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Related papers: Weak Convergence of Stationary Empirical Processes

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We give the asymptotic behavior of the Mann-Whitney U-statistic for two independent stationary sequences. The result applies to a large class of short-range dependent sequences, including many non-mixing processes in the sense of…

Statistics Theory · Mathematics 2016-11-22 Jérôme Dedecker , Guillaume Saulière

We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result suggests various Gaussianity tests with an asymptotic…

Statistics Theory · Mathematics 2007-06-13 Domenico Marinucci , Mauro Piccioni

The weak variance-alpha-gamma process is a multivariate L\'evy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It generalises the variance-alpha-gamma…

Methodology · Statistics 2018-07-30 Boris Buchmann , Kevin W. Lu , Dilip B. Madan

The time evolution of the two-time conditional probability of the classical stochastic process is described in an analogous form of the quantum mechanical wave equations. By using it, we emulate the same strange behaviors as those of the…

Statistical Mechanics · Physics 2012-01-11 Hiroyuki Tomita

We consider $\alpha$-mixing observations and deal with the estimation of the conditional mode of a scalar response variable $Y$ given a random variable $X$ taking values in a semi-metric space. We provide a convergence rate in $L^p$ norm of…

Applications · Statistics 2008-12-31 Sophie Dabo-Niang , Ali Laksaci

In this paper, we prove first that the iterates of a mean nonexpansive map defined on a weakly compact, convex set converge weakly to a fixed point in the presence of Opial's property and asymptotic regularity at a point. Next, we prove the…

Functional Analysis · Mathematics 2016-11-30 Torrey M. Gallagher

Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…

Statistics Theory · Mathematics 2022-02-02 Dirk-Philip Brandes , Imma Valentina Curato , Robert Stelzer

We prove that an iterated function system of similarities on $\mathbb{R}$ that satisfies the weak separation condition and has an interval as its self-similar set satisfies the stronger generalized finite type condition. It is unknown if…

Dynamical Systems · Mathematics 2021-12-07 Kathryn E. Hare , Kevin G. Hare , Alex Rutar

Let $(X_{\underline{\ell}})_{\underline{\ell} \in \mathbb Z^d}$ be a real random field (r.f.) indexed by $\mathbb Z^d$ with common probability distribution function $F$. Let $(z_k)_{k=0}^\infty$ be a sequence in $\mathbb Z^d$. The empirical…

Probability · Mathematics 2023-01-30 Guy Cohen , Jean-Pierre Conze

We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates of convergence for to the empirical…

Statistics Theory · Mathematics 2011-02-23 Pawel Lorek , Rafal Kulik

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…

Probability · Mathematics 2017-03-08 Farzad Sabzikar , Donatas Surgailis

We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider the convergence of the backward iterations of dependent…

Statistics Theory · Mathematics 2020-10-21 Max Zinsou Debaly , Lionel Truquet

We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…

Probability · Mathematics 2012-07-11 François Roueff , Gennady Samorodnitsky , Philippe Soulier

We extend the idea of weak measurements to the general case, provide a complete treatment and obtain results for both the regime when the pre-selected and post-selected states (PPS) are almost orthogonal and the regime when they are exactly…

Quantum Physics · Physics 2015-03-17 Shengjun Wu , Yang Li

The average result of a weak measurement of some observable $A$ can, under post-selection of the measured quantum system, exceed the largest eigenvalue of $A$. The nature of weak measurements, as well as the presence of post-selection and…

Quantum Physics · Physics 2014-11-13 Matthew F. Pusey

In this paper, we introduce and characterize the concept of directional weak mixing through independence, sequence entropy, the mean ergodic theorem, and other notions. Additionally, we deduce a directional version of the Koopman-von…

Dynamical Systems · Mathematics 2023-12-12 Chunlin Liu

We analyze the convergence behavior of \emph{globally weakly} and \emph{locally strongly contracting} dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence…

Optimization and Control · Mathematics 2024-05-17 Veronica Centorrino , Alexander Davydov , Anand Gokhale , Giovanni Russo , Francesco Bullo

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

Due to the reduced probability of successful post-selection, the weak-value amplification seems to be unavailable for the parameter-estimation. Here, we show theoretically that, some effects due to the weak interactions present only in the…

Quantum Physics · Physics 2015-01-23 Miao Zhang

We show that the recently proposed weak gravity conjecture\cite{AMNV0601} can be extended to a class of scalar field theories. Taking gravity into account, we find an upper bound on the gravity interaction strength, expressed in terms of…

High Energy Physics - Theory · Physics 2010-02-03 Miao Li , Wei Song , Yushu Song , Tower Wang