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For an m-dimensional multivariate extreme value distribution there exist 2^{m}-1 exponent measures which are linked and completely characterise the dependence of the distribution and all of its lower dimensional margins. In this paper we…
A multivariable version of the strong maximal function is introduced and a sharp distributional estimate for this operator in the spirit of the Jessen, Marcinkiewicz, and Zygmund theorem is obtained. Conditions that characterize the…
This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…
We show weak convergence of quantile and expectile processes to Gaussian limit processes in the space of bounded functions endowed with an appropriate semimetric which is based on the concepts of epi- and hypo convergence as introduced in…
The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…
We show that weak solutions of the relativistic Vlasov-Maxwell system preserve the total energy provided that the electromagnetic field is locally of bounded variation and, for any $\lambda$> 0, the one-particle distribution function has a…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…
The weak-strong uniqueness of solutions to a broad class of cross-diffusion systems with volume filling is established. In general, the diffusion matrices are neither symmetric nor positive definite. This issue is overcome by supposing that…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
We describe here a framework for a certain class of multiscale likelihood factorizations wherein, in analogy to a wavelet decomposition of an L^2 function, a given likelihood function has an alternative representation as a product of…
In this paper, we introduce a new notion of convergence for the Laplace eigenfunctions in the semiclassical limit, the local weak convergence. This allows us to give a rigorous statement of Berry's random wave conjecture. Using recent…
The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…
Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized…
Although the weak nonleptonic amplitudes of the Standard Model are notoriously difficult to calculate, we have produced a modified weak matrix element which can be analyzed using reliable methods. This hypothetical nonleptonic matrix…
We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…
In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…
This paper establishes a strict mathematical relationship between an arbitrary continuous function on a compact set and its global minima, like the well-known first order optimality condition for convex and differentiable functions. By…
In this paper, we explain some facts on the discrete case of weak KAM theory. In that setting, the Lagrangian is replaced by a cost $c:X\times X \to \mathbb{R}$, on a "reasonable" space $X$. This covers for example the case of periodic…
We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…
For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…