Related papers: H{\"o}lder continuity of random processes

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

We extend the class of $(\xi,\psi,K)$-superprocesses known so far by applying a simple transformation induced by a \lq\lq weight function\rq\rq\ for the one-particle motion. These transformed superprocesses may exist under weak conditions…

We consider higher order frequentist inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution. The first order validity of this procedure established by Lee, Kosorok and Fine…

We formulate and prove a new criterion for stability of e-processes. It says that any e-process which is averagely bounded and concentrating is asymptotically stable. In the second part, we show how this general result applies to some shell…

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…

We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…

We derive closed-form expressions for several new classes of Hurwitzian- and Tasoevian continued fractions, including $[0;\overline{p-1,1,u(a+2nb)-1,p-1,1,v(a+(2n+1)b)-1 }\,\,]_{n=0}^\infty$, $[0; \overline{c + d m^{n}}]_{n=1}^{\infty}$ and…

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…

A family of continuous-time generalized autoregressive conditionally heteroscedastic processes, generalizing the $\operatorname {COGARCH}(1,1)$ process of Kl\"{u}ppelberg, Lindner and Maller [J. Appl. Probab. 41 (2004) 601--622], is…

We introduce the concept of `discrete-time persistence', which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n \Delta T. For a Gaussian Markov process with relaxation rate \mu, we show…

We study first-order concatenation theory with bounded quantifiers. We give axiomatizations with interesting properties, and we prove some normal-form results. Finally, we prove a number of decidability and undecidability results.

With the present paper we conclude the presentation of a semianalytical model of hierarchical clustering of bound virialized objects formed by gravitational instability from a random Gaussian field of density fluctuations. In paper I, we…

We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…

It is proved that the Continuum Hypothesis implies that any sequence of rapid P-points of length $<{\mathfrak c}^{+}$ which is increasing with respect to the Rudin-Keisler ordering is bounded above by a rapid P-point. This is an improvement…

We prove the H\"older continuity of the integrated density of states for a class of quasi-periodic long-range operators on $\ell^2(\Z^d)$ with large trigonometric polynomial potentials and Diophantine frequencies. Moreover, we give the…

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

The theory for multiplier empirical processes has been one of the central topics in the development of the classical theory of empirical processes, due to its wide applicability to various statistical problems. In this paper, we develop…

This paper develops a quantitative regularity theory for the Lyapunov exponents of random products of matrices in $\operatorname{GL}(2,\mathbb{R})$, with extensions to $\operatorname{GL}(d,\mathbb{R})$ for all $d \geq 2$. At every compactly…