Related papers: On the Continuous Limit of Weak GARCH
Weak gravitational lensing observations probe the spectrum and evolution of density fluctuations and the cosmological parameters which govern them. The non-linear evolution of large scale structure produces a non-Gaussian signal which is…
In \cite{Elek} we proved that the limit of a weakly convergent sequence of finite graphs can be viewed as a graphing or a continuous field of infinite graphs. Thus one can associate a type $II_1$-von Neumann algebra to such graph sequences.…
The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under natural conditions. The distribution of any solution to the…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…
Concerning a discrete-time quantum walk X^{(d)}_t with a symmetric distribution on the line, whose evolution is described by the Hadamard transformation, it was proved by the author that the following weak limit theorem holds: X^{(d)}_t /t…
We examine the fluctuations of the empirical density measure for the colour version of the symmetric nearest neighbour zero range particle systems in dimension one. We show that the weak limit of these fluctuations is the solution of a…
We estimate contrasts $\int_0 ^1 \rho(F^{-1}(u)-G^{-1}(u))du$ between two continuous distributions $F$ and $G$ on $\mathbb R$ such that the set $\{F=G\}$ is a finite union of intervals, possibly empty or $\mathbb{R}$. The non-negative…
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…
In two recent papers by Veitch and Roy and by Borgs, Chayes, Cohn, and Holden, a new class of sparse random graph processes based on the concept of graphexes over $\sigma$-finite measure spaces has been introduced. In this paper, we…
We solved a stylized fact on a long memory process of volatility cluster phenomena by using Minkowski metric for GARCH(1,1) under assumption that price and time can not be separated. We provide a Yang-Mills equation in financial market and…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…
We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose regression kernel has $L^1$ norm close to one and power law tail of the form $x^{-(1+\alpha)}$, with $\alpha\in(0,1)$. We in particular prove that…
We propose and analyze a finite element method for a semi-stationary Stokes system modeling compressible fluid flow subject to a Navier-slip boundary condition. The velocity (momentum) equation is approximated by a mixed finite element…
\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…
In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic…
This paper is concerned with a compressible MHD equations describing the evolution of viscous non-resistive fluids in piecewise regular bounded Lipschitz domains. Under the general inflow-outflow boundary conditions, we prove existence of…
We investigate the non-relativistic limit of the Klein--Gordon equation for mixed scalar particles and show that, in this regime, one unavoidably arrives at redefining the particle's inertial mass. This happens because, in contrast to the…
We establish an existence result for weak solutions to an aggregation-diffusion-reaction equation with a constraint, arising in the modelling of multiple sclerosis. The model is derived from a general chemotaxis-type framework and describes…
We prove a $\Gamma$-convergence result for space dependent weak membrane energies, that is for 'truncated quadratic potentials', that are quadratic below some threshold (depending on the pair of points that we are considering) and constant…