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We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

Probability · Mathematics 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…

Probability · Mathematics 2019-07-03 Francesco Caravenna , Ron Doney

This work is dedicated to the stability analysis of time-delay systems with a single constant delay using the Lyapunov-Krasovskii theorem. This approach has been widely used in the literature and numerous sufficient conditions of stability…

Optimization and Control · Mathematics 2022-07-19 Mathieu Bajodek , Alexandre Seuret , Frédéric Gouaisbaut

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

Statistics Theory · Mathematics 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Xuyang Lou , Yuchun Li , Ricardo G. Sanfelice

The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…

Probability · Mathematics 2025-10-17 Lorick Huang , V Konakov

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Probability · Mathematics 2022-10-24 Arturo Jaramillo , James Melbourne

The purpose of this paper is to formulate sufficient existence conditions for a critical equation involving the $p(x)$-Laplacian posed in $\mathbb{R}^N$. This equation is critical in the sense that the source term has the form…

Analysis of PDEs · Mathematics 2015-11-17 Nicolas Saintier , Analia Silva

We prove the existence of quasi-left continuous semimartingales with continuous local semimartingale characteristics which satisfy a Lyapunov-type or a linear growth condition, where latter takes the whole history of the paths into…

Probability · Mathematics 2019-09-02 David Criens

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

Probability · Mathematics 2007-06-13 Oliver Johnson , Richard Samworth

We study local (also referred to as small-signal) stability of a network of identical DC/AC converters having a rotating degree of freedom. We develop a stability theory for a class of partitioned linear systems with symmetries that has…

Optimization and Control · Mathematics 2020-11-12 Taouba Jouini , Florian Dörfler

We provide an introduction to logarithmic potential theory in the complex plane that particularly emphasizes its usefulness in the theory of polynomial and rational approximation. The reader is invited to explore the notions of Fekete…

Classical Analysis and ODEs · Mathematics 2010-10-20 E. B. Saff

The classical Artin--Whaples approximation theorem allows to simultaneously approximate finitely many different elements of a field with respect to finitely many pairwise inequivalent absolute values. Several variants and generalizations…

Commutative Algebra · Mathematics 2021-02-16 Sylvy Anscombe , Philip Dittmann , Arno Fehm

When given a class of functions and a finite collection of sets, one might be interested whether the class in question contains any function whose domain is a subset of the union of the sets of the given collection and whose restrictions to…

Logic · Mathematics 2019-03-14 Dimiter Skordev

Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the parameter space. We consider large sample asymptotics for the…

Statistics Theory · Mathematics 2009-04-03 Mathias Drton

We study approximate equivalence relations up to commensurability, in the presence of a definable measure. As a basic framework, we give a presentation of probability logic based on continuous logic. Hoover's normal form is valid here; if…

Logic · Mathematics 2024-07-30 Ehud Hrushovski

One of the purposes in this paper is to provide a better understanding of the alternance property which occurs in Chebyshev polynomial approximation and piecewise polynomial approximation problems. In the first part of this paper, we…

Numerical Analysis · Mathematics 2018-01-23 Jean-Pierre Crouzeix , Nadezda Sukhorukova , Julien Ugon

Analogous to Kolmogorov's theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures, as limits of inverse measure systems.…

Probability · Mathematics 2025-05-16 B. J. K. Kleijn
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