Luca Pratelli, Pietro Rigo
Two counterexamples, addressing questions raised in \cite{AD} and \cite{PZ}, are provided. Both counterexamples are related to chaoses. Let $F_n=Y_n+Z_n$. It may be that $F_n\overset{a.s.}\longrightarrow 0$, $F_n\overset{L_{2+δ}}\longrightarrow 0$ and $E\bigl\{\sup_n\,\abs{F_n}^δ\bigr\}<\infty$, where $δ>0$ and $Y_n$ and $Z_n$ belong to chaoses of uniformly bounded degree, and yet $Y_n$ fails to converge to 0 a.s.
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In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are their applications to multiple recurrence for stochastic processes and dynamical systems.
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums converges to the normal CDF with probability one. This implies almost sure convergence of empirical periodograms, almost sure convergence of spectra of circulant and reverse circulant matrices, and almost sure convergence of the CDF's generated from independent random variables by independent random orthogonal matrices. For special trigonometric …
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.
Hörmann (2006) gave an extension of almost sure central limit theorem for bounded Lipschitz 1 function. In this paper, we show that his result of almost sure central limit theorem is also hold for any Lipschitz function under stronger conditions.
We consider Sinai's random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is almost surely bounded. As an application we get that i.o. the maximal distance between two favorite sites is almost surely bounded.
Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian random fields. More precisely, we prove that almost surely the Hausdorff dimensions of the range and the graph in any ball $B(t_0,ρ)$ are bounded from above using the local Hölder exponent at $t_0$. We define the deterministic local sub-exponent of Gaussian processes, which allows to obtain an almost sure lower bound for these dimensions. Moreover, the Hausdor…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale with stationary differences. The results are exploited to further investigate the central limit theorem and its invariance principle started at a point, as well as the law of the iterated logarithm via almost sure approximation with a Brownian motion, improving the results available in the literature. The conditions are well suited for a variety of examples; …
We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the spine entails the almost sure convergence of a certain sum over particles in the population.
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.
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 is to prove an almost sure convergence result of randomly truncated stochastic algorithms under easily verifiable conditions
We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total edge length of the $k$-nearest neighbors random graph, $(ii)$ the clique count in random geometric graphs, $(iii)$ the volume of the set approximation via the Poisson-Voronoi tessellation.
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely to 1. This result leads to the ASCLT for least square estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion.
We consider a (random permutation model) binary search tree with n nodes and give asymptotics on the loglog scale for the height H_n and saturation level h_n of the tree as n\to\infty, both almost surely and in probability. We then consider the number F_n of particles at level H_n at time n, and show that F_n is unbounded almost surely.
In this paper we present a new correlation inequality and use it for proving an Almost Sure Local Limit Theorem for the so-called Dickman distribution. Several related results are also proved
In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.
We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit theorem to hold.
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further helps to derive easily verifiable conditions for linear systems. For one-dimensional linear regime-switching jump diffusions, necessary and sufficient conditions for almost sure and $p$th moment exponential stabilities are presented. Several examples are provided for illustration.
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of any even order converge in the almost sure cental limit theorem for martingales. A conjecture about almost sure upper bounds under wider hypotheses is formulated. The theoretical results are supported by examples borrowed from statistical applications, including linear autoregressive models and branching processes with immigration, for which new asymptotic pr…
In this paper, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly stationary processes. Specifically we provide a new version of a strong ergodic theorem for central order statistics.
A sharp almost sure upper bound for partial sums of random multiplicative functions
该研究针对Steinhaus和Rademacher两类随机积性函数，证明其部分和的精确几乎处处上界，结合已有下界确定对数指数，解决了Harper的相关猜想。
We prove that the almost sure Lyapunov exponent λ(κ) of the continuous space Parabolic Anderson Model is bounded above by $c_u κ^{1/3}$ as $κ\downarrow0$ under mild regularity conditions. This bound of the same order of the previously proven lower bound, $λ(κ) \ge c_l κ^{1/3}$.
We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochstättler, Kirsch and Warzel, who named their setup "almost uncorrelated" and showed convergence to the semicircle distribution in probability. We strengthen their results which turn out to be also valid almost surely. Moreover, we extend them to band matrices. Sufficient conditions for convergence to the semicircle distribution both in probability and almost surely are provided. In contrast to convergence in probability,…
We study the minimum number of heaps required to sort a random sequence using a generalization of Istrate and Bonchis's algorithm (2015). In a previous paper, the authors proved that the expected number of heaps grows logarithmically. In this note, we improve on the previous result by establishing the almost-sure and L 1 convergence.
We study the almost sure convergence of the normalized columns in an infinite product of nonnegative matrices, and the almost sure rank one property of its limit points. Given a probability on the set of $2\times2$ nonnegative matrices, with finite support $\mathcal A=\{A(0),\dots,A(s-1)\}$, and assuming that at least one of the $A(k)$ is not diagonal, the normalized columns of the product matrix $P_n=A(ω_1)\dots A(ω_n)$ converge almost surely (for the product probability) with an exponential rate of convergence if and only if the Lyapunov exponents are almost surely distinct. If this conditio…
Almost sure upper bound for sums of random multiplicative functions and critical chaos
该研究运用临界混沌理论方法，改进了Steinhaus与Rademacher型随机乘性函数部分和的几乎必然上界，以强形式证明了Harper的相关猜想并确定了精确对数指数。
In this note we consider a branching Brownian motion (BBM) on $\mathbb{R}$ in which a particle at spatial position $y$ splits into two at rate $βy^2$, where $β>0$ is a constant. This is a critical breeding rate for BBM in the sense that the expected population size blows up in finite time while the population size remains finite, almost surely, for all time. We find an asymptotic for the almost sure rate of growth of the population.
