In this paper we establish limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamics coupled with jump Markov processes) in the fluid limit (small jumps at high ...
Random walks constitute one of the cornerstone concepts in probability theory and statistical physics, representing a class of stochastic processes in which a moving entity takes successive steps in ...
A U-statistic of a Poisson point process is defined as the sum ∑ f (x₁, · · ·, xk) over all (possibly infinitely many) k-tuples of distinct points of the point process. Using the Malliavin calculus, ...