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We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable summarizes various features of modeling that are used to…

We characterize a value of an observable by a `sum rule' for generally non-commuting observables and a `product rule' when restricted to a maximal commuting subalgebra of observables together with the requirement that the value is unity for…

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

In this paper we prove a weak necessary and sufficient maximum principle for Markovian regime switching stochastic optimal control problems. Instead of insisting on the maximum condition of the Hamiltonian, we show that 0 belongs to the sum…

We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…

We derive the forward and backward filtering equations for a class of degenerate partially observable diffusions, satisfying the weak H\"ormander condition. Our approach is based on the H\"older theory for degenerate SPDEs that allows to…

This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

We consider the problem of inference after model selection under weak assumptions in the time series setting. Even when the data are not independent, we show that sample splitting remains asymptotically valid as long as the process…

Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where It\^{o}-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift were analyzed with respect to a given (sub-)invariant…

We study the massless Maxwell system on fixed sub--extremal Kerr-Newman exteriors. In the weak Kerr--Newman regimes with $0<|a|\le c_a M$, $0<|Q|\le c_Q M$, and $c_a,c_Q \in (0,1) $, we prove non--degenerate boundedness, Morawetz /…

The weak equivalence principle is studied in a space with noncommutativity of coordinates and noncommutativity of momenta. We find conditions on the parameters of noncommutativity which give the possibility to recover the equivalence…

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

We study Deligne's conjecture on the monodromy weight filtration on the nearby cycles in the mixed characteristic case, and reduce it to the nondegeneracy of certain pairings in the semistable case. We also prove a related conjecture of…

We prove that, for (adapted) stationary processes, the so-called Maxwell-Wood-roofe condition is sufficient for the law of the iterated logarithm and that it is optimal in some sense. We obtain a similar conclusion concerning the…

In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the…

In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…

We develop a "weak Wa\.zewski principle" for discrete and continuous time dynamical systems on metric spaces having a weaker topology to show that attractors can be continued in a weak sense. After showing that the Wasserstein space of a…

In this short paper we show that March's criterion for the existence of a bounded non constant harmonic function on a weak model is also a necessary and sufficient condition for the solvability of the Dirichlet problem at infinity on a…

We investigate when plane-wave memory admits standard outgoing free data beyond the idealized sandwich-wave approximation. For a Brinkmann plane wave with profile $A(U)$, the commonly used condition $A(U)|_{U\to\infty}=0$ is not sufficient…