相关论文: Stability of Random Sums

Let $X_1,\dots, X_n,\dots$ be i.i.d.\ $d$-dimensional random vectors with common distribution $F$. Then $S_n = X_1+\dots+X_n$ has distribution $F^n$ (degree is understood in the sense of convolution). Let $$ \rho_{\mathcal{C}_d}(F,G) =…

We consider the incompressible Euler equations in $R^2$ when the initial vorticity is bounded, radially symmetric and non-increasing in the radial direction. Such a radial distribution is stationary, and we show that the monotonicity…

The geometric sum plays a significant role in risk theory and reliability theory \cite{Kala97} and a prototypical example of the geometric sum is R\'enyi's theorem~\cite{Renyi56} saying a sequence of suitably parameterised geometric sums…

The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach…

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the…

Consider $\operatorname{Sym}(n)$, endowed with the normalized Hamming metric $d_n$. A finitely-generated group $\Gamma$ is \emph{P-stable} if every almost homomorphism $\rho_{n_k}\colon \Gamma\rightarrow\operatorname{Sym}(n_k)$ (i.e., for…

We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…

In NIP theories, generically stable Keisler measures can be characterized in several ways. We analyze these various forms of "generic stability" in arbitrary theories. Among other things, we show that the standard definition of generic…

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

In [1], the authors have studied stability of certain causal properties of space-times in general relativity. As a continuation of this work, in the present paper, we review and discuss, some more aspects of stability which occur in various…

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

The problem of homological stability helps us to catch the structure of group homology. We calculate homological stability of special orthogonal groups, and we also calculate the stability of orthogonal groups with determinant-twisted…

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…

A group may be considered $C^*$-stable if almost representations of the group in a $C^*$-algebra are always close to actual representations. We initiate a systematic study of which discrete groups are $C^*$-stable or only stable with…

A graph with convex quadratic stability number is a graph for which the stability number is determined by solving a convex quadratic program. Since the very beginning, where a convex quadratic programming upper bound on the stability number…

We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a…

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…