Related papers: Tightness, weak compactness of nonlinear expectati…

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

In this paper we propose the PCP-like theorem for sub-linear time inapproximability. Abboud et al. have devised the distributed PCP framework for proving sub-quadratic time inapproximability. Here we try to go further in this direction.…

Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

Tight bounds for several symmetric divergence measures are introduced, given in terms of the total variation distance. Each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these bounds…

Methods of Lie group analysis of differential equations are extended to weak solutions of (linear and nonlinear) PDEs, where the term ``weak solution'' comprises the following settings: (a) Distributional solutions. (b) Solutions in…

Here we present a range-limited approach to centrality measures in both non-weighted and weighted directed complex networks. We introduce an efficient method that generates for every node and every edge its betweenness centrality based on…

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

We investigate the effect of weak gravitational lensing in the limit of small angular scales where projected galaxy clustering is strongly nonlinear. This is the regime likely to be probed by future weak lensing surveys. We use…

This paper is aimed to prove a quantitative estimate (in terms of the modulus of continuity) for the convergence in the nonlinear version of Korovkin's theorem for sequences of weakly nonlinear and monotone operators defined on spaces of…

In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…

We consider the weak convergence of numerical methods for stochastic differential equations (SDEs). Weak convergence is usually expressed in terms of the convergence of expected values of test functions of the trajectories. Here we present…

In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.

The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say,…

In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound on the convergence rate using the functional 1-Wasserstein…

In this study, we propose the sublinear expectation structure under countable state space. To describe an interesting "nonlinear randomized" trial, based on a convex compact domain, we introduce a family of probability measures under…

Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure…

In this paper, we derive a new generalisation of the strong subadditivity of the entropy to the setting of general conditional expectations onto arbitrary finite-dimensional von Neumann algebras. The latter inequality, which we call…

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

In dealing with asymptotic approximation of possibly divergent nets of probability distributions, we are led to study uniform structures on the set of distributions. This paper identifies a class of such uniform structures that may be…

We consider quasi-static poroelastic systems with incompressible constituents. The nonlinear permeability is taken to be dependent on solid dilation, and physical types of boundary conditions (Dirichlet, Neumann, and mixed) for the fluid…