In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.
In this paper,the functional central limit theorem is established for martingale like ran-dom vectors under the framework sub-linear expectations introduced by Shige Peng.As applications,the Lindeberg central limit th...In this paper,the functional central limit theorem is established for martingale like ran-dom vectors under the framework sub-linear expectations introduced by Shige Peng.As applications,the Lindeberg central limit theorem for independent random vectors is established,the sufficient and necessary conditions of the central limit theorem for independent and identically distributed random vectors are found,and a Lévy’s characterization of a multi-dimensional G-Brownian motion is obtained.展开更多
Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized poi...Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized pointwise maxima of those processes are attracted by the Brown-Resnick process.展开更多
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes,especially stochastic integrals and differential equations.In this paper,the central limit theorem ...The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes,especially stochastic integrals and differential equations.In this paper,the central limit theorem and the functional central limit theorem are obtained for martingale-like random variables under the sub-linear expectation.As applications,the Lindeberg's central limit theorem is obtained for independent but not necessarily identically distributed random variables,and a new proof of the Lévy characterization of a GBrownian motion without using stochastic calculus is given.For proving the results,Rosenthal's inequality and the exponential inequality for the martingale-like random variables are established.展开更多
A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding ...A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processesgenerated by strictly stationary martingale differences, which can be found in [5].展开更多
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then stud...In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.展开更多
Functional limit theorems for scaled occupation time fluctuations of a sequence of generalized branching particle systems in Rd with anisotropic space motions and strongly degenerated splitting abilities are studied i...Functional limit theorems for scaled occupation time fluctuations of a sequence of generalized branching particle systems in Rd with anisotropic space motions and strongly degenerated splitting abilities are studied in the cases of critical and intermediate dimensions. The results show that the limit processes are time-independent measure-valued Wiener processes with simple spatial structure.展开更多
The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space va...The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with generalnon-reversible Markov processes.展开更多
文摘In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
基金1)This work is supported by NSFC(10571159),SRFDP(2002335090)and KRF(D00008)2)This work is supported by NSFC(10401037)and China Postdoctoral Science Foundation3)This work is supported by the Brain Korea 21 Project in 2005
文摘In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.
基金Supported by grants from the NSF of China(Grant No.11731012,12031005)Ten Thousands Talents Plan of Zhejiang Province(Grant No.2018R52042)+1 种基金NSF of Zhejiang Province(Grant No.LZ21A010002)the Fundamental Research Funds for the Central Universities.
文摘In this paper,the functional central limit theorem is established for martingale like ran-dom vectors under the framework sub-linear expectations introduced by Shige Peng.As applications,the Lindeberg central limit theorem for independent random vectors is established,the sufficient and necessary conditions of the central limit theorem for independent and identically distributed random vectors are found,and a Lévy’s characterization of a multi-dimensional G-Brownian motion is obtained.
基金supported by the Zhejiang Provincial Natural Science Foundation of China(LY18A010020)the Innovation of Jiaxing City:A Program to Support the Talented Persons.
文摘Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized pointwise maxima of those processes are attracted by the Brown-Resnick process.
基金supported by National Natural Science Foundation of China(Grant No.11731012)the Fundamental Research Funds for the Central Universities+1 种基金the State Key Development Program for Basic Research of China(Grant No.2015CB352302)Zhejiang Provincial Natural Science Foundation(Grant No.LY17A010016)。
文摘The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes,especially stochastic integrals and differential equations.In this paper,the central limit theorem and the functional central limit theorem are obtained for martingale-like random variables under the sub-linear expectation.As applications,the Lindeberg's central limit theorem is obtained for independent but not necessarily identically distributed random variables,and a new proof of the Lévy characterization of a GBrownian motion without using stochastic calculus is given.For proving the results,Rosenthal's inequality and the exponential inequality for the martingale-like random variables are established.
基金the National Natural Science Foundation of China(No.10271087).
文摘A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processesgenerated by strictly stationary martingale differences, which can be found in [5].
基金the National Natural Science Foundation of China (Grant No.10121101)
文摘In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.
基金supported by National Natural Science Foundation of China (Grant No. 10901054)
文摘Functional limit theorems for scaled occupation time fluctuations of a sequence of generalized branching particle systems in Rd with anisotropic space motions and strongly degenerated splitting abilities are studied in the cases of critical and intermediate dimensions. The results show that the limit processes are time-independent measure-valued Wiener processes with simple spatial structure.
文摘The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with generalnon-reversible Markov processes.
