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We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

We consider strictly stationary heavy tailed time series whose finite-dimensional exponent measures are concentrated on axes, and hence their extremal properties cannot be tackled using classical multivariate regular variation that is…

Statistics Theory · Mathematics 2014-10-10 Rafal Kulik , Philippe Soulier

In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…

Probability · Mathematics 2014-10-08 Enkelejd Hashorva , Zhichao Weng

Using proof-theoretical techniques, we analyze a proof by H.-K. Xu regarding a result of strong convergence for the Halpern type proximal point algorithm. We obtain a rate of metastability (in the sense of T. Tao) and also a rate of…

Functional Analysis · Mathematics 2020-01-01 Pedro Pinto

We study projective stationary sets. The Projective Stationary Reflection principle is the statement that every projective stationary set contains an increasing continuous $\in$--chain of length $\omega_1$. We show that if Martin's Maximum…

Logic · Mathematics 2009-09-25 Qi Feng , Thomas Jech

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

In this paper we investigate some strong convergence theorems for partial sums with respect to Vilenkin system.

Classical Analysis and ODEs · Mathematics 2018-06-12 G. Tutberidze

A fully nonlinear, time-asymptotic theory of resonant particle trapping in large-amplitude quasi-parallel Alfven waves is presented. The effect of trapped particles on the nonlinear dynamics of quasi-stationary Alfvenic discontinuities and…

Plasma Physics · Physics 2007-05-23 M. V. Medvedev , P. H. Diamond , M. N. Rosenbluth , V. I. Shevchenko

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

Probability · Mathematics 2020-07-28 Moritz Jirak

The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…

Mathematical Physics · Physics 2012-07-25 Emanuel Gluskin , Shmuel Miller

For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to L\'evy stable process in the Skorohod space with $J_1$-topology. We identify necessary and sufficient conditions for…

Probability · Mathematics 2010-07-27 Marta Tyran-Kaminska

We show that strongly monotone systems of ordinary differential equations which have a certain translation-invariance property are so that all solutions converge to a unique equilibrium. The result may be seen as a dual of a well-known…

Classical Analysis and ODEs · Mathematics 2007-05-23 David Angeli , Eduardo D. Sontag

This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances…

Probability · Mathematics 2022-03-22 Cosma Rohilla Shalizi

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners

We prove exponential convergence to the stationary measure for a class of 1d Lagrangian systems with random forcing in the space-periodic setting: $$ \phi_t+\phi_x^2/2=F^{\omega}, x \in S^1 = \mathbb{R}/\mathbb{Z}. $$ This confirms a part…

Dynamical Systems · Mathematics 2016-08-05 Alexandre Boritchev

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

Probability · Mathematics 2015-05-22 Dalibor Volny , Michael Woodroofe

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

Using an elementary argument, we prove new fixed point theorems for classical elliptic complexes. We obtain new results for conformal relations and coisotropic intersections. We obtain theorems for the average intersections of families of…

Differential Geometry · Mathematics 2007-05-23 Mark Stern

This article introduces three invariance principles under which P is different from NP. In the second part a theorem of convergence is proven. This theorem states that for any language L there exists an infinite sequence of languages from…

Computational Complexity · Computer Science 2007-05-23 Mircea Alexandru Popescu Moscu

We present a new technique for proving empirical process invariance principle for stationary processes $(X_n)_{n\geq 0}$. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound…

Probability · Mathematics 2008-10-01 Herold Dehling , Olivier Durieu , Dalibor Volný
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