Related papers: Weakly dependent chains with infinite memory
Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…
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 decaying in the gap between the past and the future and is…
It is shown that the infinite random Heisenberg XXZ spin-$\frac12$ chain exhibits localization phenomena, such as spectral, eigenstate, and weak dynamical localization, in an arbitrary (but fixed) energy interval in a non-trivial region of…
We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…
We propose an explicit construction of the solution of a stationary stochastic recursion of the form $X\circ\theta=\phi(X)$ on a semi-ordered Polish space, when the monotonicity of $\phi$ is not assumed. This solution exists on an enriched…
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…
We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…
We establish a weak-strong uniqueness principle for solutions to entropy-dissipating reaction-diffusion equations: As long as a strong solution to the reaction-diffusion equation exists, any weak solution and even any renormalized solution…
We study Maxwell's equations in conducting media with perfectly conducting boundary conditions on Lipschitz domains, allowing rough material coefficients and $L^2$-data. Our first contribution is a direct proof of well-posedness of the…
In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the…
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…
Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…
We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…
In this paper, we study a class of Banach spaces, called \phi-spaces. In a natural way, we associate a measure of weak compactness in such spaces and prove an analogue of Sadovskii fixed point theorem for weakly sequentially continuous…
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…
We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to…
We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested…
A system of a first order history-dependent evolutionary variational-hemivariational inequality with unilateral constraints coupled with a nonlinear ordinary differential equation in a Banach space is studied. Based on a fixed point theorem…
A Banach space $X$ is said to have Efremov's property ($\mathcal{E}$) if every element of the weak$^*$-closure of a convex bounded set $C \subseteq X^*$ is the weak$^*$-limit of a sequence in $C$. By assuming the Continuum Hypothesis, we…
We give a short, self-contained, and elementary proof of the strong law of large numbers under a power law decay hypothesis for joint second moments. The result is related to the classical one by Lyons. However, we also provide a rate of…