Related papers: An invariance principle for Az\'{e}ma martingales

We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…

The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Consider the most general $3 \times 3$ Majorana neutrino mass matrix $\cal M$. Motivated by present neutrino-oscillation data, much theoretical effort is directed at reducing it to a specific texture in terms of a small number of…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…

The aim of this paper is to prove an uncertainty principle for the representation of a vector in two bases. Our result extends previously known qualitative uncertainty principles into quantitative estimates. We then show how to transfer…

In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…

A simultaneous variational principle is introduced that offers a novel avenue to the description of the equilibrium configurations, and at the same time of the elementary excitations, or undulations, of fluid lipid membranes, described by a…

Shape invariance is a powerful solvability condition, that allows for complete knowledge of the energy spectrum, and eigenfunctions of a system. After a short introduction into the deformation quantization formalism, this paper explores the…

A method for designing variational principles for the dynamics of a possibly dissipative and non-conservatively forced chain of particles is demonstrated. Some qualitative features of the formulation are discussed.

In this note, we show several variational principles for metric mean dimension. First we prove a variational principles in terms of Shapira's entropy related to finite open covers. Second we establish a variational principle in terms of…

We prove existence and uniqueness of nonnegative solutions for a nonlocal in time integrodifferential diffusion system related to angiogenesis descriptions. Fundamental solutions of appropriately chosen parabolic operators with bounded…

In this paper we formulate a general method for building completely integrable quantum systems. The method is based on the use of the so-called multi-parameter spectral equations, i.e. equations with several spectral parameters. We show…

This article extends results described in a recent article detailing a structural scale invariance property of the simulated annealing (SA) algorithm. These extensions are based on generalizations of the SA algorithm based on Tsallis…

We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.

We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this…

We establish a second order smooth variational principle valid for functions defined on (possibly infinite-dimensional) Riemannian manifolds which are uniformly locally convex and have a strictly positive injectivity radius and bounded…

We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…

We investigate inertial frames in the absence of Lorentz invariance, reconsidering the usual group structure implied by the relativity principle. We abandon the relativity principle, discarding the group structure for the transformations…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…