Related papers: Almost sure invariance principle for random piecew…
Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
By a theorem of Volkov (2001) we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite "trapping" subgraph at all large times. The question of whether this tail behavior…
This work is concerned with forest and cumulant type expansions of general random variables on a filtered probability spaces. We establish a "broken exponential martingale" expansion that generalizes and unifies the exponentiation result of…
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…
Consider Bernoulli(1/2) percolation on $\mathbb{Z}^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make…
Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…
We derive the universality principle for empirical spectral distributions of sample covariance matrices and their Stieltjes transforms. This principle states the following. Suppose quadratic forms of random vectors $y_p$ in $R^p$ satisfy a…
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…
We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
Lur'e-type nonlinear systems are virtually ubiquitous in applied control theory, which explains the great interest they have attracted throughout the years. The purpose of this paper is to propose conditions to assess incremental asymptotic…
We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…
We present a variational principle governing the quasistatic evolution of a linearized elastoplastic material. In case of linear hardening, the novel characterization allows to recover and partly extend some known results and proves itself…
Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…
In this paper, we mainly establish the uncertainty principle (UP) for a function and its quaternion Fractional Fourier transform (QFrFT), as well as the UP for two QFrFTs. Using the polar representation of quaternion-valued signals, we give…
In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…
In this paper we generalize the continuous quaternion windowed Fourier transform called the multivariate two sided continuous quaternion windowed Fourier transform. Using the two sided quaternion Fourier transform we derive several…
We present a one-parameter family of continuous, piecewise affine, area preserving maps of the square, which are inspired by a dynamical system in game theory. Interested in the coexistence of stochastic and (quasi-)periodic behaviour, we…
In this paper, we establish Lasota-Yorke inequality for the Frobenius-Perron Operator of a piecewise expanding $C^{1+\varepsilon}$ map of an interval. By adapting this inequality to satisfy the assumptions of the Ionescu-Tulcea and…
In this article we quantify almost sure martingale convergence theorems in terms of the tradeoff between asymptotic almost sure rates of convergence (error tolerance) and the respective modulus of convergence. For this purpose we generalize…