Related papers: An invariance principle for stationary random fiel…
We generalize the heuristic parameter choice rule of Hanke-Raus for quadratic regularization to general variational regularization for solving linear as well as nonlinear ill-posed inverse problems in Banach spaces. Under source conditions…
A sufficient condition for the uniform modulus of continuity of a random field $X = \{X(t), t \in \R^N\}$ is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields.
Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
We prove an invariance principle for the two-dimensional lattice parabolic Anderson model with small potential. As applications we deduce a Donsker type convergence result for a discrete random polymer measure, as well as a universality…
We prove an almost sure invariance principle for the capacity and the cardinality of the range of a class of $\alpha$-stable random walks on the integer lattice $\mathbb{Z}^d$ with $d/\alpha > 5/2$, and $d/\alpha >3/2$, respectively. As a…
This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…
In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…
In this paper we discuss how the gauge principle can be applied to classical-mechanics models with finite degrees of freedom. The local invariance of a model is understood as its invariance under the action of a matrix Lie group of…
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…
We study some stochastic models of physical mapping of genomic sequences. Our starting point is a global construction of the process of the clones and of the process of the anchors which are used to map the sequence. This yields explicit…
In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…
Hamilton's principle of stationary action lies at the foundation of theoretical physics and is applied in many other disciplines from pure mathematics to economics. Despite its utility, Hamilton's principle has a subtle pitfall that often…
We prove the almost sure ('quenched') invariance principle for a random walker on an infinite Bernoulli percolation cluster in $\Z^d$ where $d$ is larger or equal than 2.
We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…
The manuscript contains elegant extensions of the fundamental variational principles: Br\o ndsted's and Ekeland's. On the other hand we get general and precise version of the Takahashi and the Cariste fixed point theorems. The results are…
For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof…
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in H\"older spaces. Strong mixing and $\rho$-mixing conditions are investigated as well as $\tau$-dependent…
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables…