Central limit theorems for multivariate Bessel processes in the freezing regime [PDF]
Journal of Approximation Theory, 2018 Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type.
M. Voit
semanticscholar +1 more source
Functional central limit theorems for rough volatility [PDF]
Finance and Stochastics, 2017 The non-Markovian nature of rough volatility makes Monte Carlo methods challenging, and it is in fact a major challenge to develop fast and accurate simulation algorithms.
Blanka Horvath +3 more
semanticscholar +1 more source
A functional central limit theorem for branching random walks, almost sure weak convergence, and applications to random trees [PDF]
, 2014 Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the process $$ D_n(
Rudolf Grubel, Z. Kabluchko
semanticscholar +1 more source
Nonparametric Tests for Conditional Symmetry in Dynamic Models [PDF]
, 2007 This article proposes omnibus tests for conditional symmetry around a parametric function in a dynamic context. Conditional moments may not exist or may depend on the explanatory variables.
Delgado, Miguel A. +1 more
core +1 more source
Generalized spectral tests for the martingale difference hypothesis [PDF]
, 2006 This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco Gómez, Carlos +4 more
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Confidence surfaces for the mean of locally stationary functional time series [PDF]
, 2021 The problem of constructing a simultaneous confidence band for the mean function of a locally stationary functional time series {Xi,n(t)}i=1,...n is challenging as these bands can not be built on classical limit theory.
Dette, Holger, Wu, Weichi
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Central limit theorems for empirical product densities of stationary point processes
Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, 2014 We prove the asymptotic normality of kernel estimators of second- and higher-order product densities (and of the pair correlation function) for spatially homogeneous (and isotropic) point processes observed on a sampling window Wn\documentclass[12pt ...
Lothar Heinrich, Stella Klein
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Central limit theorems for multiple stochastic integrals and Malliavin calculus [PDF]
, 2007 We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We also give a new proof
D. Nualart, Salvador Ortiz
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Twin Crystal Moiré Metasurfaces for Crossing Flat‐Band Transport
Advanced Functional Materials, EarlyView.This study introduces twin crystal moiré metasurfaces, breaking in‐plane symmetry to enable reconfigurable acoustic wave manipulation. By adjusting the twin angle and interlayer twist angle, various combinations of hyperbolic, flat bands, and elliptic states can be synthesized in the system.
Shida Fan +9 more
wiley +1 more source
Spin and Charge Control of Topological End States in Chiral Graphene Nanoribbons on a 2D Ferromagnet
Advanced Materials, EarlyView.Chiral graphene nanoribbons on a ferromagnetic gadolinium‐gold surface alloy display tunable spin and charge states at their termini. Atomic work function variations and exchange fields enabe transitions between singlet, doublet, and triplet configurations.
Leonard Edens +8 more
wiley +1 more source