English
Related papers

Related papers: Holderian weak invariance principle under a Hannan…

200 papers

We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the…

Optimization and Control · Mathematics 2007-05-23 Mikhail Krastanov , Michael Malisoff , Peter Wolenski

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

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 =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We consider a Hamiltonian systems which is invariant under a one-parameter unitary group. We give a criterion for the stability and instability of bound states for the degenerate case. We apply our theorem to the single power nonlinear…

Analysis of PDEs · Mathematics 2011-07-20 Masaya Maeda

We investigate the invariance principle for set-indexed partial sums of a stationary field $(X\_{k})\_{k\in\mathbb{Z}^{d}}$ of martingale-difference or independent random variables under standard-normalization or self-normalization…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti

In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and…

Classical Analysis and ODEs · Mathematics 2017-02-22 Yong Jiao , Dejian Zhou , Zhiwei Hao , Wei Chen

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…

Probability · Mathematics 2011-11-10 Wei Biao Wu

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold. In the present…

Probability · Mathematics 2013-12-17 Martin Barlow , Krzysztof Burdzy , Adám Timár

Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…

Analysis of PDEs · Mathematics 2020-12-21 Aleksander Ćwiszewski , Grzegorz Gabor , Wojciech Kryszewski

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…

Probability · Mathematics 2007-11-27 Jérôme Dedecker , Florence Merlevède , Magda Peligrad , Sergey Utev

In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

We study the mixing properties of a class of nonuniformly expanding maps when the return time to the basis has a weak moment of order p >1, up to a slowly varying function. From these computations, we deduce an invariance principle in…

Dynamical Systems · Mathematics 2025-07-21 Aurélie Bigot , V Alouin

We prove second and fourth order improved Poincar\'e type inequalities on the hyperbolic space involving Hardy-type remainder terms. Since theirs l.h.s. only involve the radial part of the gradient or of the laplacian, they can be seen as…

Functional Analysis · Mathematics 2020-08-31 Elvise Berchio , Debdip Ganguly , Prasun Roychowdhury

We prove a martingale-coboundary representation for random fields with a completely commuting filtration. For random variables in L2 we present a necessary and sufficient condition which is a generalization of Heyde's condition for one…

Probability · Mathematics 2017-06-27 Dalibor Volny

The persistence of invariant tori in multi-scale Hamiltonian systems is intrinsically linked to the stability of the N-body problem. However, the existing non-degeneracy conditions in disordered scenarios have been formulated too generally,…

Dynamical Systems · Mathematics 2025-05-09 Weichao Qian , Yong Li , Xue Yang

Let $(X_i)_{i\in\Z}$ be a regular stationary process for a given filtration. The weak invariance principle holds under the condition $\sum_{i\in\Z}\|P_0(X_i)\|_2<\infty$ (see Hannan (1979)}, Dedecker and Merlev\`ede (2003), Deddecker,…

Probability · Mathematics 2008-04-14 Olivier Durieu

The nonlinear selfdual variational principle established in a preceeding paper [8] -- though good enough to be readily applicable in many stationary nonlinear partial differential equations -- did not however cover the case of nonlinear…

Analysis of PDEs · Mathematics 2016-09-07 Nassif Ghoussoub , Abbas Moameni

We consider Galton-Watson trees associated with a critical offspring distribution and conditioned to have exactly $n$ vertices. These trees are embedded in the real line by affecting spatial positions to the vertices, in such a way that the…

Probability · Mathematics 2007-05-23 Jean-Francois Le Gall

We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…

Dynamical Systems · Mathematics 2022-09-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

For rational points on algebraic varieties defined over a number field $K$, we study the behavior of the property of weak approximation with Brauer-Manin obstruction under extension of the ground field. We construct K-varieties accompanied…

Number Theory · Mathematics 2018-05-24 Yongqi Liang