Related papers: Weak convergence of predictive distributions

Let $X_1, X_2, \dots$ be independent, identically distributed random variables taking values from a compact metrizable group $G$. We prove that the random walk $S_k=X_1 X_2 \cdots X_k$, $k=1,2,\dots$ equidistributes in any given Borel…

In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

Detecting weak, systematic distribution shifts and quantitatively modeling individual, heterogeneous responses to policies or incentives have found increasing empirical applications in social and economic sciences. Given two probability…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…

We study the convergence of the weak solution of the porous medium equation with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The convergence is in the strong sense, with respect to the…

In prediction problems with more predictors than observations, it can sometimes be helpful to use a joint probability model, $\pi(Y,X)$, rather than a purely conditional model, $\pi(Y \mid X)$, where $Y$ is a scalar response variable and…

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

The physical meaning of weak values and measurements can be completely understood with Born rule and the general probability theory. It is known that the weak value of an observable $\hat A$ with post-selection $\langle F|$ may be out of…

Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…

We consider the stochastically perturbed cubic difference equation with variable coefficients \[ x_{n+1}=x_n(1-h_nx_n^2)+\rho_{n+1}\xi_{n+1}, \quad n\in \mathbb N,\quad x_0\in \mathbb R. \] Here $(\xi_n)_{n\in \mathbb N}$ is a sequence of…

This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Let $\Omega$, $\Omega'\subset\mathbb{R}^n$ be bounded domains and let $f_m\colon\Omega\to\Omega'$ be a sequence of homeomorphisms with positive Jacobians $J_{f_m} >0$ a.e. and prescribed Dirichlet boundary data. Let all $f_m$ satisfy the…

In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.

In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…

It is well established that starting only with strong, projective quantum measurements, experiments can be designed to allow weak measurements, which lead to random walk between the possible final measurement outcomes. However, one can ask…

When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…

Let G be a semisimple linear algebraic group defined over rational numbers, K be a maximal compact subgroup of its real points and {\Gamma} be an arithmetic lattice. One can associate a probability measure {\mu}(H) on {\Gamma}\G for each…

A weak measurement performed on a pre- and post-selected quantum system can result in an average value that lies outside of the observable's spectrum. This effect, usually referred to as an "anomalous weak value", is generally believed to…