Related papers: Almost sure invariance principle for random piecew…
We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…
An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…
We study some special classes of piecewise continuous maps on a finite smooth partition of a compact manifold and look for invariant measures for such maps. We show that in the simplest one-dimensional case (so-called interval translation…
This paper introduces the concept of quasi $\alpha$-firmly nonexpansive mappings in Wasserstein spaces over $\mathbb R^d$ and analyzes properties of these mappings. We prove that for quasi $\alpha$-firmly nonexpansive mappings satisfying a…
The goal of this paper is to highlight the almost sure central limit theorem for martingales to the control community and to show the usefulness of this result for the system identification of controllable ARX(p,q) process in adaptive…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role as heavy traffic approximations for some stochastic networks.…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
We investigate the properties of absolutely continuous invariant probability measures (ACIPs), especially those measures with bounded variation densities, for piecewise area preserving maps (PAPs) on $\mathbb{R}^d$. This class of maps…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We prove that the rescaled costs of partial match queries in a random two-dimensional quadtree converge almost surely towards a random limit which is identified as the terminal value of a martingale. Our approach shares many similarities…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…
The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^\ve(t)}{dt}=\frac 1\ve\sig(X^\ve(t))\xi(t/\ve^2)+b(X^\ve(t)),\, t\in [0,T]$ and the discrete time…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…
We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…
We prove an almost sure invariance principle for the capacity and the cardinality of the range of a class of $\alpha$-stable random walks on the integer lattice $\mathbb{Z}^d$ with $d/\alpha > 5/2$, and $d/\alpha >3/2$, respectively. As a…
We prove that skew systems with a sufficiently expanding base have approximate exponential decay of correlations, meaning that the exponential rate is observed modulo an error. The fiber maps are only assumed to be Lipschitz regular and to…
For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…