English
Related papers

Related papers: On limit theorems for functional autoregressive pr…

200 papers

This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of attraction of a max-semistable distribution. The main…

Probability · Mathematics 2024-09-02 Alef E. Sterk

In this article, we extend several relation-theoretic notions to topological spaces. We introduce relation preserving contraction mapping into topological spaces and utilize the same to extend Banach contraction principle in topological…

General Mathematics · Mathematics 2025-09-16 Md Hasanuzzaman , Abhishikta Das , Sumit Som

A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.

Probability · Mathematics 2022-01-11 Khoa Lê

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

Probability · Mathematics 2011-01-28 Herold Dehling , Olivier Durieu

In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.

Probability · Mathematics 2010-01-22 Elena Permyakova

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

Let $(e_i)$ be a fundamental system of a Banach space. We consider the problem of approximating linear combinations of elements of this system by linear combinations using quantized coefficients. We will concentrate on systems which are…

Functional Analysis · Mathematics 2015-05-13 P. G. Casazza , S. J. Dilworth , E. Odell , Th. Schlumprecht , Andras Zsak

In a recent paper~\cite{paper2}, we proposed the concept of optimal error bounds for an iterative process, which allows us to obtain the convergence result of the iterative sequence to the common fixed point of the nonexpansive mappings in…

Numerical Analysis · Mathematics 2025-10-21 Tan-Phuc Nguyen , Thai-Hung Nguyen , Tien-Khai Nguyen , Cong-Duy-Nguyen Nguyen , Trung-Hieu Huynh

In this article we propose a conception of mixed limits of functional spaces as the case, when the upper limit (projective limit of inductive limits) and the lower limit (inductive limit of projective limits) coincide as topological spaces,…

Operator Algebras · Mathematics 2021-02-26 Andrei Novikov , Zohreh Eskandarian , Zamira Kholmatova

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

Probability · Mathematics 2019-10-08 Danijel Krizmanic

In this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate…

Probability · Mathematics 2023-09-18 Frank den Hollander , Marco Zamparo

The finite section method is a classical scheme to approximate the solution of an infinite system of linear equations. We present quantitative estimates for the rate of the convergence of the finite section method on weighted $\ell…

Functional Analysis · Mathematics 2007-05-23 Karlheinz Gröchenig , Ziemowit Rzeszotnik , Thomas Strohmer

We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…

Probability · Mathematics 2025-08-26 Miguel González , Pedro Martín-Chávez , Inés del Puerto

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

The $m$-point nonlocal problem for the first order differential equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified provided that the operator…

Numerical Analysis · Mathematics 2010-01-27 Vitalii Vasylyk , Dmytro Sytnyk

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…

Probability · Mathematics 2023-07-13 Tristan Benoist , Jan-Luka Fatras , Clément Pellegrini

We introduce the operators "modified limit" and "accumulation" on a Banach space, and we use this to define what we mean by being internally computable over the space. We prove that any externally computable function from a computable…

Logic · Mathematics 2015-07-01 Dag Normann

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

Probability · Mathematics 2021-10-01 Gerold Alsmeyer

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev