Related papers: Weak Convergence of Stationary Empirical Processes
Given an It\=o semimartingale with a time-homogeneous jump part observed at high frequency, we prove weak convergence of a normalized truncated empirical distribution function of the L\'evy measure to a Gaussian process. In contrast to…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…
A weak measurement performed on a pre- and post-selected quantum system can result in an average value that lies outside of the observable's spectrum. This effect, usually referred to as an "anomalous weak value", is generally believed to…
A weakly dependent time series regression model with multivariate covariates and univariate observations is considered, for which we develop a procedure to detect whether the nonparametric conditional mean function is stable in time against…
We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…
In this paper we prove that the Anzellotti pairing can be regarded as a relaxed functional with respect to the weak* convergence in the space BV of functions of bounded variation. The crucial tool is a preliminary integral representation of…
Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integral now play a major role in the modern statistics theory. In this paper, we obtain the weak convergence of various general…
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…
We consider the median of n independent Brownian motions, and show that this process, when properly scaled, converges weakly to a centered Gaussian process. The chief difficulty is establishing tightness, which is proved through direct…
Recently it has been shown that cumulants significantly simplify the analysis of multipartite weak measurements. Here we consider the mathematical structure that underlies this, and find that it can be formulated in terms of what we call…
A weak asynchronous system is a trace monoid with a partial action on a set. A polygonal morphism between weak asynchronous systems commutes with the actions and preserves the independence of events. We prove that the category of weak…
In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and…
In this paper, we introduce a new category of simplicial effects that extends the categories of effect algebras and their multi-object counterpart, effect algebroids. Our approach is based on relaxing the associativity condition satisfied…
Classical mean-value results of Wirsing type in analytic number theory are established under weaker than classical conditions.
The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…
We give a simple, elementary proof that a uniform algebra is weakly sequentially complete if and only if it is finite-dimensional.
In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…
New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…