相关论文: A note on rough statistical convergence
We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter $H < 1/2$. This regime recently attracted a lot of attention both from the statistical and…
The Kirchhoff integral is a fundamental integral in scattering theory, appearing in both the Kirchhoff approximation, as well as the small slope approximation. In this work, a functional Taylor series approximation to…
Let $a=(a_1,a_2,...c,a_n)$ for $n\in\mathbb{N}$ be a given sequence of positive numbers. In the paper, the authors establish, by using Cauchy's integral formula in the theory of complex functions, an integral representation of the principal…
We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
The purpose of this paper is to define statistically convergent sequences with respect to the metrics on generalized metric spaces (g-metric spaces) and investigate basic properties of this statistical form of convergence.
Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an…
In this paper, the concept of an $N_{\theta}^{2}$ quasi-Cauchy sequence is introduced. We proved interesting theorems related to $N_{\theta}^{2}$-quasi-Cauchy sequences. A real valued function $f$ defined on a subset $A$ of $\mathbb{R}$,…
A number of generalizations of stochastic and information-theoretic randomness are known in the literature. However, they are not compatible with handling meaning in vague and dynamic contexts of rough reasoning (and therefore explainable…
We introduce a notion of distributional $k$-forms on $d$-dimensional manifolds which can be integrated against suitably regular $k$-submanifolds. Our approach combines ideas from Whitney's geometric integration [Whi57] with those of sewing…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
Rough set theory is a new mathematical approach to imperfect knowledge. The notion of rough sets is generalized by using an arbitrary binary relation on attribute values in information systems, instead of the trivial equality relation. The…
Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence…
We study some new strongly almost lacunary statistical $A$-convergent sequence space of order $\alpha$ defined by a Musielak-Orlicz function. We also give some inclusion relations between the newly introduced class of sequences with the…
Statistical convergence was introduced in connection with problems of series summation. The main idea of the statistical convergence of a sequence l is that the majority of elements from l converge and we do not care what is going on with…
We define a characteristic function for probability measures on the signatures of geometric rough paths. We determine sufficient conditions under which a random variable is uniquely determined by its expected signature, thus partially…
In their recent inspiring paper Mironov and Morozov claim a surprisingly simple expansion formula for the Kontsevich-Witten tau-function in terms of the Schur Q-functions. Here we provide a similar conjecture for the Br\'ezin-Gross-Witten…
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
During the study of the topic of limit summability of functions (introduced by the author in 2001), we encountered some types of functions that are related to the mean value theorem. In this paper, we formally define mean value and…