Related papers: Complete convergence theorem for stationary heavy …
We prove strong convergence theorems of some iterative algorithms in a real uniformly smooth Banach space. The results presented extend, generalize and improve the corresponding results recently announced by many authors.
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…
This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…
Using Zvonkin's transform and the Poisson equation in $R^d$ with a parameter, we prove the averaging principle for stochastic differential equations with time-dependent H\"older continuous coefficients. Sharp convergence rates with order…
The aim of this article is to refine a weak invariance principle for stationary sequences given by Doukhan & Louhichi (1999). Since our conditions are not causal our assumptions need to be stronger than the mixing and causal $\theta$-weak…
In this work, a convergence lemma for function $f$ being finite compositions of analytic mappings and the maximum operator is proved. The lemma shows that the set of $\delta$-stationary points near an isolated local minimum point $x^*$ is…
We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps,…
We introduce notions of stationarily ordered types and theories; the latter generalizes weak o-minimality and the first is a relaxed version of weak o-minimality localized at the locus of a single type. We show that forking, as a binary…
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…
We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we…
The main purpose of this paper is to find the fixed point in such cases where existing literature remain silent. In this paper we introduce partial completeness, a new type of contraction and many other definitions. Using this approach the…
Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an…
For a strictly stationary sequence of nonnegative regularly varying random variables $(X_{n})$ we study functional weak convergence of partial maxima processes $M_{n}(t) = \bigvee_{i=1}^{\lfloor nt \rfloor}X_{i},\,t \in [0,1]$ in the space…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We study functional convergence of sums of moving averages with random coefficients and heavy-tailed innovations. Under some standard moment conditions and the assumption that all partial sums of the series of coefficients are a.s. bounded…
When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…
We show the point-wise definiteness and some other properties of the energy-momentum tensor for a certain class of Euler-Lagrange equations under quite general conditions.
Let $\mathbb{R}=(-\infty,\infty)$, and let $Q\in C^1(\mathbb{R}): \mathbb{R}\rightarrow[0,\infty)$ be an even function. We consider the exponential weights $w(x)=e^{-Q(x)}$, $x\in \mathbb{R}$. In this paper we obtain a pointwise convergence…
We prove a new "Toeplitz exactness" theorem for strong convergence. This is a machine to upgrade strong convergence in the general setting of $C^\ast$-correspondences, and has several applications.
This paper introduce the notion of output contraction that expands the contraction notion to the time-varying nonlinear systems with output. It pertains to the systems' property that any pair of outputs from the system converge to each…