Related papers: Relaxed sector condition
We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…
This work considers the quadratic Gaussian multiterminal (MT) source coding problem and provides a new sufficient condition for the Berger-Tung sum-rate bound to be tight. The converse proof utilizes a set of virtual remote sources given…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
Quasi-steady state reductions for the irreversible Michaelis--Menten reaction mechanism are of interest both from a theoretical and an experimental design perspective. A number of publications have been devoted to extending the parameter…
This paper presents the Relaxed Continuous-Time Actor-critic (RCTAC) algorithm, a method for finding the nearly optimal policy for nonlinear continuous-time (CT) systems with known dynamics and infinite horizon, such as the path-tracking…
We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…
A ring $R$ satisfies the {\it strong rank condition} (SRC) if, for every natural number $n$, the free $R$-submodules of $R^n$ all have rank $\leq n$. Let $G$ be a group and $R$ a ring strongly graded by $G$ such that the base ring $R_1$ is…
In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…
Let $G$ be a semimartingale, and $S$ its Snell envelope. Under the assumption that $G\in\mathcal{H}^1$, we show that the finite-variation part of $S$ is absolutely continuous with respect to the decreasing part of the finite-variation part…
We give two-sided estimates of a ground state for Schr\"odinger operators with confining potentials. We propose a semigroup approach, based on resolvent and the Feynman--Kac formula, which leads to a new, rather short and direct proof. Our…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
We consider the class of mathematical programs with orthogonality type constraints (MPOC). Orthogonality type constraints appear by reformulating the sparsity constraint via auxiliary binary variables and relaxing them afterwards. For MPOC…
We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak…
Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…
This paper is devoted to the study of second order optimality conditions for strong local minimizers in the frameworks of unconstrained and constrained optimization problems in finite dimensions via subgradient graphical derivative. We…