Related papers: Limit theorems for Hilbert space-valued linear pro…

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

We establish a Law of Large Numbers and a Central Limit Theorem for a class of Crump Mode Jagers continuous time branching processes, where the birth rate is age dependent, and also random (different from one individual to the next), in the…

Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…

We prove the Weyl-von Neumann-Berg theorem for quaternionic right linear operators (not necessarily bounded) in a quaternionic Hilbert space: Let $N$ be a right linear normal (need not be bounded) operator in a quaternionic separable…

A sequence of operators $T_n$ from a Hilbert space ${\mathfrak H}$ to Hilbert spaces ${\mathfrak K}_n$ which is nondecreasing in the sense of contractive domination is shown to have a limit which is still a linear operator $T$ from…

We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain…

Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…

Based on the Wronski determinant, we propose the construction of linearly independent and orthogonal functions in any Hilbert function space. The method requires only an initial function from the space of functions under consideration, that…

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…

In this note the following theorem is proved. Let $\mathcal H$ and $\mathcal K$ be Hilbert spaces. Let $H_0$ be a self-adjoint operator on $\mathcal H,$ $F \colon \mathcal H \to \mathcal K$ be a closed $|H_0|^{1/2}$-compact operator, and $J…

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

The paper is concerned with the following question: if $A$ and $B$ are two bounded operators between Hilbert spaces $\mathcal{H}$ and $\mathcal{K}$, and $\mathcal{M}$ and $\mathcal{N}$ are two closed subspaces in $\mathcal{H}$, when will…

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. Assuming that $\xi_1$ has zero mean and finite variance and imposing three distinct groups of assumptions on the…

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and Laguerre ensembles. It was shown by Andraus, Katori, and Miyashita…

In this article, we prove a new functional limit theorem for the partial sum sequence $S_{[nt]}=\sum_{i=1}^{[nt]}X_i$ corresponding to a linear sequence of the form $X_i=\sum_{j \in \bZ}c_j \xi_{i-j}$ with i.i.d. innovations $(\xi_i)_{i \in…

In this article, we show a new general linear independence criterion related to values of $G$-functions, including the linear independence of values at algebraic points of contiguous hypergeometric functions, which is not known before. Let…