Related papers: Weak convergence of Vervaat and Vervaat Error proc…

Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…

This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…

The aim of this article is to refine a weak invariance principle for stationary sequences given by Doukhan & Louhichi (1999). Since our conditions are not causal our assumptions need to be stronger than the mixing and causal $\theta$-weak…

In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…

We obtain local weak limits in probability for Collapsed Branching Processes (CBP), which are directed random networks obtained by collapsing random-sized families of individuals in a general continuous-time branching process. The local…

Burdzy and Chen (1998) proved results on weak convergence of multidimensional normally reflected Brownian motions. We generalize their work by considering obliquely reflected diffusion processes. We require weak convergence of domains,…

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process $\{X_k:k\in\mathbb Z\}$ defined by $X_k=\sum_{j=0}^\infty\psi_j\varepsilon_{k-j}$ for $k\in\mathbb Z$, where…

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

We expand our effective framework for weak convergence of measures on the real line by showing that effective convergence in the Prokhorov metric is equivalent to effective weak convergence. In addition, we establish a framework for the…

This paper explores the well known approximation approach to decide weak bisimilarity of Basic Parallel Processes. We look into how different refinement functions can be used to prove weak bisimilarity decidable for certain subclasses. We…

In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result proven by W. Vervaat in 1972 for denominators of the Luroth…

Variational weak-coupling perturbation theory yields converging approximations, uniformly in the coupling strength. This allows us to calculate directly the coefficients of `strong-coupling' expansions. For the anharmonic oscillator we…

A weakly consecutive sequence (WCS) is a permutation $\sigma$ of $\{1, \ldots, k\}$ such that if an integer $d$ divides $\sigma(i)$, then $d$ also divides $\sigma(i \pm d)$ insofar as these are defined. The structure of weakly consecutive…

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Several recent papers investigated unbounded versions of order and norm convergences in Banach lattices. In this paper, we study the unbounded variant of weak convergence and its relationship with other convergences. In particular, we…

This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…