Related papers: Invariance principle for local time by quasi-compa…

We prove that when a sequence of L\'evy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a L\'evy process $X$, the sequence $L^{(n)}$ of local times at the supremum of $X^{(n)}$…

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

Control design for linear, time-invariant mechanical systems typically requires an accurate low-order approximation in the low frequency range. For example a series expansion of the transfer function around zero consisting of a mass,…

The paper introduces a general strategy for identifying strong local minimizers of variational functionals. It is based on the idea that any variation of the integral functional can be evaluated directly in terms of the appropriate…

Utilizing the notion of uniform equicontinuity for sequences of functions with the values in the space of measurable operators, we present a non-commutative version of the Banach Principle for $L^\infty$.

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…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…

We use the method of atomic decomposition and a new family of Banach spaces to study the action of transfer operators associated to piecewise-defined maps. It turns out that these transfer operators are quasi-compact even when the…

We present a novel family of continuous, linear time-frequency transforms adaptable to a multitude of (nonlinear) frequency scales. Similar to classical time-frequency or time-scale representations, the representation coefficients are…

We investigate a particular form of weak convergence of the local empirical process.

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…

The time derivative of a physical property often gives rise to another meaningful property. Since weak values provide empirical insights that cannot be derived from expectation values, this paper explores what physical properties can be…

Quantum Mechanical weak values are an interference effect measured by the cross-Wigner transform W({\phi},{\psi}) of the post-and preselected states, leading to a complex quasi-distribution {\rho}_{{\phi},{\psi}}(x,p) on phase space. We…

We give an overview of some applications of a general variational principle.

In this paper we prove that if $X $ is a Banach space, then for every lower semi-continuous bounded below function $f, $ there exists a $\left(\varphi_1, \varphi_2\right)-$convex function $g, $ with arbitrarily small norm, such that $f + g…

In this paper, we establish a universal variational characterization of the non-martingale components associated with weakly differentiable Wiener functionals in the sense of Le\~ao, Ohashi and Simas. It is shown that any Dirichlet process…

We prove a weak maximum principle for nonlocal symmetric stable operators. This includes the fractional Laplacian. The main focus of this work is the regularity of the considered function.

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…

Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…