Related papers: An invariance principle for weakly dependent stati…
In this article, we consider flexible seasonal time series models which consist of a common trend function over periods and additive individual trend (seasonal effect) functions. The consistency and asymptotic normality of the local linear…
We construct the Wightman and Green functions in a large class of models of perturbative QFT in the four-dimensional Minkowski space in the Epstein-Glaser framework. To this end we prove the existence of the weak adiabatic limit,…
By synchronously coupling multiple Lorentz trajectories exploring the same environment consisting of randomly placed scatterers in R^3 we upgrade the annealed invariance principle proved in [C. Lutsko, B. T\'oth, Commun. Math. Phys. 379…
Fundamental constants are a cornerstone of the physical laws. Any constant varying in space and/or time would signal a violation of local position invariance and be associated with a violation of the universality of free fall, and hence of…
The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is…
Living organisms maintain stable functioning amid environmental fluctuations through homeostasis, a property that preserves a system's behavior despite changes in environmental conditions. To elucidate homeostasis in stochastic biochemical…
A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
The weak gravity conjecture states that quantum gravity theories have to contain a charged state with a charge-to-mass ratio bigger than unity. By studying unitarity and causality constraints on higher derivative corrections to the…
Weak identification arises in many statistical problems when key variables exhibit weak correlations-for example, when instrumental variables correlate weakly with treatment, or when proxy variables correlate weakly with unmeasured…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
In order to calculate the unobserved volatility in conditional heteroscedastic time series models, the natural recursive approximation is very often used. Following \cite{StraumannMikosch2006}, we will call the model \emph{invertible} if…
This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
In this paper, we show a series of abstract results on fixed point regularity with respect to a parameter. They are based on a Taylor development taking into account a loss of regularity phenomenon, typically occurring for composition…
We obtain a new version of the Uncertainty Principle for functions with Fourier transforms supported on a lacunary set of intervals. This is a generalization of Zygmund's theorem on lacunary trigonometric series to the real line in the…
A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…
We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.
Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…
We study the identification of direct and indirect causes on time series and provide conditions in the presence of latent variables, which we prove to be necessary and sufficient under some graph constraints. Our theoretical results and…