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Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependence. We develop a novel test of model incompleteness and…
The paper endeavours to solve the problem of the necessary and sufficient conditions for testing asymptotic stability of the equilibrium state without using a positive definite or semi-definite Lyapunov function for time-invariant nonlinear…
We study a class of Gibbs measures of classical particle spin systems with spin space $S=\mathbb{R}^{m}$ and unbounded pair interaction, living on a metric graph given by a typical realization $\gamma $ of a random point process in…
We discuss a gedanken experiment for the simultaneous measurement of the position and momentum of a particle in de Sitter spacetime. We propose an extension of the so-called generalized uncertainty principle (GUP) which implies the…
Recent investigations into asymptotic symmetries of gauge theory and gravity have illuminated connections between gauge field zero-mode sectors, the corresponding soft factors, and their classically observable counterparts -- so called…
We discuss the prospects for a consistent, nonlinear, partially massless (PM), gauge symmetry of bimetric gravity (BMG). Just as for single metric massive gravity, we show that consistency of BMG relies on it having a PM extension; we then…
We give an example of a sequential dynamical system consisting of intermittent-type maps which exhibits loss of memory with a polynomial rate of decay. A uniform bound holds for the upper rate of memory loss. The maps may be chosen in any…
It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases. In this work, we propose an alternative characterization…
The brisk progression of the industrial digital innovation, leading to high degree of automation and big data transfer in manufacturing technologies, demands continuous development of appropriate off-line metrology methods to support…
We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…
Discontinuity in density functions is of economic importance and interest. For instance, in studies on regression discontinuity designs, discontinuity in the density of a running variable suggests violation of the no-manipulation…
The existence of incompatible measurements is often believed to be a feature of quantum theory which signals its inconsistency with any classical worldview. To prove the failure of classicality in the sense of Kochen-Specker…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
We derive conditions for the existence of fixed points of cone mappings without assuming scalability of functions. Monotonicity and scalability are often inseparable in the literature in the context of searching for fixed points of…
The goal of this paper is to understand the conditional law of a stochastic process once it has been observed over an interval. To make this precise, we introduce the notion of a continuous disintegration: a regular conditional probability…
The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space of bounded functions and their weak convergence in the…
We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A supermartingale approach to Gaussian process based…
We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…
Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…