English
Related papers

Related papers: Nonlinear effects within invariance principles

200 papers

In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…

Probability · Mathematics 2018-01-19 Dorival Leão , Alberto Ohashi , Francys Souza

Using the path-integral formalism, we generalize the 't Hooft-Veltman method of unitary regulators to put forward a framework for finite, alternative quantum theories to a given quantum field theory. Feynman-like rules of such a finite,…

High Energy Physics - Theory · Physics 2007-05-23 Marijan Ribaric , Luka Sustersic

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…

Probability · Mathematics 2024-03-12 Shigeki Aida

A variational formulation for the calculation of interacting fermion systems based on the density-matrix functional theory is presented. Our formalism provides for a natural integration of explicit many-particle effects into standard…

Strongly Correlated Electrons · Physics 2013-05-29 Peter E. Bloechl , Christian F. J. Walther , Thomas Pruschke

We present a functional formalism to derive a generating functional for correlation functions of a multiplicative stochastic process represented by a Langevin equation. We deduce a path integral over a set of fermionic and bosonic variables…

Statistical Mechanics · Physics 2010-05-13 Zochil González Arenas , Daniel G. Barci

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2025-02-05 Xiaoyu Yang , Yong Xu

A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and…

Methodology · Statistics 2026-03-03 Rohit Bhattacharya , Ina Ocelli , Ted Westling

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

Statistics Theory · Mathematics 2021-08-20 Nathawut Phandoidaen , Stefan Richter

Following the formalism of Gell-Mann and Hartle, phenomenological equations of motion are derived from the decoherence functional formalism of quantum mechanics, using a path-integral description. This is done explicitly for the case of a…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Todd A. Brun

In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results…

Probability · Mathematics 2007-11-19 Andreas Neuenkirch , Ivan Nourdin , Samy Tindel

Strongly coupled gravitational systems describe Einstein gravity and matter in the limit that Newton's constant G is assumed to be very large. The nonlinear evolution of these systems may be solved analytically in the classical and…

General Relativity and Quantum Cosmology · Physics 2009-10-31 D. S. Salopek

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated logarithm are established for additive functionals of…

Probability · Mathematics 2019-04-08 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

Probability · Mathematics 2016-10-06 Tobias Fissler , Christoph Thaele

The paper investigates isotropic random fields for which the spectral density is unbounded at some frequencies. Limit theorems for weighted functionals of these random fields are established. It is shown that for a wide class of…

Probability · Mathematics 2013-07-10 Andriy Olenko

We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Statistical Finance · Quantitative Finance 2026-04-17 Xiyue Han , Alexander Schied

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

Classical Analysis and ODEs · Mathematics 2021-02-09 Gennaro Infante

We prove a unified and general criterion for the uniqueness of critical points of a functional in the presence of constraints such as positivity, boundedness, or fixed mass. Our method relies on convexity properties along suitable paths and…

Analysis of PDEs · Mathematics 2016-07-20 Denis Bonheure , Juraj Földes , Ederson Moreira dos Santos , Alberto Saldaña , Hugo Tavares

The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969),…

Probability · Mathematics 2008-12-18 Olivier Durieu , Dalibor Volný