Related papers: An invariance principle for weakly dependent stati…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…
A theory of special inconstancy, in which some fundamental physical constants such as the fine-structure and gravitational constants may vary, is proposed in pregeometry. In the special theory of inconstancy, the \alpha-G relation of…
In this note, we remark, with sufficient mathematical rigor, that many weak generalizations of the usual minimum available in the literature are not true generalizations. Motivated by the Ekeland Variational Principle, we provide, first…
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…
We introduce an operator-theoretic framework for analyzing directional dependence in multivariate time series based on order-constrained spectral non-invariance. Directional influence is defined as the sensitivity of second-order dependence…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…
In this paper we give some necessary and sufficient characterizations for weak exponential instability of evolution operators. Variants for the classical results due to Datko and Lyapunov are obtained.
We study the Weak Gravity Conjecture in the presence of scalar fields. The Weak Gravity Conjecture is a consistency condition for a theory of quantum gravity asserting that for a U(1) gauge field, there is a particle charged under this…
We establish adiabatic theorems with and without spectral gap condition for general -- typically dissipative -- linear operators $A(t): D(A(t)) \subset X \to X$ with time-dependent domains $D(A(t))$ in some Banach space $X$. In these…
Conditional cumulants form a set of unique statistics which represent a sensible compromise between N-point correlation functions and cumulants measured from moments of counts in cells. They share accurate edge corrected estimators with…
The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution…
The purpose of this work is to extend the classification of planar point configurations with low Waldschmidt constants for all values less than $5/2$. As a consequence we prove a conjecture of Dumnicki, Szemberg and Tutaj-Gasi\'nska…
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…
Uncertainty principle is one of the fundamental principles of quantum mechanics. In this work, we derive two uncertainty equalities, which hold for all pairs of incompatible observables. We also obtain an uncertainty relation in weak…
We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic…
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…
The present article deals with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equation. Under suitable conditions, the weak error is expanded in powers of timescale parameter. It is proved that…
We improve previous work on the consistency strength of mutually stationary sequences of sets concentrating on points with divergent cofinality building on previous work by Adolf, Cox and Welch. Specifically, we have greatly reduced our…