Related papers: Uniform Modulus of Continuity of Random Fields

Simple sufficient conditions are given that ensure the uniform continuity in distribution for Borel transformations of random fields.

We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…

Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…

The uniform law for sojourn times of processes with cyclically exchangeable increments is extended to the case of random fields, with general parameter sets, that possess a suitable invariance property.

We find sufficient conditions for the existence of an exact uniform modulus continuity for the class of $q$-isotropic Gaussian random fields introduced in [8]. We apply the result to a $d$-dimensional version of the $B^{\gamma}$ Gaussian…

In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations…

We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…

We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some…

For a given stationary max-stable random field $X(t),t\in Z^d$ the corresponding generalised Pickands constant coincides with the classical extremal index $\theta$ which always exists. In this contribution we discuss necessary and…

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…

An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…

Let $X=\{X(t),t\in\mathrm{R}^N\}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that…

Let $X$ be a $\mathbb{C}$-valued random variable with the property that $$X \ \text{ has the same law as }\ \sum_{j\ge1} T_j X_j$$ where $X_j$ are i.i.d.\ copies of $X$, which are independent of the (given) $\mathbb{C}$-valued random…

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…

The present paper proposes a new condition to replace both the ($O$-regularly varying) quasimonotone condition and a certain type of bounded variation condition, and shows the same conclusion for the uniform convergence of certain…

In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.

We derive a necessary and sufficient condition for the sum of M independent continuous random variables modulo 1 to converge to the uniform distribution in L^1([0,1]), and discuss generalizations to discrete random variables. A consequence…

We prove a tight uniform continuity bound for the conditional Shannon entropy of discrete finitely supported random variables in terms of total variation distance.

In this article, universal concentration estimates are established for the local times of random walks on weighted graphs in terms of the resistance metric. As a particular application of these, a modulus of continuity for local times is…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…