Related papers: A Constructive Brownian Limit Theorem

We revisit a result of Uchiyama (1980): given that a certain integral test is satisfied, the rate of the probability that Brownian motion remains below the moving boundary $f$ is asymptotically the same as for the constant boundary. The…

For most purposes, one can replace the use of Rolle's theorem and the mean value theorem, which are not constructively valid, by the law of bounded change. The proof of two basic results in numerical analysis, the error term for Lagrange…

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…

We provide a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction; and the input…

H. J. Schwartz proved in his thesis (1969) that a nonzero bounded operator on Hardy spaces $(H^p, 1\leq p\leq\infty)$ is almost multiplicative if and only if it is a composition operator. But, his proof has a gap. In this article, we show…

We prove in Theorem $2.2$ that the multiplicatively closed subset generated by at most two elements in the set of natural numbers $\mathbb{N}$ has arbitrarily large gaps by explicitly constructing large integer intervals with known prime…

We prove a theorem which provides a method for constructing points on varieties defined by certain smooth functions. We require that the functions are definable in a definably complete expansion of a real closed field and are locally…

We investigate various boundary decay estimates for $p(\cdot)$-harmonic functions. For domains in $\mathbb{R}^n, n\geq 2$ satisfying the ball condition ($C^{1,1}$-domains) we show the boundary Harnack inequality for $p(\cdot)$-harmonic…

In this paper, we prove functional limit theorems for P\'olya urn processes whose number of draws and initial number of balls tend to infinity together. This is motivated by recent work of Borovkov [5], where they prove a functional limit…

Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…

The theory of boundary regularity for $p$-harmonic functions is extended to unbounded open sets in complete metric spaces with a doubling measure supporting a $p$-Poincar\'e inequality, $1<p<\infty$. The barrier classification of regular…

We present a constructive proof of Tychonoff's fixed point theorem in a locally convex space for sequentially locally non-constant functions, As a corollary to this theorem we also present Schauder's fixed point theorem in a Banach space…

In this paper, we present a computer-assisted framework for constructive proofs of existence for stationary solutions to one-dimensional parabolic PDEs and the rigorous determination of their linear stability. By expanding solutions in…

Let $M$ be a connected complete noncompact $n$-dimensional Riemannian manifold with a base point $p \in M$ whose radial sectional curvature at $p$ is bounded from below by that of a noncompact surface of revolution which admits a finite…

Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…

The standard functional central limit theorem for a renewal process with finite mean and variance, results in a Brownian motion limit. This note shows how to obtain a Brownian bridge process by a direct procedure that does not involve…

We generalize the validity criterion for the infinitary proof system of the multiplicative additive linear logic with fixed points. Our criterion is designed to take into account axioms and cuts. We show that it is sound and enjoys the cut…

Border's theorem gives an intuitive linear characterization of the feasible interim allocation rules of a Bayesian single-item environment, and it has several applications in economic and algorithmic mechanism design. All known…

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

We prove relative Fatou's theorem for nonnegative harmonic functions with respect to a large class of killed subordinate Brownian motions with Gaussian components in bounded $C^{1,1}$ open sets in $\mathbb{R}^{d}$, $d\geq 2$, which asserts…