Related papers: A note on weak convergence of the sequential multi…
In this paper, we establish the theory of weak convergence (toward a normal distribution) for both single-chain and population stochastic approximation MCMC algorithms. Based on the theory, we give an explicit ratio of convergence rates for…
This paper studies weakly mixing (singular) and mixing masas in type $\rm{II}_{1}$ factors from a bimodule point of view. Several necessary and sufficient conditions to characterize the normalizing algebra of a masa are presented. We also…
We investigate the estimation of a small interaction parameter from the outcomes of weak quantum measurements implemented by the interaction. The relation of weak values and sensitivity is explained and the different contributions of…
We consider low--dimensional dynamical systems with a mixed phase space and discuss the typical appearance of slow, polynomial decay of correlations: in particular we emphasize how this mixing rate is related to large deviations properties.
In this work, we consider the systematic error of quantum metrology by weak measurements under decoherence. We derive the systematic error of maximum likelihood estimation in general to the first-order approximation of a small deviation in…
A technique is presented for multiplexing two ergodic measure preserving transformations together to derive a third limiting transformation. This technique is used to settle a question regarding rigidity of weak mixing transformations.…
We prove a weak-strong convergence result for functionals of the form $\int_{\mathbb{R}^N} j(x, u, Du)\,dx$ on $W^{1,p}$, along equiintegrable sequences. We will then use it to study cases of equality in the extended Polya-Szeg\"o…
Weak values and measurements have been proposed as means to achieve dramatic enhancements in metrology based on the greatly increased range of possible measurement outcomes. Unfortunately, the very large values of measurement outcomes occur…
We consider multivariate copula-based stationary time-series under Gaussian subordination. Observed time series are subordinated to long-range dependent Gaussian processes and characterized by arbitrary marginal copula distributions. First…
In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt…
We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…
Given an It\=o semimartingale with a time-homogeneous jump part observed at high frequency, we prove weak convergence of a normalized truncated empirical distribution function of the L\'evy measure to a Gaussian process. In contrast to…
We study the weak convergence of iterates of so-called centred kernel quadratic stochastic operators. These iterations, in a population evolution setting, describe the additive perturbation of the arithmetic mean of the traits of an…
Weak values are typically obtained experimentally by performing weak measurements, which involve weak interactions between the measured system and a probe. However, the determination of weak values does not necessarily require weak…
A weak measurement performed on a pre- and post-selected quantum system can result in an average value that lies outside of the observable's spectrum. This effect, usually referred to as an "anomalous weak value", is generally believed to…
The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution…
First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space $R_+ \times R^d$. We specialize our result to one-dimensional continuous state branching processes with immigration.…
We consider a class of stochastic processes with rough stochastic volatility, examples of which include the rough Bergomi and rough Stein-Stein model, that have gained considerable importance in quantitative finance. A basic question for…
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by Lemdani, Ould-Sa\"id and Poulin [16] in…
The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…