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We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on…

Probability · Mathematics 2007-05-23 David M. Mason

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

Probability · Mathematics 2015-05-22 Dalibor Volny , Michael Woodroofe

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

Probability · Mathematics 2014-05-13 George Deligiannidis , Magda Peligrad , Sergey Utev

The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment the data. Issues arising from kernel density and distribution…

Computation · Statistics 2022-03-28 Maximilian Coblenz , Oliver Grothe , Klaus Herrmann , Marius Hofert

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

In this paper, we introduce a fundamental model for independent and identically distributed sequence with model uncertainty on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels. Thanks…

Probability · Mathematics 2023-07-25 Xiaofan Guo , Xinpeng Li

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

Probability · Mathematics 2018-04-10 Khanh Duy Trinh

In this paper, we propose a framework for the control of mobile robots subject to temporal logic specifications using barrier functions. Complex task specifications can be conveniently encoded using linear temporal logic. In particular, we…

Robotics · Computer Science 2020-03-31 Mohit Srinivasan , Samuel Coogan

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

Probability · Mathematics 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

This article studies bootstrap inference for high dimensional weakly dependent time series in a general framework of approximately linear statistics. The following high dimensional applications are covered: (1) uniform confidence band for…

Statistics Theory · Mathematics 2014-08-12 Xianyang Zhang , Guang Cheng

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data applications,…

Methodology · Statistics 2020-11-17 Ufuk Beyaztas , Han Lin Shang

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

Probability · Mathematics 2016-09-28 Alessandro Arlotto , J. Michael Steele

We study the constraints of crossing symmetry and unitarity for conformal field theories in the presence of a boundary, with a focus on the Ising model in various dimensions. We show that an analytic approach to the bootstrap is feasible…

High Energy Physics - Theory · Physics 2015-06-11 Pedro Liendo , Leonardo Rastelli , Balt C. van Rees

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d > 5\alpha /2$. Our approach is based on…

Probability · Mathematics 2021-04-20 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in $\R^d$ with anisotropic space motion and weakly degenerate splitting ability. In the case of large dimensions, our limit…

Probability · Mathematics 2011-08-08 Yuqiang Li , Yimin Xiao

We present two related anytime algorithms for control of nonlinear systems when the processing resources available are time-varying. The basic idea is to calculate tentative control input sequences for as many time steps into the future as…

Optimization and Control · Mathematics 2013-08-09 Daniel E. Quevedo , Vijay Gupta

We construct a flow of continuous time and discrete state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses over the positive…

Probability · Mathematics 2012-04-13 Hui He , Rugang Ma