Related papers: A Fubini-type limit theorem for the integrated hyp…

We prove an abstract Fubini-type theorem in the context of monoidal and enriched category theory, and as a corollary we establish a Fubini theorem for integrals on arbitrary convergence spaces that generalizes (and entails) the classical…

Recently a functional limit theorem for sums of moving averages with random coefficients and i.i.d. heavy tailed innovations has been obtained under the assumption that all partial sums of the series of coefficients are a.s. bounded between…

We develop the integration theory of two-parameter controlled paths $Y$ allowing us to define integrals of the form \begin{equation} \int_{[s,t] \times [u,v]} Y_{r,r'} \;d(X_{r}, X_{r'}) \end{equation} where $X$ is the geometric $p$-rough…

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

We consider non-linear changes of variables and Fubini's theorem for certain integrals over a two-dimensional local field. An interesting example is presented in which imperfectness of a finite characteristic local field causes Fubini's…

We apply Frobenius integrability theorem in the search of invariants for one-dimensional Hamiltonian systems with a time-dependent potential. We obtain several classes of potential functions for which Frobenius theorem assures the existence…

We show that averages on geometrically finite Fuchsian groups, when embedded via a representation into a space of matrices, have a homogeneous asymptotic limit under appropriate scaling. This generalizes some of the results of Maucourant to…

Let the function $f: \bar{\R}^2_+ \to \C$ be such that $f\in L^1_{\loc} (\bar{\R}^2_+)$. We investigate the convergence behavior of the double integral $$\int^A_0 \int^B_0 f(u,v) du dv \quad {\rm as} \quad A,B \to \infty,\leqno(*)$$ where…

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Given a low-frequency sample of the infinitely divisible moving average random field $\{\int_{\mathbb{R}^d}f(t-x)\Lambda (dx), t\in \mathbb{R}^d\}$, in [13] we proposed an estimator $\hat{uv_0}$ for the function $\mathbb{R}\ni x\mapsto…

The classical Fubini theorem asserts that the multiple integral is equal to the repeated one for any integrable function on a product measure space. In this paper, we derive an asymptotic variant of the Fubini theorem for maps into…

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima.…

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

We generalize the following classical result of Fubini for pseudo-Riemannian metrics: if three essentially different metrics on $M^{n\ge 3}$ share the same unparametrized geodesics, and two of them (say, $g$ and $\bar g$) are strictly…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

We consider the convergence of moving averages in the general setting of ergodic theory or stationary ergodic processes. We characterize when there is universal convergence of moving averages based on complete convergence to zero of the…

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

A discrete Gibbsian line ensemble $\mathfrak{L} = (L_1,\dots,L_N)$ consists of $N$ independent random walks on the integers conditioned not to cross one another, i.e., $L_1 \geq \cdots \geq L_N$. In this paper we provide sufficient…