Related papers: Weak convergence theory for Poisson sampling desig…

We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…

It is well known that Mosco (type) convergence is a tool in order to verify weak convergence of finite dimensional distributions of sequences of stochastic processes. In the present paper we are concerned with the concept of Mosco type…

In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains…

This paper describes performance bounds for compressed sensing in the presence of Poisson noise when the underlying signal, a vector of Poisson intensities, is sparse or compressible (admits a sparse approximation). The signal-independent…

Compressed sensing is a theory which guarantees the exact recovery of sparse signals from a small number of linear projections. The sampling schemes suggested by current compressed sensing theories are often of little practical relevance…

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in $\mathbb{R}^k$. In some places, a more general formulation in metric spaces is provided. It lays out the necessary foundation…

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…

This paper is concerned with relationships of weakly mixing, topologically weakly mixing, and sensitivity for non-autonomous discrete systems. It is shown that weakly mixing implies topologically weakly mixing and sensitivity for measurable…

This paper discusses generalized weak rigidity theory, and aims to apply the theory to formation control problems with a gradient flow law. The generalized weak rigidity theory is utilized in order that desired formations are characterized…

In this paper we prove that any Poisson structure on a sheaf of Lie algebroids admits a weak deformation quantization, and give a sufficient condition for such a Poisson structure to admit an actual deformation quantization. We also answer…

Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…

The weak maximum principle of the isoparametric finite element method is proved for the Poisson equation under the Dirichlet boundary condition in a (possibly concave) curvilinear polyhedral domain with edge openings smaller than $\pi$,…

In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…

We study the weakly asymmetric simple exclusion process in one dimension. We prove sample path moderate deviation principles for the current and the tagged particle when the process starts from one of its stationary measures. We simplify…

We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…

In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…