Related papers: Invariance principle for stochastic processes with…
The subject of this paper is to prove a functional weak invariance principle for the local time of a process generated by a Gibbs-Markov map. More precisely, let $\left(X,\mathcal{B},m,T,\alpha\right)$ is a mixing, probability preserving…
This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle's Invariance Principle for these systems and state asymptotic stability criteria. We also present some related…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are…
We introduce a novel loss function, Covariance Loss, which is conceptually equivalent to conditional neural processes and has a form of regularization so that is applicable to many kinds of neural networks. With the proposed loss, mappings…
We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…
In the interleaving model of concurrency, where events are totally ordered, linearizability is compositional: the composition of two linearizable objects is guaranteed to be linearizable. However, linearizability is not compositional when…
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…
We investigate control problems for wave-Petrovsky coupled systems in the presence of memory terms. By writing the solutions as Fourier series, we are able to prove Ingham type estimates, and hence reachability results. Our findings have…
In literature, the central limit theorems for the product of sums of various random variables have studied. The purpose of this note is to show that this kind of results are corollary of the invariance principle.
We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…
We give an overview of some applications of a general variational principle.
In this survey we talk about what is known as Invariance Principle in dynamical systems. It states that the disintegration of measures with zero center Lyapunov exponents admits some extra invariance by holonomies. We focus on explaining…
Galilean invariance is a cornerstone of classical mechanics. It states that for closed systems the equations of motion of the microscopic degrees of freedom do not change under Galilean transformations to different inertial frames. However,…
We give an explicit coinduction principle for recursively-defined stochastic processes. The principle applies to any closed property, not just equality, and works even when solutions are not unique. The rule encapsulates low-level analytic…
Long memory or long range dependency is an important phenomenon that may arise in the analysis of time series or spatial data. Most of the definitions of long memory of a stationary process $X=\{X_1, X_2,\cdots,\}$ are based on the…
In this paper, we introduce variational semantic memory into meta-learning to acquire long-term knowledge for few-shot learning. The variational semantic memory accrues and stores semantic information for the probabilistic inference of…
The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the…
We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance…