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Veraverbeke's (1977) theorem relates the tail of the distribution of the supremum of a random walk with negative drift to the tail of the distribution of its increments, or equivalently, the probability that a centered random walk with…
We generalize the concept of non-reversible lifts for reversible diffusion processes initiated by Eberle and Lorler (2024) to quantum Markov dynamics. The lifting operation, which naturally results in hypocoercive processes, can be formally…
In order to approximate a continuous time stochastic process by discrete time Markov chains one has several options to embed the Markov chains into continuous time processes. On the one hand there is the Markov embedding, which uses…
Let $X_1, X_2,\ldots$ be random elements of the Skorokhod space $D(\mathbb{R})$ and $\xi_1, \xi_2, \ldots$ positive random variables such that the pairs $(X_1,\xi_1), (X_2,\xi_2),\ldots$ are independent and identically distributed. The…
This paper surveys some of our recent progress on Hardy-type inequa\-lities which consist of a well-known topic in Harmonic Analysis. In the first section, we recall the original probabilistic motivation dealing with the stability speed in…
We establish a number of new sufficient conditions for the existence of global (defined on the entire time axis) solutions of nonlinear nonautonomous systems by means of the Wazewski topological principle. The systems under consideration…
In order to obtain functional limit theorems for heavy tailed stationary processes arising from dynamical systems, one needs to understand the clustering patterns of the tail observations of the process. These patterns are well described by…
Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived…
In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $\alpha$ in the space of probability measures on $S$, we associate a continuous…
We consider the scalar wave equation with power nonlinearity in n+1 dimensions. Unlike most previous numerical studies, we go beyond the radial case and do not assume any symmetries for n=3, and we only impose an SO(n-1) symmetry in higher…
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…
In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…
The complexity of Pareto fronts imposes a great challenge on the convergence analysis of multi-objective optimization methods. While most theoretical convergence studies have addressed finite-set and/or discrete problems, others have…
We provide a complete characterization of the solvability/impossibility of deterministic stabilizing consensus in any computing model with benign process and communication faults using point-set topology. Relying on the topologies for…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
We provide a comprehensive study of the convergence of the forward-backward algorithm under suitable geometric conditions, such as conditioning or {\L}ojasiewicz properties. These geometrical notions are usually local by nature, and may…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…
We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…
The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems:…
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…