Related papers: On the Skorokhod Representation Theorem

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

This paper is a self-contained presentation of certain aspects of the theory of weighted Sobolev spaces and elliptic operators on non-compact Riemannian manifolds. Specifically, we discuss (i) the standard and weighted Sobolev Embedding…

This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…

We prove new modularity lifting theorems for p-adic Galois representations in situations where the methods of Wiles and Taylor--Wiles do not apply. Previous generalizations of these methods have been restricted to situations where the…

This paper discusses the properties of a modified version of the Stancu variant Sz\'asz-Mirakjan Kantorovich type operators. We determine the order of approximation in terms of the modulus of continuity and second-order of smoothness, and…

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

In this paper, we introduce the nonlinear exponential Kantorovich sampling series. We establish pointwise and uniform convergence properties and a nonlinear asymptotic formula of the Voronovskaja-type given in terms of the limsup.…

We consider a possibly multiply connected bounded open subset $\Omega$ of ${\mathbb{R}}^n$ of class $C^{\max\{1,m\},\alpha}$ for some $m\in {\mathbb{N}}$, $\alpha\in]0,1[$ and we plan to solve both the Dirichlet and the Neumann problem for…

This paper investigates the absolute values on $\mathbb{Z}$ valued in the upper reals (i.e. reals for which only a right Dedekind section is given). These necessarily include multiplicative seminorms corresponding to the finite prime fields…

In [9], we observed Amalgamated R-transform Theory. Different from the original definition of Voiculescu and Speicher, we define R-transforms of operator-valued random variable(s) by operator-valued formal series. By doing that we can…

We develop a general distributional theory of fractional (an)isotropic Sobolev spaces associated with the non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$.

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod…

The law of large numbers extends to random sets by employing Minkowski addition. Above that, a central limit theorem is available for set-valued random variables. The existing results use abstract isometries to describe convergence of the…

We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…

We introduce a path-theoretic framework for understanding the representation theory of (quantum) symmetric and general linear groups and their higher level generalisations over fields of arbitrary characteristic. Our first main result is a…

A topological space has the fixed point property if every continuous self-map of that space has at least one fixed point. We demonstrate that there are serious restraints imposed by the requirement that there be a choice of fixed points…

Theory and application of stochastic approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning. This paper takes a new look at SA with constant step-size $\alpha>0$, defined…

Let $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t \geq 0},\mathbb{P})$ be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $\mathcal{F}_{\infty}$ (the $\sigma$-algebra generated by…

We extend the Zariski topology on simp A, the finite dimensional simple A-representations, to a non-commutative topology (in the sense of Fred Van Oystaeyen) on rep A, all finite dimensional A-representations, using Jordan-Holder…