Related papers: A New Condition for the Invariance Principle for S…
This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle's Invariance Principle for these systems and state asymptotic stability criteria. We also present some related…
Let $f:[0,1)^d \to {\mathbb R}$ be an integrable function. An objective of many computer experiments is to estimate $\int_{[0,1)^d} f(x) dx$ by evaluating f at a finite number of points in [0,1)^d. There is a design issue in the choice of…
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…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Based on the principle of relativity, we find that the sufficient and necessary condition for the general covariance of a field theory actually requires more than the invariance of its local Langrangian density. If the spacetime is not a…
A new string theory is proposed as a candidate for the large N limit of QCD. In this theory, strings are constrained to be non-backtracking; a condition that is essential for the gauge invariance of the underlying field theory.This…
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969),…
In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…
An invariance principle for Az\'{e}ma martingales is presented as well as a new device to construct solutions of Emery's structure equations.
We consider Galton-Watson trees associated with a critical offspring distribution and conditioned to have exactly $n$ vertices. These trees are embedded in the real line by affecting spatial positions to the vertices, in such a way that the…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. One of the main ingredients is a new Fuk-Nagaev…
Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…
We state a unified geometrical version of the variational principles for second-order classical field theories. The standard Lagrangian and Hamiltonian variational principles and the corresponding field equations are recovered from this…
In this paper we consider switched nonlinear systems under average dwell time switching signals, with an otherwise arbitrary compact index set and with additional constraints in the switchings. We present invariance principles for these…
We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…