Related papers: Complete convergence theorem for stationary heavy …
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…
Our general aim is to give sufficient conditions for robustness behavior and convergence to the equilibrium point of linear time-varying fractional system's solutions. We approach this problem using as a framework a series of recent results…
A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…
In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…
The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but…
We derive the necessary and sufficient condition for almost sure convergence of the sequence of measurable functions, and consider some applications in the theory of Fourier series and in the theory of random fields.
Current theories of massless free particle assume {\sl unitary} space inversion and {\sl anti-unitary} time reversal operators. In so doing robust classes of possible theories are discarded. In the present work theories of massless systems…
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
We prove the complete intersection theorem and complete nontrivial-intersection theorem for systems of set partitions
This note develops Rio's proof [C. R. Math. Acad. Sci. Paris, 1995] of the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers to the case of sums of dependent random variables with regularly varying normalizing…
For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…
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…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
We obtain pointwise ergodic theorems with rate under conditions expressed in terms of the convergence of series involving $\|\sum_{k=1} ^nf\circ \theta^k\|_2$, improving previous results. Then, using known results on martingale…
We propose another proof of the high dimensional spectrum convergence of the weighted sample covariance, more concise and self-sufficient but with stronger, but reasonable assumptions. We explain and illustrates this theorem for different…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…
This paper deals with the finite-time stabilization of a class of nonlinear infinite-dimensional systems. First, we consider a bounded matched perturbation in its linear form. It is shown that by using a set-valued function, both the…
The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…