Related papers: Orderly divergence of Levy Gamma integrals

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

We study the reverse mathematics of interval orders. We establish the logical strength of the implications between various definitions of the notion of interval order. We also consider the strength of different versions of the…

This work belongs to the framework of inverse problems with linear model. The resolution of this type of problem consists in minimizing (possibly under constraints) a function of discrepancy between the measurements and a physical model of…

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

For an autonomous system the symmetries of the Lagrangian are embedded in the symmetries of the differential equation. Recently, it has been found that the modified Emden-type equations follow from non-standard Lagrangian functions which…

We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…

Lie symmetry analysis is one of the powerful tools to analyze nonlinear ordinary differential equations. We review the effectiveness of this method in terms of various symmetries. We present the method of deriving Lie point symmetries,…

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

We use a recently found method to characterise all the invertible fourth-order difference equations linear in the extremal values based on the existence of a discrete Lagrangian. We also give some result on the integrability properties of…

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show H\"older estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in…

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically intractable and whose values may be obtained as the output…

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…

Sequences diverge either because they head off to infinity or because they oscillate. Part 1 \cite{Part1} of this paper laid the pure mathematics groundwork by defining Archimedean classes of infinite numbers as limits of smooth sequences.…

We study monotone skew-product semiflows generated by families of nonautonomous neutral functional differential equations with infinite delay and stable D-operator, when the exponential ordering is considered. Under adequate hypotheses of…

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…