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The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

数学物理 · 物理学 2012-07-12 Yves Elskens

In this paper we establish necessary and sufficient conditions for the existence of line segments (or flats) in the sphere of the nuclear norm via the notion of simultaneous polarization and a refined expression for the subdifferential of…

最优化与控制 · 数学 2022-05-18 Tim Hoheisel , Elliot Paquette

We study self-consistent approximations such as the $\Phi$-derivable and virial approaches to dilute strongly interacting systems in equilibrium. We consider a system of non-relativistic fermions of one kind interacting via a pair potential…

核理论 · 物理学 2023-12-29 E. E. Kolomeitsev , P. D. Lukianov , D. N. Voskresensky

Let $\Phi$ be a family of functions analytic in some neighborhood of a complex domain $\Omega$, and let $T$ be a Hilbert space operator whose spectrum is contained in $\overline\Omega$. Our typical result shows that under some extra…

泛函分析 · 数学 2017-03-28 Michael A. Dritschel , Daniel Estévez , Dmitry Yakubovich

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

概率论 · 数学 2009-01-20 Istvan Gyöngy , Annie Millet

We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…

统计方法学 · 统计学 2015-05-15 Wei Biao Wu , Paolo Zaffaroni

We derive the necessary and sufficient condition for almost sure convergence of the sequence of measurable functions, and consider some applications in the theory of Fourier series and in the theory of random fields.

泛函分析 · 数学 2015-07-16 E. Ostrovsky , L. Sirota

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

最优化与控制 · 数学 2026-05-21 Nicholas Pischke

Given an observation of the uniform empirical process $\alp_n$, its functional increments $\alp_n(u+a_n\cdot)-\alp_n(u)$ can be viewed as a single random process, when $u$ is distributed under the Lebesgue measure. We investigate the almost…

统计理论 · 数学 2012-01-27 Davit Varron

We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…

概率论 · 数学 2009-06-29 Jérôme Lelong

We provide quantitative convergence results for continuous-time dynamical systems in metric spaces that satisfy a continuous-time analog of quasi-Fej\'er monotonicity. More precisely, we provide a (strong) convergence result for such…

最优化与控制 · 数学 2026-03-26 Anton Freund , Nicholas Pischke

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

概率论 · 数学 2023-08-01 Aurélien Velleret

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

泛函分析 · 数学 2024-02-08 Michael Oberguggenberger

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

概率论 · 数学 2009-08-10 E. E. Permyakova

In this paper, we provide sufficient conditions for the functions $\psi$ and $\phi$ to be the approximate duals in the Hardy space $H^p(\mathbb{R})$ for all $0<p\leq1$. Based on these conditions, we obtain the wavelet series expansion in…

经典分析与常微分方程 · 数学 2023-06-09 Youngmi Hur , Hyojae Lim

Self-assembly of structures from vertically aligned, charged dust particle bundles within a glass box placed on the lower, powered electrode of a RF GEC cell were produced and examined experimentally. Self-organized formation of…

等离子体物理 · 物理学 2015-06-15 Truell W. Hyde , Jie Kong , Lorin S. Matthews

For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to L\'evy stable process in the Skorohod space with $J_1$-topology. We identify necessary and sufficient conditions for…

概率论 · 数学 2010-07-27 Marta Tyran-Kaminska

We continue the analysis of random series associated to the multidimensional harmonic oscillator $-\Delta + |x|^2$ on $\mathbb{R}^d$ with d \geq 2$$. More precisely we obtain a necessary and sufficient condition to get the almost sure…

泛函分析 · 数学 2025-06-05 Rafik Imekraz , Mickaël Latocca

We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…

概率论 · 数学 2018-06-22 Mauro Rosestolato

In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik