Related papers: Functional weak convergence of partial maxima proc…

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

We exhibit rationally ergodic, weakly mixing measure preserving transformations which are not subsequence rationally weakly mixing and give a condition for smoothness of renewal sequences.

For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under distinct sets of assumptions, establishing strong duality over…

Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…

We prove in this paper the weak consistency of a general finite volume convection operator acting on discrete functions which are possibly not piecewise-constant over the cells of the mesh and over the time steps. It yields an extension of…

We introduce the notion of weak minimizer in set optimization. Necessary and sufficient conditions in terms of scalarized variational inequalities of Stampacchia and Minty type, respectively, are proved. As an application, we obtain…

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures $\mu_n\stackrel{w}\to\mu_0,$ as $n\to \infty$, then there exist a probability space $(\Omega,…

We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

Let $W$ denote the Brownian motion. For any exponentially bounded Borel function $g$ the function $u$ defined by $u(t,x)= \mathbb{E}[g(x{+}\sigma W_{T-t})]$ is the stochastic solution of the backward heat equation with terminal condition…

We construct an increasing sequence of natural numbers $(m_n)_{n=1}^{+\infty}$ with the property that $(m_n \th [1])_{n\geq 1}$ is dense in $\T$ for any $\th \in \R\setminus \Q$, and a continuous measure on the circle $\mu$ such that…

Monotonicity with respect to all arguments is fundamental to the definition of aggregation functions. It is also a limiting property that results in many important non-monotonic averaging functions being excluded from the theoretical…

This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…

We consider a $d$-dimensional branching particle system in a random environment. Suppose that the initial measures converge weakly to a measure with bounded density. Under the Mytnik-Sturm branching mechanism, we prove that the…

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

We prove that a continuous linear operator $T$ on a topological vector space $X$ with weak topology is mixing if and only if the dual operator $T'$ has no finite dimensional invariant subspaces. This result implies the characterization of…

In this paper we prove necessary conditions for the boundedness of fractional operators on the variable Lebesgue spaces. More precisely, we find necessary conditions on an exponent function $\pp$ for a fractional maximal operator $M_\alpha$…