Related papers: Metastable convergence theorems

A sequence $(s_n)$ of integers is good for the mean ergodic theorem if for each invertible measure preserving system $(X,\mathcal{B},\mu,T)$ and any bounded measurable function $f$, the averages $ \frac1N \sum_{n=1}^N f(T^{s_n}x)$ converge…

We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric…

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Recently, T. Tao gave a finitary proof a convergence theorem for multiple averages with several commuting transformations and soon later, T. Austin gave an ergodic proof of the same result. Although we give here one more proof of the same…

Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…

Let $\Omega(n)$ denote the number of prime factors of a positive integer $n$ counted with multiplicities. We show that for any bounded functions $a,b\colon\mathbb{N}\to\mathbb{C}$, $$\frac{1}{\log{N}}\sum_{n=1}^N…

Let $f(z) = \sum_{n=1}^\infty a_f(n)q^n$ be a holomorphic cuspidal newform with even integral weight $k\geq 2$, level $N$, trivial nebentypus, and no complex multiplication (CM). For all primes $p$, we may define $\theta_p\in [0,\pi]$ such…

We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…

Recently a functional limit theorem for sums of moving averages with random coefficients and i.i.d. heavy tailed innovations has been obtained under the assumption that all partial sums of the series of coefficients are a.s. bounded between…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

Let $\Omega(n)$ denote the number of prime factors of $n$. We show that for any bounded $f\colon\mathbb{N}\to\mathbb{C}$ one has \[ \frac{1}{N}\sum_{n=1}^N\, f(\Omega(n)+1)=\frac{1}{N}\sum_{n=1}^N\, f(\Omega(n))+\mathrm{o}_{N\to\infty}(1).…

We offer a new proof of the Furstenberg-Katznelson multiple recurrence theorem for several commuting probability-preserving transformations T_1, T_2, >..., T_d: \bbZ\curvearrowright (X,\S,\mu), and so, via the Furstenberg correspondence…

We provide a new version of delta theorem, that takes into account of high dimensional parameter estimation. We show that depending on the structure of the function, the limits of functions of estimators have faster or slower rate of…

Let $C$ be a closed cone with nonempty interior $C^\circ$ in a Banach space. Let $f:C^\circ \rightarrow C^\circ$ be an order-preserving subhomogeneous function with a fixed point in $C^\circ$. We introduce a condition which guarantees that…

Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…