Related papers: Invariance principle via orthomartingale approxima…

Inhomogeneous essential boundary conditions can be appended to a well-posed PDE to lead to a combined variational formulation. The domain of the corresponding operator is a Sobolev space on the domain $\Omega$ on which the PDE is posed,…

We consider Galton-Watson trees associated with a critical offspring distribution and conditioned to have exactly $n$ vertices. These trees are embedded in the real line by affecting spatial positions to the vertices, in such a way that the…

We show that the Einstein covariance principle provides an opportunity to generate infinitely many solutions of given covariant equation from a known one. With use of this statement we derive exact expressions for charge and current…

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 prove a fiberwise almost sure invariance principle for random piecewise expanding transformations in one and higher dimensions using recent developments on martingale techniques.

The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35…

In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…

We investigate variational principles for the approximation of quantum dynamics that apply for approximation manifolds that do not have complex linear tangent spaces. The first one, dating back to McLachlan (1964) minimizes the residuum of…

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…

We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…

We study the computation of local approximations of invariant manifolds of parabolic fixed points and parabolic periodic orbits of periodic vector fields. If the dimension of these manifolds is two or greater, in general, it is not possible…

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

A key observation underlying this paper is the fact that the range invariance condition for convergence of regularization methods for nonlinear ill-posed operator equations -- such as coefficient identification in partial differential…