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

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely…

This paper presents a self-contained new theory of weak fractional differential calculus and fractional Sobolev spaces in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a…

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…

The notion of trajectory of an individual particle is strictly inhibited in quantum mechanics because of the uncertainty principle. Nonetheless, the weak value, which has been proposed as a novel and measurable quantity definable to any…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

Weak values as introduced by Aharonov, Albert and Vaidman (AAV) are ensemble average values for the results of weak measurements. They are interesting when the ensemble is preselected on a particular initial state and postselected on a…

It is shown, that the Aharonov-Albert-Vaidman concept of weak values appears to be a consequence of a more general quantum phenomenon of weak quantum evolution. Here the concept of weak quantum evolution is introduced and discussed for the…

For second countable discrete quantum groups, and more generally second countable locally compact quantum groups with trivial scaling group, we show that property (T) is equivalent to every weakly mixing unitary representation not having…

We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

It is known that supercyclicity implies strong stability. It is not known whether weak l-sequential supercyclicity implies weak stability. In this paper we prove that weak l-sequential supercyclicity implies weak quasistability. Corollaries…

In this paper we consider the Cauchy problem for higher order weakly hyperbolic equations. We assume that the principal symbol depends only on one space variable and the characteristic roots $\tau_j$ verify the inequality \[\tau_j^2(x) +…

We develop several aspects of the infinite-dimensional Weak KAM theory using a random variables' approach. We prove that the infinite-dimensional cell problem admits a viscosity solution that is a fixed point of the Lax-Oleinik semigroup.…

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…

We investigate the convective stability of a thin, infinite fluid layer with a rectangular cross-section, subject to imposed heat fluxes at the top and bottom and fixed temperature along the vertical sides. The instability threshold depends…

We consider the linear cocycle $(T,A)$ induced by a measure preserving dynamical system $T:X \to X$ and a map $A:X \to \mathit{SL}(2,\mathbb{R})$. We address the dependence of the upper Lyapunov exponent of $(T,A)$ on the dynamics $T$ when…