Related papers: A note on weak convergence of the sequential multi…
This work deals with the Mann's stochastic iteration algorithm under strong mixing random errors. We establish the Fuk-Nagaev's inequalities that enable us to prove the almost complete convergence with its corresponding rate of convergence.…
We prove a sufficient set of conditions for a sequence of finite measures on the space of cadlag measure-valued paths to converge to the canonical measure of super-Brownian motion in the sense of convergence of finite-dimensional…
Quantum systems with variables in ${\mathbb Z}(d)$ are considered. The properties of lines in the ${\mathbb Z}(d)\times {\mathbb Z}(d)$ phase space of these systems, are studied. Weak mutually unbiased bases in these systems are defined as…
The aim of this paper is to extend the aggregation convergence results given in (Dacunha-Castelle and Fermin 2005, Dacunha-Castelle and Fermin 2008) to doubly stochastic linear and nonlinear processes with weakly dependent innovations.…
The dynamics of weak vs. strong first order phase transitions is investigated numerically for 2+1 dimensional scalar field models. It is argued that the change from a weak to a strong transition is itself a (second order) phase transition,…
In this paper, we propose a weak approximation of the reflection coupling (RC) for stochastic differential equations (SDEs), and prove it converges weakly to the desired coupling. In contrast to the RC, the proposed approximate reflection…
Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…
Weak measurements offer the possibility of tuning the information acquired on a system, hence the imposed disturbance. This suggests that it could be a useful tool for multi-parameter estimation, when two parameters can not be measured…
This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the…
We present a sufficient condition that a pseudointegrable system has weak mixing property. The result is derived from Veech's weak mixing theorem for interval exhange [Veech, W.A. Amer.J.Math. {\bf 106}, 1331 (1984)]. We also present an…
We study the detection capability of the weak-value amplification on the basis of the statistical hypothesis testing. We propose a reasonable testing method in the physical and statistical senses to find that the weak measurement with the…
The paper considers two main results. First one is the uniform bound for strong mixing coefficient of ARCH sequence. Second is the bound for maximum of residual empirical process in the same model. We illustrate their usefulness by proving…
We obtain weak type (1,1) estimates for the inverses of truncated discrete rough Hilbert transform. We include an ex- ample showing that our result is sharp. One of the ingredients of the proof are regularity estimates for convolution of…
In this paper we generalize a weak sequential result of \cite{fan20182} to any non-scattering solutions in one dimension. No symmetry assumptions are required for the initial data.
Recently, weak measurements were used to measure small effects that are transverse to the propagation direction of a light beam. Here we address the question whether weak measurements are also useful for measuring small longitudinal phase…
We prove phase-space mixing for solutions to Liouville's equation for integrable systems. Under a natural non-harmonicity condition, we obtain weak convergence of the distribution function with rate $\langle \mathrm{time} \rangle^{-1}$. In…
In this paper, we introduce a novel family of iterative algorithms which carry out $\alpha$-divergence minimisation in a Variational Inference context. They do so by ensuring a systematic decrease at each step in the $\alpha$-divergence…
We consider the multivariate point process determined by the crossing times of the components of a multivariate jump process through a multivariate boundary, assuming to reset each component to an initial value after its boundary crossing.…
In the present paper we investigate the $L_1$-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the $L_1$-weak ergodicity is weaker than well-known weak ergodicity. We provide a necessary and…
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…