Related papers: An invariance principle for Az\'{e}ma martingales
In a previous paper, the author has established an extension of the Z-invariance property for integrable edge-interaction models of statistical mechanics, that satisfy the star-triangle relation (STR) form of the Yang-Baxter equation (YBE).…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
We present a method to obtain symmetries for second-order systems of ordinary difference equations and how to use them to reduce the order. We also introduce a technique of finding conservation laws for such systems.
This paper extends results of Mortimer and Williams (1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids stopping times. We consider…
We prove a variant of the abstract probabilistic version of Szemer\'edi's regularity lemma, due to Tao, which applies to a number of structures (including graphs, hypergraphs, hypercubes, graphons, and many more) and works for random…
We obtain quenched almost sure invariance principle (with convergence rate) for Random Young Tower. We apply our result to i.i.d perturbations of non-uniformly expanding maps. In particular, we answer one open question in \cite{BBM}.
A pluri-Lagrangian structure is an attribute of integrability for lattice equations and for hierarchies of differential equations. It combines the notion of multi-dimensional consistency (in the discrete case) or commutativity of the flows…
Borrowing the idea of topological pressure determining measure-theoretical entropy in topological dynamical systems, we establish a variational principle for upper metric mean dimension with potential in terms of upper measure-theoretical…
We establish almost sure invariance principles (ASIP), a strong form of approximation by Brownian motion, for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations…
In this paper we propose a novel transform called continuous quaternionic stockwell transform. We express the admissibility condition in term of the (two-sided) quaternion Fourier transform . We show that its fundamental properties, such as…
Invariant manifolds are important sets arising in the stability theory of dynamical systems. In this article, we take a brief review of invariant sets. We provide some results regarding the existence of invariant lines and parabolas in…
We provide a complete structure theorem for involutory matrices. This yields a new approach to principal angles between subspaces and provide a series of nice formulae for these angles.
The Li\'{e}nard equation is of a high importance from both mathematical and physical points of view. However a question about integrability of this equation has not been completely answered yet. Here we provide a new criterion for…
For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…
We provide, for any regular uncountable cardinal $\kappa$, a new argument for Pincus' result on the consistency of $\mathrm{ZF}$ with the higher dependent choice principle $\mathrm{DC}_{<\kappa}$ and the ordering principle in the presence…
We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…
In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
We investigate invertible matrices over finite additively idempotent semirings. The main result provides a criterion for the invertibility of such matrices. We also give a construction of the inverse matrix and a formula for the number of…
This paper uses the invariance principle to solve the incidental parameter problem of [Econometrica 16 (1948) 1--32]. We seek group actions that preserve the structural parameter and yield a maximal invariant in the parameter space with…
We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…