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Related papers: On the Skorokhod Representation Theorem

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In this paper, we derive variational formulas for the asymptotic exponents (i.e., convergence rates) of the concentration and isoperimetric functions in the product Polish probability space under certain mild assumptions. These formulas are…

Probability · Mathematics 2024-05-31 Lei Yu

This article gives an account on various aspects of stochastic calculus in the plane. Specifically, our aim is 3-fold: (i) Derive a pathwise change of variable formula for a path indexed by a square, satisfying some H\"older regularity…

Probability · Mathematics 2013-09-26 Khalil Chouk , Samy Tindel

Spatial confounding between the spatial random effects and fixed effects covariates has been recently discovered and showed that it may bring misleading interpretation to the model results. Solutions to alleviate this problem are based on…

Methodology · Statistics 2016-05-17 Marcos O. Prates , Erica C. Rodrigues , Renato M. Assunção

Let $X_n$ be independent random elements in the Skorohod space $D([0,1];E)$ of c\`{a}dl\`{a}g functions taking values in a separable Banach space $E$. Let $S_n=\sum_{j=1}^nX_j$. We show that if $S_n$ converges in finite dimensional…

Probability · Mathematics 2013-12-18 Andreas Basse-O'Connor , Jan Rosiński

This article starts with the fundamental theory of stochastic type convergence and the significance of uniform integrability in the context of expectation value. A novel probabilistic sampling kantorovich (PSK-operators) is established with…

General Mathematics · Mathematics 2025-06-17 Digvijay Singh , Rahul Shukla , Karunesh Kumar Singh

In this article, we introduce the space $D([0,1];D)$ of functions defined on $[0,1]$ with values in the Skorohod space $D$, which are right-continuous and have left limits with respect to the $J_1$ topology. This space is equipped with the…

Probability · Mathematics 2019-07-25 Raluca M. Balan , Becem Saidani

Convergence spaces are a generalization of topological spaces. The category of convergence spaces is well-suited for Algebraic Topology, one of the reasons is the existence of exponential objects provided by continuous convergence. In this…

Algebraic Topology · Mathematics 2024-12-24 Rodrigo Santos Monteiro

Methods for proving functional limit laws are developed for sequences of stochastic processes which allow a recursive distributional decomposition either in time or space. Our approach is an extension of the so-called contraction method to…

Probability · Mathematics 2015-09-10 Ralph Neininger , Henning Sulzbach

Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…

Optimization and Control · Mathematics 2020-07-07 Thomas Vogt , Roland Haase , Danielle Bednarski , Jan Lellmann

Let $X=\Lambda\backslash\mathbb{H}$ be a Schottky surface, that is, a conformally compact hyperbolic surface of infinite area. Let $\delta$ denote the Hausdorff dimension of the limit set of $\Lambda$. We prove that for any compact subset…

Spectral Theory · Mathematics 2021-06-14 Michael Magee , Frédéric Naud

We first propose the concept of Stepanov-like weighted pseudo-almost automorphic on time-space scales and we apply this type of oscillation to high-order BAM neural networks with mixed delays. Then, we study the existence and exponential…

Dynamical Systems · Mathematics 2018-03-15 Adnène Arbi

We consider a random walk $S_{\tau}$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner's subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk…

Probability · Mathematics 2017-02-22 Alexander Bendikov , Wojciech Cygan , Bartosz Trojan

Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…

Probability · Mathematics 2020-12-23 Fred Espen Benth , Giulia Di Nunno , Dennis Schroers

Probability maps are additive and normalised maps taking values in the unit interval of a lattice ordered Abelian group. They appear in theory of affine representations and they are also a semantic counterpart of Hajek's probability logic.…

Functional Analysis · Mathematics 2018-12-07 T. Kroupa

This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…

Statistics Theory · Mathematics 2019-04-02 Yuta Koike

We consider a regular $n$-ary tree of height $h$, for which every vertex except the root is labelled with an independent and identically distributed continuous random variable. Taking motivation from a question in evolutionary biology, we…

Probability · Mathematics 2013-11-14 Matthew I. Roberts , Lee Zhuo Zhao

We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…

Probability · Mathematics 2018-03-29 Volker Betz , Lorenzo Taggi

We revisit the deduction of the exit probability of the one dimensional Sznajd model through the Kirkwood approximation [F. Slanina et al., Europhys. Lett. 82, 18006 (2008)]. This approximation is peculiar in that in spite of the agreement…

Physics and Society · Physics 2015-12-30 André Martin Timpanaro , Serge Galam

We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that in order to obtain a robust notion of pathwise quadratic…

Probability · Mathematics 2019-05-07 Henry Chiu , Rama Cont

Lattice discretizations of continuous manifolds are common tools used in a variety of physical contexts. Conventional discrete approximations, however, cannot capture all aspects of the original manifold, notably its topology. In this paper…

High Energy Physics - Theory · Physics 2009-10-28 A. P. Balachandran , G. Bimonte , E. Ercolessi , G. Landi , F. Lizzi , G. Sparano , P. Teotonio-Sobrinho