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In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…
In this paper, we show generation and propagation of polynomial and exponential moments, as well as global well-posedness of the homogeneous binary-ternary Boltzmann equation. We also show that the co-existence of binary and ternary…
In this paper, we study the focusing nonlinear Schr\"odinger equation with exponential nonlinearities \[ i \partial_t u + \Delta u = - \left(e^{4\pi |u|^2} - 1 - 4\pi \mu |u|^2 \right) u, \quad u(0) = u_0 \in H^1, \quad (t,x) \in \mathbb{R}…
For a subshift $(X, \sigma_X)$ and a subadditive sequence $\mathcal{F}=\{\log f_n\}_{n=1}^{\infty}$ on $X$, we study equivalent conditions for the existence of $h\in C(X)$ such that $\lim_{n\rightarrow\infty}(1/{n})\int \log f_n d \mu=\int…
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
In this paper we consider a dynamic Erd\H{o}s-R\'enyi graph in which edges, according to an alternating renewal process, change from present to absent and vice versa. The objective is to estimate the on- and off-time distributions while…
We examine interval estimation of the effect of a treatment T on an outcome Y given the existence of an unobserved confounder U. Using H\"older's inequality, we derive a set of bounds on the confounding bias |E[Y|T=t]-E[Y|do(T=t)]| based on…
The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…
We consider the inhomogeneous nonlinear Schr\"odinger equation (INLS) in $\mathbb{R}^N$, $N \geq 1$, $$i \partial_t u + \Delta u + |x|^{-b} |u|^{p-1}u = 0,$$ with finite-variance initial data $u_0 \in H^1(\mathbb{R}^N)$. We extend the…
We consider the $d$-dimensional nonlinear Schr\"odinger equation under periodic boundary conditions: $-i\dot u=-\Delta u+V(x)*u+\ep \frac{\p F}{\p \bar u}(x,u,\bar u), \quad u=u(t,x), x\in\T^d $ where $V(x)=\sum \hat V(a)e^{i\sc{a,x}}$ is…
Hyers-Ulam stability of the difference equation $ z_{n+1} = a_nz_n + b_n $ is investigated. If $ \prod_{j=1}^{n}|a_j| $ has subexponential growth rate, then difference equation generated by linear maps has no Hyers-Ulam stability. Other…
In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear expectations in [8] and Chen's strong law of large numbers…
We consider the full shift $T:\Omega\to\Omega$ where $\Omega=A^{\mathbb N}$, $A$ being a finite alphabet. For a class of potentials which contains in particular potentials $\phi$ with variation decreasing like $O(n^{-\alpha})$ for some…
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…
The purpose of this paper is to prove some existence and non-existence theorems for the nonlinear elliptic problems of the form -{\Delta}_{p}u={\lambda}k(x)u^{q}\pmh(x)u^{{\sigma}} if x\in{\Omega}, subject to the Dirichlet conditions…
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…