Related papers: Asymptotics for the Generalized Autoregressive Con…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

1. Introduction 2. Massless QCD and Scale Invariance 3. The Renormalisation Group and Asymptotic Freedom 4. More on the Running Coupling 5. Application to Hard Processes 5.1 $R_{e^+e^-}$ and Related Processes 5.2 The Final State in $e^+e^-$…

We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space…

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…

The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…

We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a…

We study the asymptotic behavior of a nonlinear PDE model for ant trail formation, which was introduced in [3]. We establish the existence of a compact global attractor and prove the nonlinear instability of the homogeneous steady state…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…

We derive a sufficient condition for $k$-contraction in a generalized Lurie system~(GLS), that is, the feedback connection of a nonlinear dynamical system and a memoryless nonlinear function. For $k=1$, this reduces to a sufficient…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model predictive control is presented. General Q-linearly convergent…

We show that the asymptotic $1/N$ expansion for the averages of linear statistics of the GUE is convergent when the test function is an entire function of order two and finite type. This allows to fully recover the mean eigenvalue density…

Asymptotic velocity domination (AVD) posits that when back-propagated to the Big Bang generic cosmological spacetimes solve a drastically simplified version of the Einstein field equations, where all dynamical spatial gradients are absent…

We investigate the dynamics of the chameleonic Generalised Brans--Dicke model in flat FRW cosmology. In a new approach, a framework to study stability and attractor solutions in the phase space is developed for the model by simultaneously…

We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.

We consider a continuum aggregation model with nonlinear local repulsion given by a degenerate power-law diffusion with general exponent. The steady states and their properties in one dimension are studied both analytically and numerically,…

Regression adjustments are often considered by investigators to improve the estimation efficiency of causal effect in randomized experiments when there exists many pre-experiment covariates. In this paper, we provide conditions that…