Related papers: A note on weak convergence of the sequential multi…

We investigate the power of weak measurements in the framework of quantum state discrimination. First, we define and analyze the notion of weak consecutive measurements. Our main result is a convergence theorem whereby we demonstrate when…

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

We first consider a non-primitive substitution subshift that is conjugate to the Chacon map. We then derive spectral estimates for a particular subshift and the speed of weak mixing for a class of observables with certain regularity…

In this paper, we perform deep neural networks for learning $\psi$-weakly dependent processes. Such weak-dependence property includes a class of weak dependence conditions such as mixing, association,$\cdots$ and the setting considered here…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

Weak values arise in quantum theory when the result of a weak measurement is conditioned on a subsequent strong measurement. The majority of the trials are discarded, leaving only very few successful events. Intriguingly those can display a…

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Weak values are usually associated with weak measurements of an observable on a pre- and post-selected ensemble. We show that more generally, weak values are proportional to the correlation between two pointers in a successive measurement.…

Due to the reduced probability of successful post-selection, the weak-value amplification seems to be unavailable for the parameter-estimation. Here, we show theoretically that, some effects due to the weak interactions present only in the…

For a measure preserving dynamical system $(\mathcal{X},f, \mu)$, we consider the time series of maxima $M_n=\max\{X_1,\ldots,X_n\}$ associated to the process $X_n=\phi(f^{n-1}(x))$ generated by the dynamical system for some observable…

In order to prove weak convergence of the periodic multiplicative Selmer algorithm we ensure that the periodicity matrix is positive and establish a relation between its entries and eigenvalues. Since we can imply that the limit of these…

Consider an invertible measure-preserving transformation of a probability space. A finite partition of the space is called weakly independent if there are infinitely many images of this partition under powers of the transformation that are…

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Weak measurement is a novel technique for parameter estimation with higher precision. In this paper we develop a general theory for the parameter estimation based on weak measurement technique with arbitrary postselection. The previous weak…

Weak measurement is a new technique which allows one to describe the evolution of postselected quantum systems. It appears to be useful for resolving a variety of thorny quantum paradoxes, particularly when used to study properties of pairs…

In this work, we extend the celebrated result of Avila--Forni~\cite{avila2007weak} on the weak mixing property of interval exchange transformations to the setting of linear involutions, which naturally arise from the study of vertical…

We study the weak convergence rate in the discretization of rough volatility models. After showing a lower bound $2H$ under a general model, where $H$ is the Hurst index of the volatility process, we give a sharper bound $H + 1/2$ under a…

Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…

This expository note aims at illustrating weak convergence of probability measures from a broader view than a previously published paper. Though the results are standard for functional analysts, this approach is rarely known by…