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The univariate extreme value theory deals with the convergence in type of powers of elements of sequences of cumulative distribution functions on the real line when the power index gets infinite. In terms of convergence of random variables,…

Probability · Mathematics 2018-10-04 Gane Samb Lo , Modou Ngom , Tchilabola Abozou Kpanzou , Mouminou Diallo

We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…

Econometrics · Economics 2026-02-03 Bruce E. Hansen , Seojeong Lee

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

Convergence rates in spectral regularization methods quantify the approximation error in inverse problems as a function of the noise level or the number of sampling points. Classical strong convergence rate results typically rely on source…

Numerical Analysis · Mathematics 2025-12-05 Sabrina Guastavino , Gabriele Santin , Francesco Marchetti , Federico Benvenuto

We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…

Probability · Mathematics 2012-07-26 Nicholas Pippenger

We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…

Methodology · Statistics 2013-05-13 Manfred Denker , Lucia Tabacu

Continuity is one of the most central notions in mathematics, physics, and computer science. An interesting associated topic is decompositions of continuity, where continuity is shown to be equivalent to the combination of two or more weak…

Logic · Mathematics 2024-12-23 Sam Sanders

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

Functional Analysis · Mathematics 2020-10-01 Lassi Paunonen , David Seifert

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

Probability · Mathematics 2009-10-26 Márton Ispány , Gyula Pap

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

Statistics Theory · Mathematics 2016-08-12 E. Ostrovsky , L. Sirota

The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…

Number Theory · Mathematics 2023-11-02 Victor Volfson

Two classical results characterizing regularity of a convergence space in terms of continuous extensions of maps on one hand, and in terms of continuity of limits for the continuous convergence on the other, are extended to…

General Topology · Mathematics 2014-10-31 Eva Colebunders , Frédéric Mynard , Will Trott

A relation is obtained between weak values of quantum observables and the consistency criterion for histories of quantum events. It is shown that ``strange'' weak values for projection operators (such as values less than zero) always…

Quantum Physics · Physics 2007-05-23 R. E. Kastner

It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…

Statistics Theory · Mathematics 2010-06-09 Radhendushka Srivastava , Debasis Sengupta

The Cram\'er-Wold device characterises weak convergence of probability measures on $\mathbb{R}^d$ through convergence of all one-dimensional projected laws. We prove that, if the target projected laws are moment-determinate for…

Probability · Mathematics 2026-04-14 Alejandro Cholaquidis , Manuel Hernandez Banadik

Identifying when observed statistics cannot be explained by any reasonable classical model is a central problem in quantum foundations. A principled and universally applicable approach to defining and identifying nonclassicality is given by…

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

Methodology · Statistics 2016-07-14 Hajo Holzmann , Bernhard Klar

We present a technique for approximating generic normalization constants subject to constraints. The method is then applied to derive the exact asymptotics for the conditional normalization constant of constrained exponential random graphs.

Probability · Mathematics 2015-08-05 Mei Yin

This paper establishes a direct, robust and intimate connection between (i) non classicality tests for various quantum features, e.g., non-Boolean logic, quantum coherence, nonlocality, quantum entanglement, quantum discord; (ii) negative…

Quantum Physics · Physics 2021-10-26 Sooryansh Asthana , V. Ravishankar