Related papers: An invariance principle for weakly dependent stati…
In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…
In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
Analyzing one example of LC circuit in [8], show its Lagrange problem only have other type critical points except for minimum type and maximum type under many circumstances. One novel variational principle is established instead of…
We investigate the weak invariance principle in H{\"o}lder spaces under some reinforcement of the Maxwell and Woodroofe condition.
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…
We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…
This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…
We prove strong stationarity conditions for optimal control problems that are governed by a prototypical rate-independent evolution variational inequality, i.e., first-order necessary optimality conditions in the form of a primal-dual…
Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…
The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35…
Inspired by Lehner's results on exchangeability systems we define `weak conditional freeness' and `conditional freeness' for stationary processes in an operator algebraic framework of noncommutative probability. We show that these two…
This paper is devoted to the study of the inhomogeneous wave equation with singular (less than continuous) time dependent coefficients. Particular attention is given to the role of the lower order terms and suitable Levi conditions are…
We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…
We develop a global wellposedness theory for weak solutions to the 1D Euler-alignment system with measure-valued density, bounded velocity, and locally integrable communication protocol. A satisfactory understanding of the low-regularity…
In this paper we analyze a system of N identical quantum particles in a weak-coupling regime. The time evolution of the Wigner transform of the one-particle reduced density matrix is represented by means of a perturbative series. The…
We construct an increasing sequence of natural numbers $(m_n)_{n=1}^{+\infty}$ with the property that $(m_n \th [1])_{n\geq 1}$ is dense in $\T$ for any $\th \in \R\setminus \Q$, and a continuous measure on the circle $\mu$ such that…
A quantum transition can be seen as a result of interference between various pathways(e.g. Feynman paths) which can be labelled by a variable $f$. An attempt to determine the value of f without destroying the coherence between the pathways…