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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…

Quantum Physics · Physics 2009-11-13 Graeme Mitchison

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…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Bowen Yi , Lei Wang , Ian R. Manchester

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…

Probability · Mathematics 2026-04-24 Léo Daures

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…

Statistics Theory · Mathematics 2022-11-08 Aaditya Ramdas , Johannes Ruf , Martin Larsson , Wouter Koolen

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…

Probability · Mathematics 2024-07-31 C. A. Fonseca-Mora

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…

Numerical Analysis · Mathematics 2016-01-01 Dennis Amelunxen , Martin Lotz

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…

Statistics Theory · Mathematics 2015-06-18 Dragan Radulovic , Marten Wegkamp , Yue Zhao

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…

Machine Learning · Computer Science 2026-02-17 Shalev Shaer , Yarin Bar , Drew Prinster , Yaniv Romano

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…

Quantum Physics · Physics 2009-11-13 Jeff Tollaksen

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…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

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.

Probability · Mathematics 2021-11-25 Joe Ghafari

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…

Analysis of PDEs · Mathematics 2017-01-06 Zhong Tan , Huaqiao Wang , Yucong Wang

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 -…

Statistics Theory · Mathematics 2020-08-24 Alexis Derumigny , Jean-David Fermanian

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…

Probability · Mathematics 2019-03-26 Viktor Bengs , Hajo Holzmann

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…

Probability · Mathematics 2007-05-23 Abhay G Bhatt , Rajeeva L Karandikar , B V Rao

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…

Quantum Physics · Physics 2009-11-13 Graeme Mitchison , Richard Jozsa , Sandu Popescu

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…

General Mathematics · Mathematics 2025-12-03 Paolo Roselli , Michel Willem

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…

Statistics Theory · Mathematics 2026-01-14 Austin Brown , Jeffrey S. Rosenthal

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…

Probability · Mathematics 2014-04-01 Xin Guo , Chen Pan , Shige Peng

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…

Differential Geometry · Mathematics 2025-03-21 Tobias Beran , Mathias Braun , Matteo Calisti , Nicola Gigli , Robert J. McCann , Argam Ohanyan , Felix Rott , Clemens Sämann