Related papers: On the set of limit points of conditionally conver…

Given a sequence $(M^n)^{\infty}_{n=1}$ of nonnegative martingales starting at $M^n_0=1$, we find a sequence of convex combinations $(\widetilde{M}^n)^{\infty}_{n=1}$ and a limiting process $X$ such that…

Assume that $\mathcal{I}$ is an ideal on $\mathbb{N}$, and $\sum_n x_n$ is a divergent series in a Banach space $X$. We study the Baire category, and the measure of the set $A(\mathcal{I}):=\left\{t \in \{0,1\}^{\mathbb{N}} \colon \sum_n…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Given a Schauder basic sequence $(x_k)$ in a Banach lattice, we say that $(x_k)$ is bibasic if the expansion of every vector in $[x_k]$ converges not only in norm, but also in order. We prove that, in this definition, order convergence may…

Let $\{X, X_{n}; n \geq 1 \}$ be a sequence of i.i.d. $\mathbf{B}$-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. This note is devoted to study the classical central limitr theorem for subsequences of sums of…

Answering one problem that has its origins in quantum mechanics, we prove that for any sequence $(A_n)_{n\in\mathbb N}$ of convex nowhere dense sets in a Banach space $X$ and any sequence $(\varepsilon_n)_{n=1}^\infty$ of positive real…

We consider the adjoint restriction inequality associated to the hypersurface $\{(\tau, \xi) : \tau = \pm|\xi|^2, \;\xi \in \mathbb{R}^d\}$ at the Stein-Tomas exponent. Extremizers exist in all dimensions and extremizing sequences are…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Several applications of Abel's partial summation formula to the convergence of series of positive vectors are presented. For example, when the norm of the ambient ordered Banach space is associated to a strong order unit, it is shown that…

Using the recently developed notion of permutation limits this paper derives the limiting distribution of the number of fixed points and cycle structure for any convergent sequence of random permutations, under mild regularity conditions.…

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

Let $X$ be a Banach lattice. A well-known problem arising from the theory of risk measures asks when order closedness of a convex set in $X$ implies closedness with respect to the topology $\sigma(X,X_n^\sim)$, where $X_n^\sim$ is the order…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to…

Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…

Let $1 \leq p <\infty$. A sequence $\lef x_n \rig$ in a Banach space $X$ is defined to be $p$-operator summable if for each $\lef f_n \rig \in l^{w^*}_p(X^*)$, we have $\lef \lef f_n(x_k)\rig_k \rig_n \in l^s_p(l_p)$. Every norm…

We study a convergence criterion which generalises the notion of being monotonically decreasing, and introduce a quantitative version of this criterion, a so called metastable rate of asymptotic decreasingness. We then present a concrete…