Related papers: Weak convergence of quantile and expectile process…

We derive necessary and sufficient conditions for epi-convergence in distribution of normal integrands. As a basic tool for the proof a new characterisation for distributional convergence of random closed sets is used. Our approach via the…

Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…

In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in…

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

For log-correlated Gaussian fields on $\mathbb{R}^d$ with $d \geq 2$, Ding-Gwynne-Zhuang (2023) established the existence of subsequential limits of exponential metrics obtained from appropriate approximations. For $\gamma \in…

A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

Let $H$ be a Hilbert space. We investigate the properties of weak limit points of iterates of random projections onto $K\geq 2$ closed convex sets in $H$ and the parallel properties of weak limit points of residuals of random greedy…

This paper explores the well known approximation approach to decide weak bisimilarity of Basic Parallel Processes. We look into how different refinement functions can be used to prove weak bisimilarity decidable for certain subclasses. We…

The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

Let $(X_n)$ be a sequence of random variables with values in a standard Borel space $S$. We investigate the condition \begin{gather}\label{x56w1q} E\bigl\{f(X_{n+1})\mid X_1,\ldots,X_n\bigr\}\,\quad\text{converges in probability,}\tag{*}…

The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but…

For certain subordinators $(X_t)_{t\ge 0}$ it is shown that the process $(-t\log X_{ts})_{s>0}$ tends to an extremal process $(\hat\eta_s)_{s>0}$ in the sense of convergence of the finite dimensional distributions. Additionally it is also…

For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the area of sieve estimators, mollifier smoothing,…

We prove weak convergence on the Skorokhod space of Galton-Watson processes with immigration, properly normalized, under the assumption that the tail of the immigration distribution has a logarithmic decay. The limits are extremal shot…

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose…

In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…