Related papers: Asymptotic Stability of Empirical Processes and Re…

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…

This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

Consider a sequence of estimators $\hat \theta_n$ which converges almost surely to $\theta_0$ as the sample size $n$ tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time $\hat \theta_n$ is…

Let $X=\{X_n: n\in\mathbb{N}\}$ be the linear process defined by $X_n=\sum^{\infty}_{j=1} a_j\varepsilon_{n-j}$, where the coefficients $a_j=j^{-\beta}\ell(j)$ are constants with $\beta>0$ and $\ell$ a slowly varying function, and the…

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…

Let X be a second order random process indexed by a compact interval [0,T]. Assume that n independent realizations of X are observed on a fixed grid of p time points. Under mild regularity assumptions on the sample paths of X, we show the…

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

Let $\{X_{n}(t), t\in[0,\infty)\}, n\in\mathbb{N}$ be a sequence of centered dependent stationary Gaussian processes. The limit distribution of $\sup_{t\in[0,T(n)]}|X_{n}(t)|$ is established as $r_{n}(t)$, the correlation function of…

Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

The notion of metric plays a key role in machine learning problems such as classification, clustering or ranking. However, it is worth noting that there is a severe lack of theoretical guarantees that can be expected on the generalization…