Related papers: A note on joint functional convergence of partial …
In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…
In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…
Let $f \in C^2(\mathbb{T}^2)$ have mean value 0 and consider $$ \sup_{\gamma~{\tiny \mbox{closed geodesic}}}{~~~ \frac{1}{|\gamma|} \left| \int_{\gamma}{ f ~~d\mathcal{H}^1}\right| },$$ where $\gamma$ ranges over all closed geodesics…
Let $F$ be an ordered topological vector space (over $\mathbb{R}$) whose positive cone $F_+$ is weakly closed, and let $E \subseteq F$ be a subspace. We prove that the set of positive continuous linear functionals on $E$ that can be…
Consider a symmetric $\alpha$-stable L\'evy process with $\alpha\in (1,2)$. We study shifted small ball probabilities for these processes in the uniform topology, when the shift function is an arbitrary continuous function which starts at…
Some fixed point results are given for a class of functional contractions acting on (reflexive) triangular symmetric spaces. Technical connections with the corresponding theories over (standard) metric and partial metric spaces are also…
We construct a denotational model of linear logic, whose objects are all the locally convex and separated topological vector spaces endowed with their weak topology. The negation is interpreted as the dual, linear proofs are interpreted as…
We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…
Some limit theorems of the type $\int_{\Omega}f_n dm_n -- --> \int_{\Omega}f dm$ are presented for scalar, (vector), (multi)-valued sequences of m_n-integrable functions f_n. The convergences obtained, in the vector and multivalued…
The Birkhoff Ergodic Theorem establishes pointwise convergence for integrable observables, but for $f\notin L^1$, no normalization yields almost sure convergence. This paper investigates trimmed ergodic sums, where the largest observations…
Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. We assume without loss of generality that $\mu(X)=1.$ Consider the maximal function $\dis R^*:(f, g) \in L^p\times L^q \to R^*(f, g)(x) =…
We study the local topological zeta function associated to a complex function that is holomorphic at the origin of C^2 (respectively C^3). We determine all possible poles less than -1/2 (respectively -1). On C^2 our result is a…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…
We are concerned in this paper with the functional asymptotic behaviour of the sequence of stochastic processes T_{n}(f)=\sum_{j=1}^{j=k}f(j)(\log X_{n-j+1,n}-\log X_{n-j,n}), indexed by some classes $\mathcal{F}$ of functions $f:\mathbb{N}…
In this paper, we prove that the partial sum process of general orthogonal series is a geometric 2-rough process under the same condition as in Menshov-Rademacher Theorem. For Fourier series, the condition can be improved, and an equivalent…
In this article we will introduce the realised semicovariance for Brownian semistationary (BSS) processes, which is obtained from the decomposition of the realised covariance matrix into components based on the signs of the returns, and…
We correct a gap in the proof of a basic theorem by Jakubowski (1986) on the Skorohod topology on the space of functions on [0,1] with values in a completely regular topological space.
We derive, by means of variational techniques, a limiting description for a class of integral functionals under linear differential constraints. The functionals are designed to encode the energy of a high-contrast composite, that is, a…