Related papers: A Glivenko-Cantelli Theorem for almost additive fu…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

Many results related to quantitative problems in the metric theory of Diophantine approximation are asymptotic, such as the number of rational solutions to certain inequalities grows with the same rate almost everywhere modulo an asymptotic…

A theorem of Hoischen states that given a positive continuous function $\varepsilon:\mathbb{R}\to\mathbb{R}$, an integer $n\geq 0$, and a closed discrete set $E\subseteq\mathbb{R}$, any $C^n$ function $f:\mathbb{R}\to\mathbb{R}$ can be…

We provide a new global small-gain theorem for feedback interconnections of monotone input-output systems with multi-valued input-state characteristics. This extends a recent small-gain theorem of Angeli and Sontag for monotone systems with…

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…

We construct, under the assumption that union of less than continuum many meager subsets of R is meager in R, an additive connectivity function f:R-->R with Cantor intermediate value property which is not almost continuous. This gives a…

We propose a nonparametric method for estimating the conditional quantile function that admits a generalized additive specification with an unknown link function. This model nests single-index, additive, and multiplicative quantile…

We generalize the strategy presented in Refs. [1, 2], and propose general conditions for a measure of total correlations to be an entanglement monotone using its pure (and mixed) convex-roof extension. In so doing, we derive crucial…

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

The Khintchine-Groshev theorem in Diophantine approximation theory says that there is a dichotomy of the Lebesgue measure of sets of $\psi$-approximable numbers, given a monotonic function $\psi$. Allen and Ram\'irez removed the…

Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…

We extend almost everywhere convergence in Wiener-Wintner ergodic theorem for $\sigma$-finite measure to a generally stronger almost uniform convergence and present a larger, universal, space for which this convergence holds. We then extend…

We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of…

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

We take the first steps to develop Conley-Zehnder Theory, as conjectured by Arnold, in the world of probability. As far as we know, this paper provides the first probabilistic theorems about the density of fixed points of symplectic twist…

We establish that a mode-coupling approximation for the dynamics of multi-component systems obeying Smoluchowski dynamics preserves a subtle yet fundamental property: the matrices of partial density correlation functions are completely…

We consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability…

This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…