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We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…

Probability · Mathematics 2013-08-19 Bojan Basrak , Danijel Krizmanić

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

Statistics Theory · Mathematics 2015-07-28 Randolf Altmeyer , Markus Bibinger

In the setting of intermittent Pomeau-Manneville maps with time dependent parameters, we show a functional correlation bound widely useful for the analysis of the statistical properties of the model. We give two applications of this result,…

Dynamical Systems · Mathematics 2018-07-05 Juho Leppänen

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

Let $(A_n)_{n\in\mathbb{N}}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n+1,x_0)=A_nx(n,x_0)$. It can model a wide range of systems including…

Probability · Mathematics 2007-10-30 Glenn Merlet

A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…

Number Theory · Mathematics 2024-01-02 Kannan Soundararajan , Max Wenqiang Xu

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $\alpha$ where the skewing cocycle is a piecewise constant mean zero function with a jump by…

Dynamical Systems · Mathematics 2017-05-23 Michael Bromberg , Corinna Ulcigrai

The possibility of approximating a continuous function on a compact subset of the real line by a feedforward single hidden layer neural network with a sigmoidal activation function has been studied in many papers. Such networks can…

Neural and Evolutionary Computing · Computer Science 2016-06-29 Namig J. Guliyev , Vugar E. Ismailov

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad

Until recently, applications of neural networks in machine learning have almost exclusively relied on real-valued networks. It was recently observed, however, that complex-valued neural networks (CVNNs) exhibit superior performance in…

Functional Analysis · Mathematics 2021-12-06 A. Caragea , D. G. Lee , J. Maly , G. Pfander , F. Voigtlaender

We study the approximation properties of shallow neural networks with an activation function which is a power of the rectified linear unit. Specifically, we consider the dependence of the approximation rate on the dimension and the…

Numerical Analysis · Mathematics 2021-12-23 Jonathan W. Siegel , Jinchao Xu

In this paper, we develop a wavelet-based theoretical framework for analyzing the universal approximation capabilities of neural networks over a wide range of activation functions. Leveraging wavelet frame theory on the spaces of…

Machine Learning · Computer Science 2025-04-24 Youngmi Hur , Hyojae Lim , Mikyoung Lim

We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…

Probability · Mathematics 2019-01-03 Martin Raič

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

Mathematical Physics · Physics 2020-11-25 Soumaya Gheryan , Fumio Hiroshima , Jozsef Lorinczi , Achref Majid , Habib Ouerdiane

Universal approximation theorems provide a mathematical explanation for the expressive power of neural networks. They assert that, under mild conditions on the activation function, feedforward neural networks are dense in broad function…

Machine Learning · Computer Science 2026-05-21 Soumendu Sundar Mukherjee , Himasish Talukdar

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

Probability · Mathematics 2017-07-27 Andrea Granelli , Almut E. D. Veraart

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Probability · Mathematics 2015-04-07 Paul Jung , Takashi Owada , Gennady Samorodnitsky

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

Assuming the generalized Lindel\"{o}f hypothesis (GLH), a weak version of the generalized Ramanujan conjecture and a Rankin--Selberg type partial sum estimate, we establish the normality of the sum of coefficients of a general $L$-function…

Number Theory · Mathematics 2024-12-17 Sun-Kai Leung

We explore the phase diagram of approximation rates for deep neural networks and prove several new theoretical results. In particular, we generalize the existing result on the existence of deep discontinuous phase in ReLU networks to…

Neural and Evolutionary Computing · Computer Science 2021-01-07 Dmitry Yarotsky , Anton Zhevnerchuk