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12 papers · 2 filters
On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
Ion Grama, Émile Le Page, Marc Peigné
We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decay…
Large deviation principle at speed for the random metric in first-passage percolation
Julien Verges
Consider standard first-passage percolation on . We study the lower-tail large deviations of the rescaled random metric restricted to a box. If…
Metastability in the stochastic nearest-neighbor Kuramoto model of coupled phase oscillators
Nils Berglund, Georgi S. Medvedev, Gideon Simpson
The Kuramoto model (KM) of coupled phase-oscillators is analyzed in this work. The KM on a Cayley graph possesses a family of steady state solutions called twisted states. Topo…
A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment
Maxime Ligonnière
In this paper, we study a Galton-Watson process with infinitely many types in a random ergodic environment . We focus on the supercritical regime of…
Asymptotic properties of the maximum likelihood estimator for Hidden Markov Models indexed by binary trees
Julien Weibel
We consider hidden Markov models indexed by a binary tree where the hidden state space is a general metric space. We study the maximum likelihood estimator (MLE) of the model param…
Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
Axel Péneau
Let be a probability distribution over the linear semi-group for a finite dimensional vector space over a locally compact field. We assume that …