Related papers: Invariance principles for local times in regenerat…
The McLachlan "minimum-distance" principle for optimizing approximate solutions of the time-dependent Schrodinger equation is revisited, with a focus on the local-in-time error accompanying the variational solutions. Simple, exact…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
We study a continuous time random walk, $X$, on ${\mathbb{Z}}^d$ in an environment of random conductances taking values in $(0,\infty)$. We assume that the law of the conductances is ergodic with respect to space shifts. We prove a quenched…
It is difficult to extract reliable criteria for causal locality from the limited ingredients found in textbook quantum theory. In the end, Bell humbly warned that his eponymous theorem was based on criteria that "should be viewed with the…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…
We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
The global steady state of a system in thermal equilibrium exponentially favors configurations with lesser energy. This principle is a powerful explanation of self-organization because energy is a local property of a configuration. For…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
Conservation and consistency are fundamental properties of discretizations of systems of hyperbolic conservation laws. Here, these concepts are extended to the realm of iterative methods by formally defining locally conservative and flux…
We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…