Related papers: Substituting Independent Processes
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…
We extend and improve the existing characterization of the dynamics of general quadratic real polynomial maps with coefficients that depend on a single parameter $\lambda$, and generalize this characterization to cubic real polynomial maps,…
Wigner functions help visualise quantum states and dynamics while supporting quantitative analysis in quantum information. In the discrete setting, many inequivalent constructions coexist for each Hilbert-space dimension. This fragmentation…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We show that two different ideas of uniform spreading of locally finite measures in the d-dimensional Euclidean space are equivalent. The first idea is formulated in terms of finite distance transportations to the Lebesgue measure, while…
We study positive subunital maps on ordered effect spaces and introduce the defect $d(T) = u - T(u)$, which satisfies a cocycle identity under composition. Using only this identity and elementary order-theoretic arguments -- requiring no…
Directionally convex ($dcx$) ordering is a tool for comparison of dependence structure of random vectors that also takes into account the variability of the marginal distributions. When extended to random fields it concerns comparison of…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
Let q^n be a continuous density function in n-dimensional Euclidean space. We think of q^n as the density function of some random sequence X^n with values in \BbbR^n. For I\subset[1,n], let X_I denote the collection of coordinates X_i, i\in…
We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…
We define a Wigner distribution function for a one-dimensional finite quantum system, in which the position and momentum operators have a finite (multiplicity-free) spectrum. The distribution function is thus defined on discrete…
Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…
If A is a finite alphabet, Z^D is a D-dimensional lattice, U is a subset of Z^D, and mu_U is a probability measure on A^U that ``looks like'' the marginal projection of a stationary random field on A^(Z^D), then can we ``extend'' mu_U to…
Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
We consider a class of doubly intermittent maps with critical points, unbounded derivative and regularly varying tails. Under some mild assumptions we prove the existence of a unique mixing absolutely continuous invariant measure and give…