Related papers: Independence of Four Projective Criteria for the W…

Repeated convolution of a probability measure on Z leads to the central limit theorem and other limit theorems. This paper investigates what kinds of results remain without positivity. It reviews theorems due to Schoenberg, Greville, and…

Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori…

It is well known that on arbitrary metric measure spaces, the notion of minimal $p$-weak upper gradient may depend on $p$. In this paper we investigate how a first-order condition of the metric-measure structure, that we call Bounded…

A function from sequences to their subsequences is called selection function. A selection function is called admissible (with respect to normal numbers) if for all normal numbers, their subsequences obtained by the selection function are…

We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation…

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…

The variational formulation of nonlinear filtering due to Mitter and Newton characterizes the filtering distribution as the unique minimizer of a free energy functional involving the relative entropy with respect to the prior and an…

We extend Onsager's minimum dissipation principle to stationary states that are only subject to local equilibrium constraints, even when the transport coefficients depend on the thermodynamic forces. Crucial to this generalization is a…

We provide an amendment to the first theorem of "Control Contraction Metrics: Convex and Intrinsic Criteria for Nonlinear Feedback Design" by Manchester & Slotine in the form of an additional technical condition required to show…

This paper studies some analytical properties of weak solutions of 3D stochastic primitive equations with periodic boundary conditions. The martingale problem associated to this model is shown to have a family of solutions satisfying the…

The so-called permutation separability criteria are simple operational conditions that are necessary for separability of mixed states of multipartite systems: (1) permute the indices of the density matrix and (2) check if the trace norm of…

Suppose that $X=\{X_t, t\ge 0; \mathbb{P}_{\mu}\}$ is a supercritical superprocess in a locally compact separable metric space $E$. Let $\phi_0$ be a positive eigenfunction corresponding to the first eigenvalue $\lambda_0$ of the generator…

It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

In the heavy quark limit, hadrons appear as eigenstates of the light degrees of freedom under the static color field of the heavy quark. In this formalism, the weak form factors appear naturally as the overlaps of the initial and final…

Let $\{S_1, S_2, \dots, S_n\}$ be an iterated function system on $\mathbb{R}$ with attractor $K$. It is known that if the iterated function system satisfies the weak separation property and $K = [0,1]$ then the iterated function system also…

This paper introduces the notion of weak rigidity to characterize a framework by pairwise inner products of inter-agent displacements. Compared to distance-based rigidity, weak rigidity requires fewer constrained edges in the graph to…