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We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

Statistics Theory · Mathematics 2014-11-18 Zhengyan Lin , Hanchao Wang

We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…

Probability · Mathematics 2016-08-11 Carsten Chong , Claudia Klüppelberg

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

Probability · Mathematics 2007-05-23 Aad van der Vaart , Harry van Zanten

Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…

Probability · Mathematics 2014-11-17 Evarist Giné , Stanisław Kwapień , Rafał Latała , Joel Zinn

This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…

Optimization and Control · Mathematics 2016-01-22 Claus Griessler

Sufficient oscillation conditions involving $\limsup $ and $\liminf $ for first-order differential equations with several non-monotone deviating arguments and nonnegative coefficients are obtained. The results are based on the iterative…

Dynamical Systems · Mathematics 2019-02-25 Elena Braverman , George E. Chatzarakis , Ioannis P. Stavroulakis

We establish an omega theorem for logarithmic derivative of the Riemann zeta function near the 1-line by resonance method. We show that the inequality $\left| \zeta^{\prime}\left(\sigma_A+it\right)/\zeta\left(\sigma_A+it\right) \right|…

Number Theory · Mathematics 2024-04-29 Zhonghua Li , Shengbo Zhao

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

We show that for a finite group $G$, the commuting probability of $G$ can be explicitly bounded from below in a nontrivial way by a function in the maximum fraction of elements inverted resp. squared by an automorphism of $G$. Using these…

Group Theory · Mathematics 2016-06-03 Alexander Bors

We discuss multiple versions of rational ergodicity and rational weak mixing for "nice" transformations, including Markov shifts, certain interval maps and hyperbolic geodesic flows. These properties entail multiple recurrence.

Dynamical Systems · Mathematics 2017-10-18 Jon Aaronson , Hitoshi Nakada

For a compact Riemannian manifold with boundary, endowed with a magnetic potential $\alpha$, we consider the problem of restoring the metric $g$ and the magnetic potential $\alpha$ from the values of the Ma\~n\'e action potential between…

Differential Geometry · Mathematics 2007-05-23 N. S. Dairbekov , G. P. Paternain , P. Stefanov , G. Uhlmann

Let a countable amenable group G acts freely and ergodically on a Lebesgue space (X,mu), preserving the measure mu. If T is an automorphism of the equivalence relation defined by G then T can be extended to an automorphism alpha_T of the…

Operator Algebras · Mathematics 2007-05-23 Valentin Golodets , Sergey Neshveyev

The classical Stein--Tomas theorem extends the theory of linear Fourier restriction estimates from smooth manifolds to fractal measures exhibiting Fourier decay. In the multilinear setting, transversality allows for Fourier extension…

Classical Analysis and ODEs · Mathematics 2026-02-11 Itamar Oliveira , Ana E. de Orellana

We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Holder-Young-Brascamp-Lieb inequality.

Probability · Mathematics 2012-02-15 Florin Avram , Nikolai Leonenko , Ludmila Sakhno

In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…

Methodology · Statistics 2021-04-07 Alexandre G. Patriota

We consider the minimization problem for an integral functional $J$, possibly non-convex and non-coercive in $W^{1,1}_0(\Omega)$, where $\Omega\subset\R^n$ is a bounded smooth set. We prove sufficient conditions in order to guarantee that a…

Analysis of PDEs · Mathematics 2019-07-25 G. Crasta , A. Malusa

We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…

Probability · Mathematics 2024-11-28 Matthias Georg Mayer

Assume that the generalized Ramanujan conjecture holds on the automorphic $L$-function $L(s, \pi)$ on $\GL_d$ over $\mathbb{Q}$ with $d\geq 3$, we can obtain a small log-saving non-trivial bound on the second integral moment of $L(1/2+it,…

Number Theory · Mathematics 2026-05-04 Liangxun Li

The paper deals with the variational principles for evaluation of the spectral radii of transfer and weighted shift operators associated with a dynamical system. These variational principles have been the matter of numerous investigations…

Dynamical Systems · Mathematics 2011-10-04 A. B. Antonevich , V. I. Bakhtin , A. V. Lebedev

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

Probability · Mathematics 2016-05-25 Asaf Ferber , Daniel Montealegre , Van Vu