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We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

Probability · Mathematics 2024-04-30 Thomas Bonis

In this paper, we investigate the law of large numbers for strictly stationary random fields, that is, we provide sufficient conditions on the moments and the dependence of the random field in order to guarantee the almost sure convergence…

Probability · Mathematics 2024-02-13 Davide Giraudo

The paper presents necessary and sufficient conditions for a nonlinear system to be stabilized by a feedback. The conditions are based on the ideas related to the well-known Pontryagin's maximum principle. That allows us to formulate the…

Optimization and Control · Mathematics 2007-05-23 Sergey Nikitin

The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…

Number Theory · Mathematics 2025-06-18 Rachid Caich

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…

Probability · Mathematics 2022-02-08 Illia Donhauzer , Andriy Olenko

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

Statistics Theory · Mathematics 2010-01-08 Frédéric Lavancier , Anne Philippe

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…

Probability · Mathematics 2015-11-17 Jana Klicnarová , Dalibor Volný , Yizao Wang

We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, which gives rise to a conservation law describing the change of…

Probability · Mathematics 2018-11-09 Shunlong Luo , Jie Shen , Yi Shen

Using sum rules and a new dipole-free sum-over-states expression, we calculate the fundamental limits of the dispersion of the real and imaginary parts of all electronic nonlinear-optical susceptibilities. As such, these general results can…

Optics · Physics 2007-05-23 Mark G. Kuzyk

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

Suppose $(f,\mathcal{X},\nu)$ is a measure preserving dynamical system and $\phi:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where…

Dynamical Systems · Mathematics 2015-10-16 M. P. Holland , M. Nicol , A. Török

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Information Theory · Computer Science 2012-04-13 Guangyue Han

In this work, we solve an open problem mentioned in Xiao (2010) and provide sharp bounds on the rate of growth of maximal moments for stationary symmetric stable random fields using structure theorem of finitely generated abelian groups and…

Probability · Mathematics 2018-10-04 Snigdha Panigrahi , Parthanil Roy , Yimin Xiao

We extend the treatment of functional dependence, the basic concept of dependence logic, to include the possibility of dependence with a limited number of exceptions. We call this approximate dependence. The main result of the paper is a…

Logic · Mathematics 2014-08-20 Jouko Väänänen

Answering questions of Y. Rabinovich, we prove "stability" versions of upper bounds on maximal independent set counts in graphs under various restrictions. Roughly these say that being close to the maximum implies existence of a large…

Combinatorics · Mathematics 2018-08-22 Jeff Kahn , Jinyoung Park

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

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…

Probability · Mathematics 2014-07-17 Dalibor Volný , Yizao Wang

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe