Related papers: A robust $\alpha$-stable central limit theorem und…

We perform a von Neumann stability analysis on a common discretization of the Einstein equations. The analysis is performed on two formulations of the Einstein equations, namely, the standard ADM formulation and the conformal-traceless (CT)…

Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

Let $(Y_i,Z_i)_{i\geq 1}$ be a sequence of independent, identically distributed (i.i.d.) random vectors taking values in $\RRR^k\times\RRR^d$, for some integers $k$ and $d$. Given $z\in \RRR^d$, we provide a nonstandard functional limit law…

We study the integer quantum Hall plateau transition using composite fermion mean-field theory. We show that the topological $\theta = \pi$ term in the associated nonlinear sigma model [P. Kumar et al., Phys. Rev. B 100, 235124 (2019)] is…

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…

Unevenly spaced samples from a periodic function are common in signal processing and can often be viewed as a perturbed equally spaced grid. In this paper, we analyze how the uneven distribution of the samples impacts the quality of…

We provide numerical indications of the $q$-generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on $N$ binary random variables correlated in a {\it scale-invariant} way.…

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

We introduce a one dimensional disordered Ising model which at zero temperature is characterized by a non-trivial, non-self-averaging, overlap probability distribution when the impurity concentration vanishes in the thermodynamic limit. The…

Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

In this paper we consider a class of obstacle problems of the type %\begin{equation*} %\int_{\Omega}\left<A(x, Du), D(\varphi-u)\right> \, \dx\ge0\qquad\forall %\varphi\in W^{1,q}(\Omega) \quad {\mathrm{s.t.}} \quad \varphi \ge \psi…

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

This paper proposes a framework to assess the stability of an ordinary differential equation which is coupled to a 1D-partial differential equation (PDE). The stability theorem is based on a new result on Integral Quadratic Constraints…

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…