Related papers: A Multivariate Functional Limit Theorem in Weak M1…

In this paper we prove existence and multiplicity results of unbounded critical points for a general class of weakly lower semicontinuous functionals. We will apply a suitable nonsmooth critical point theory.

Lecture notes on Weak Topologies: We discuss about the weak and weak star topologies on a normed linear space. Our aim is to prove the well known Banach-Alaouglu theorem and discuss some of its consequences, in particular, characterizations…

We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Consider finitely many nets of multivariate c\`adl\`ag stochastic processes. We show that the vectors consisting of the respective minimizing points converge in distribution to a random closed set. This set is given as a cartesian product…

We study a class of self-adjoint operators defined on the direct sum of two Hilbert spaces: a finite dimensional one called sometimes a ``small subsystem'' and an infinite dimensional one -- a ``reservoir''. The operator, which we call a…

The purpose of this paper is to study the approximation of vector valued mappings defined on a subset of a normed space. We investigate Korovkin-type conditions under which a given sequence of linear operators becomes a so-called…

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

We build on work of Elek and Zucker and develop a topological analogue of the theory of weak containment. We show that definitions in terms of local patterns, containment in ultra(co)products, and continuous model theory are all equivalent,…

Using the recently established classification of 6D SCFTs we present evidence for the existence of families of weak C-functions, that is, quantities which decrease in a flow from the UV to the IR. Introducing a background R-symmetry field…

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…

We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

The ${\alpha}$-quantile of a stochastic process $M_{t,{\alpha}}$ has been introduced in Miura (Hitotsubashi J Commerce Manag 27(1):15-28, 1992), and important distributional results have been derived in Akahori (Ann Appl Probab…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

The present paper is intended to provide the basis for the study of weakly differentiable functions on rectifiable varifolds with locally bounded first variation. The concept proposed here is defined by means of integration by parts…