Related papers: Stochastic fields with paths in arbitrary rearrang…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
Intrinsic location functional is a large class of random locations containing locations that one may encounter in many cases, e.g., the location of the path supremum/infimum over a given interval, the first/last hitting time, etc. It has…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
The following theorem is the main result of this note. Theorem 1. Let $(E, \|\cdot\|_E) $ be a rearrangement invariant Banach function space on the interval $[0, 1]$. If $E$ is isometric to $\L_p [0, 1]$ for some $1\le p<\infty$, then $E$…
We obtain a Central Limit Theorem for closed Riemannian manifolds, clarifying along the way the geometric meaning of some of the hypotheses in Bhattacharya and Lin's Omnibus Central Limit Theorem for Fr\'echet means. We obtain our CLT…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…
Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…
In this article, we extend several relation-theoretic notions to topological spaces. We introduce relation preserving contraction mapping into topological spaces and utilize the same to extend Banach contraction principle in topological…
Let $(e_i)$ be a fundamental system of a Banach space. We consider the problem of approximating linear combinations of elements of this system by linear combinations using quantized coefficients. We will concentrate on systems which are…
We prove a semi-invertible Oseledets theorem for cocycles acting on measurable fields of Banach spaces, i.e. we only assume invertibility of the base, not of the operator. As an application, we prove an invariant manifold theorem for…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…
This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…
Methods for proving functional limit laws are developed for sequences of stochastic processes which allow a recursive distributional decomposition either in time or space. Our approach is an extension of the so-called contraction method to…
We study functorial properties of the spaces $R(X)$, introduced in [Studia Math. 197 (2010), 69-79] as a central tool in the analysis of the Hardy operator minus the identity on decreasing functions. In particular, we provide conditions on…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
Rearrangement-invariance in function spaces can be viewed as a kind of generalization of 1-symmetry for Schauder bases. We define subrearrangement-invariance in function spaces as an analogous generalization of 1-subsymmetry. It is then…
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…
We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary…