Related papers: Weak L\'evy-Khintchine representation for weak inf…

In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…

We characterize a value of an observable by a `sum rule' for generally non-commuting observables and a `product rule' when restricted to a maximal commuting subalgebra of observables together with the requirement that the value is unity for…

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

We prove stability estimates for the Shannon-Stam inequality (also known as the entropy-power inequality) for log-concave random vectors in terms of entropy and transportation distance. In particular, we give the first stability estimate…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

We generalize Lyapunov's convexity theorem for classical (scalar-valued) measures to quantum (operator-valued) measures. In particular, we show that the range of a nonatomic quantum probability measure is a weak*-closed convex set of…

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

A non-local toy-model is proposed for the purpose of modelling the ``wave function collapse'' of a two-state quantum system. The collapse is driven by a nonlinear evolution equation with an extreme sensitivity to absolute phase. It is…

This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…

Assumptions on a likelihood function, including a local Glivenko-Cantelli condition, imply the existence of M-estimators converging to an M-functional. Scatter matrix-valued estimators, defined on all empirical measures on ${\Bbb{R}}^d$ for…

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Let $S$ be a Scott set, or even an $\omega$-model of $\mathsf{WWKL}$. Then for each $A\in S$, either there is $X \in S$ that is weakly 2-random relative to $A$, or there is $X\in S$ that is 1-generic relative to $A$. It follows that if…

We examine weak measurements of arbitrary observables where the object is prepared in a mixed state and on which measurements with imperfect detectors are made. The weak value of an observable can be expressed as a conditional expectation…

In this paper we give an example of uniform convergence of the sequence of column vectors $\displaystyle{A_1\dots A_nV\over\left\Vert A_1\dots A_nV\right\Vert}$, $A_i\in\{A,B,C\}$, $A,B,C$ being some $(0,1)$-matrices of order $7$ with much…

We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R}^d$ under the assumption that its L\'{e}vy--Khintchine exponent is regularly varying of index…

We show that if $v\in A_\infty$ and $u\in A_1$, then there is a constant $c$ depending on the $A_1$ constant of $u$ and the $A_{\infty}$ constant of $v$ such that $$\Big\|\frac{ T(fv)} {v}\Big\|_{L^{1,\infty}(uv)}\le c\, \|f\|_{L^1(uv)},$$…

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…