Related papers: Holderian weak invariance principle under a Hannan…
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…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
We investigate the weak invariance principle in H{\"o}lder spaces under some reinforcement of the Maxwell and Woodroofe condition.
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
We prove a necessary stationary condition for non-differentiable isoperimetric variational problems with scale derivatives, defined on the class of H\"{o}lder continuous functions.
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process…
We prove the compact law of the iterated logarithm for stationary and ergodic differences of (reverse or not) martingales taking values in a separable $2$-smooth Banach space (for instance a Hilbert space). Then, in the martingale case, the…
A variational principle for Lagrangian densities containing derivatives of real order is formulated and the invariance of this principle is studied in two characteristic cases. Necessary and sufficient conditions for an infinitesimal…
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this…
We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals.…
In this paper, we study the Hamiltonian systems $ H\left( {y,x,\xi ,\varepsilon } \right) = \left\langle {\omega \left( \xi \right),y} \right\rangle + \varepsilon P\left( {y,x,\xi ,\varepsilon } \right) $, where $ \omega $ and $ P $ are…
The aim of this article is to refine a weak invariance principle for stationary sequences given by Doukhan & Louhichi (1999). Since our conditions are not causal our assumptions need to be stronger than the mixing and causal $\theta$-weak…
We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…
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 study the local H\"{o}lder regularity of weak solutions to the fully fractional parabolic equations involving spatial fractional diffusion and fractional time derivatives of the Marchaud type. It is worth noting that we do not impose…
In this paper, we establish an exponential inequality for random fields, which is applied in the context of convergence rates in the law of large numbers and H\"olderian weak invariance principle.
Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…