Related papers: A Weak Convergence Criterion Constructing Changes …
A weak measurement on a system is made by coupling a pointer weakly to the system and then measuring the position of the pointer. If the initial wavefunction for the pointer is real, the mean displacement of the pointer is proportional to…
The paper addresses the problem of attitude estimation for rigid bodies using (possibly time-varying) vector measurements, for which we provide a necessary and sufficient condition of distinguishability. Such a condition is shown to be…
We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…
Let $\Phi'$ denote the strong dual of a nuclear space $\Phi$ and let $C_{\infty}(\Phi')$ be the collection of all continuous mappings $x:[0,\infty) \rightarrow \Phi'$ equipped with the topology of local uniform convergence. In this paper we…
We introduce the concept of weak average-case analysis as an attempt to achieve theoretical complexity results that are closer to practical experience than those resulting from traditional approaches. This concept is accepted in other areas…
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or smoothness of the underlying copula function is required. A…
We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually…
A new weak measurement procedure is introduced for finite samples which yields accurate weak values that are outside the range of eigenvalues and which do not require an exponentially rare ensemble. This procedure provides a unique…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…
A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
The notion of weak measurement provides a formalism for extracting information from a quantum system in the limit of vanishing disturbance to its state. Here we extend this formalism to the measurement of sequences of observables. When…
This paper presents a new general formulation of the Radon-Nikodym theorem in the setting of abstract measure theory. We introduce the notion of weak localizability for a measure and show that this property is both necessary and sufficient…
This article develops general conditions for weak convergence of adaptive Markov chain Monte Carlo processes and is shown to imply a weak law of large numbers for bounded Lipschitz continuous functions. This allows an estimation theory for…
We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…
We introduce a variational first-order Sobolev calculus on metric measure spacetimes. The key object is the maximal weak subslope of an arbitrary causal function, which plays the role of the (Lorentzian) modulus of its differential. It is…