Related papers: Maximal generalization of Baum-Katz theorem and op…

In this paper, we propose a generalization of Continuous Logic ([BBHU08]) where the distances take values in suitable co-quantales (in the way as it was proposed in [Fla97]). By assuming suitable conditions (e.g., being co-divisible,…

The Glivenko-Cantelli theorem states that the empirical distribution function converges uniformly almost surely to the theoretical distribution for a random variable $X \in \mathbb{R}$. This is an important result because it establishes the…

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers. Our main findings are that the essential…

The classical inequality of Bohr asserts that if a power series converges in the unit disk and its sum has modulus less than or equal to $1$, then the sum of absolute values of its terms is less than or equal to $1$ for the subdisk…

This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{\mu_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $\mu_n=(1/n)\sum_{i=1}^n\delta_{X_i}$ the empirical measure.…

We study the asymptotic behavior of the $\nu$-symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0<\alpha<1$. We prove that, under mild assumptions on the covariance of $X$, the…

In this paper, as a study of reinforcement learning, we converge the Q function to unbounded rewards such as Gaussian distribution. From the central limit theorem, in some real-world applications it is natural to assume that rewards follow…

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

In this article, we rigorously establish the consistency of generalized cross-validation as a parameter-choice rule for solving inverse problems. We prove that the index chosen by leave-one-out GCV achieves a non-asymptotic, order-optimal…

The main goal of this note is to prove the following theorem. If $A_n$ is a sequence of measurable sets in a $\sigma$-finite measure space $(X, \mathcal{A}, \mu)$ that covers $\mu$-a.e. $x \in X$ infinitely many times, then there exists a…

Godel's First Incompleteness Theorem is generalized to definable theories, which are not necessarily recursively enumerable, by using a couple of syntactic-semantic notions, one is the consistency of a theory with the set of all true…

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

Let $X$ be a progressively measurable, almost surely right-continuous stochastic process such that $X_\tau \in L^1$ and $E[X_\tau] = E[X_0]$ for each finite stopping time $\tau$. In 2006, Cherny showed that $X$ is then a uniformly…

Erd\H{o}s-Ginzburg-Ziv theorem says that if there are 2n-1 number is given, then there are n numbers such that their sum is divided by n. We will connect this theorem with the Ramsey theoretic large sets and will prove an infinitary version…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

We show that for some constant $\kappa>0$, any centered $\kappa$-subgaussian random variable is equal to the sum of three standard Gaussian random variables, confirming a conjecture of M. Talagrand. We also prove that given $\Lambda\geq 1$,…

Zeckendorf's Theorem states that any positive integer can be uniquely decomposed into a sum of distinct, non-adjacent Fibonacci numbers. There are many generalizations, including results on existence of decompositions using only even…

The following extension of Bohr's theorem is established: If a somewhere convergent Dirichlet series $f$ has an analytic continuation to the half-plane $\mathbb{C}_\theta = \{s = \sigma+it\,:\, \sigma>\theta\}$ that maps $\mathbb{C}_\theta$…