Related papers: On the Skorokhod Representation Theorem
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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 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.…
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…
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…
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…
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…
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…
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…