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For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

Probability · Mathematics 2020-09-24 Benjamin Landon

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

In this article, we analyze the approximation properties of the new family of Durrmeyer type exponential sampling operators. We derive the point-wise and uniform approximation theorem and Voronovskaya type theorem for these generalized…

Functional Analysis · Mathematics 2020-08-11 Shivam Bajpeyi , A. Sathish Kumar

We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length $n$ of the martingale. A consequence of the results are Gaussian couplings and a multiplier bootstrap for…

Statistics Theory · Mathematics 2018-09-11 Alexandre Belloni , Roberto I. Oliveira

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…

Probability · Mathematics 2025-11-26 Stefan Perko

In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…

Probability · Mathematics 2008-02-18 Ionel Popescu

We define notions of local topological convergence and local geometric convergence for embedded graphs in $\mathbb{R}^n,$ and study their properties. The former is related to Benjamini-Schramm convergence, and the latter to weak convergence…

Probability · Mathematics 2017-06-28 Benjamin Schweinhart

We introduce a weak order ideal property that suffices for establishing the Evans-Griffith Syzygy Theorem. We study this weak order ideal property in settings that allow for comparison between homological algebra over a local ring $R$…

Commutative Algebra · Mathematics 2011-06-21 Phillip A. Griffith , Alexandra Seceleanu

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Dynamical Systems · Mathematics 2014-12-03 Manfred Denker , Mikhail Gordin

A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…

Probability · Mathematics 2025-10-15 Ramon van Handel

We introduce the concept of nonlocal $H$-convergence. For this we employ the theory of abstract closed complexes of operators in Hilbert spaces. We show uniqueness of the nonlocal $H$-limit as well as a corresponding compactness result.…

Analysis of PDEs · Mathematics 2018-09-27 Marcus Waurick

We consider self-averaging sequences in which each term is a weighted average over previous terms. For several sequences of this kind it is known that they do not converge to a limit. These sequences share the property that $n$th term is…

Probability · Mathematics 2016-10-04 Eric Cator , Henk Don

Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…

Optimization and Control · Mathematics 2008-05-27 Zhibin Yan

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

Probability · Mathematics 2025-06-30 Bruno Rémillard , Jean Vaillancourt

We prove a variant of the multidimensional polynomial Szemer\'edi theorem of Bergelson and Leibman where one replaces polynomial sequences with other sparse sequences defined by functions that belong to some Hardy field and satisfy certain…

Dynamical Systems · Mathematics 2012-02-23 Nikos Frantzikinakis

We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…

Mathematical Physics · Physics 2014-12-05 Claudio Cacciapuoti , Anna Maltsev , Benjamin Schlein

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…

Probability · Mathematics 2022-06-06 Antonis Papapantoleon , Dylan Possamai , Alexandros Saplaouras

Suppose $X$ is a vector lattice and there is a notion of convergence $x_{\alpha} \rightarrow x$ in $X$. Then we can speak of an "unbounded" version of this convergence by saying that $(x_{\alpha})$ unbounded converges to $x\in X$ if $\lvert…

Functional Analysis · Mathematics 2019-03-05 Mitchell A. Taylor