequence of finite measures{(n(N+3)/2 / ρ(μ)n) μ*n}n ≥ 1converges weakly to a non-degenerate measure.

Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation

A. Genadot, M. Thieullen (2014)

ESAIM: Probability and Statistics

In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. Adv. Appl. Probab. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuations of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated...

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