In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived by Nourdin, Peccati and Reinert(2010) and then we deduce the bound on Wasserstein distance for normal approximation using the (discrete) Malliavin-Stein approach. Besides, we are able to give the almost sure central limit theorem for a sequence of random variables inside a fixed Rademacher chaos using the Ibragimov-Lifshits criterion.
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure central limit theorem under sub-linear expectations in this paper, which is a quasi sure convergence version of Peng's central limit theorem. Moreover, this result is a natural extension of the classical almost sure central limit theorem to the case where the probability is no longer additive. Meanwhile, we prove a new kind of strong law of large numbers fo…
For the most general Polya urn schemes, we establish the almost sure convergence of its composition. The only requirement is that there are always enough balls of both colors, so that the extractions can be indefinitely pursued according to the specifications of the model. We also consider the method for determining the probability of fulfilling this requirement, as a function of the initial number of balls of each color.
We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $α$-mixing sequences.
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul Lévy, and determine the lower limits in terms of an iterated logarithm law.
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 to Wiener process in Skorokhod space endowed by the topology of uniform convergence. An integral type almost sure version of this theorem is obtained.
Strong Approximations in the Almost Sure Central Limit Theorem and Limit Behavior of the Center of Mass
本文在两类强逼近条件下分别建立了一般随机序列的几乎必然中心极限定理及其质心的重对数律，并将结果应用于步长强化随机游走。
We establish an almost sure scaling limit theorem for super-Brownian motion on $\mathbb{R}^d$ associated with the semi-linear equation $u_t = {1/2}Δu +βu-αu^2$, where $α$ and $β$ are positive constants. In this case, the spectral theoretical assumptions that required in Chen et al (2008) are not satisfied. An example is given to show that the main results also hold for some sub-domains in $\mathbb{R}^d$.
We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a hidden Markov chain. Different from previous work on stabilization of adaptive controlled systems with a hidden Markov chain, where average criteria were considered, this work focuses on the almost sure stabilization or sample path stabilization of the underlying processes. Under simple conditions, it is shown that as long as the feedback controls have linear g…
We consider almost sure convergence of the SDE $dX_t=α_t d t + β_t d W_t$ under the existence of a $C^2$-Lyapunov function $F:\mathbb R^d \to \mathbb R$. More explicitly, we show that on the event that the process stays local we have almost sure convergence in the Lyapunov function $(F(X_t))$ as well as $\nabla F(X_t)\to 0$, if $|β_t|=\mathcal O( t^{-β})$ for a $β>1/2$. If, additionally, one assumes that $F$ is a Lojasiewicz function, we get almost sure convergence of the process itself, given that $|β_t|=\mathcal O(t^{-β})$ for a $β>1$. The assumptions are shown to be optimal in the sense tha…
We consider the branching random walks in $d$-dimensional integer lattice with time--space i.i.d. offspring distributions. Then the normalization of the total population is a nonnegative martingale and it almost surely converges to a certain random variable. When $d\geq3$ and the fluctuation of environment satisfies a certain uniform square integrability then it is nondegenerate and we prove a central limit theorem for the density of the population in terms of almost sure convergence.
In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law. In particular, we prove ASLLT in the case of the normal domain of attraction of $α$--stable law, $α\in(1,2)$.
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $β-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type Lyapunov condition and thus generalises the contraction condition in \citet[Example 2.2]{Berkes14}. We prove our main theorem by the big and small blocks technique and an embedding result in \citet{gotze2011estimates}. Our result is further applied to the ergodic Markov chain and functional autoregressive processes.
Almost sure path localisation for the derivative martingale of branching Brownian motion
本研究针对分支布朗运动导数鞅，建立几乎必然路径局部化结果，明确其极限由与极值粒子距离为s^(1/2)的细管内的粒子决定，刻画了贡献极限的粒子范围。
In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary and uniformly bounded sequences of random variables which are exponentially fast $ϕ$-mixing. The obtained rate is of order $o(V_n^{\frac14+\del})$ for an arbitrary $\del>0$, where $V_n$ is the variance of the underlying partial sums $S_n$. For certain classes of inhomogeneous Markov chains we also prove a vector-valued ASIP with similar rates.
In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-Itô integral with respect to a given isonormal Gaussian process. In the present paper, we complement the study initiated in \cite{BNT}, by considering the more general situation where the sequence $(G_n)$ may not need to converge to a Gaussian distribution. As an application, we prove that partial sums of Hermite polynomials of increments of fractional Brownian motion sati…
We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost every environment for the centered and diffusively scaled walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the Perron-Frobenius theorem, and, with regard to the case of reversible Markov chain, via the principal eigenvalue approach; (ii) for regime-switching diffusions with countable state spaces by means of a finite partition trick and an M-Matrix theory. We then apply our theory to study the stabilization for linear switching models. Several examples are given to demonstr…
Consider a real-valued branching random walk in the boundary case. Using the techniques developed by Aïdékon and Shi [5], we give two integral tests which describe respectively the lower limits for the minimal position and the upper limits for the associated additive martingale.
Almost sure growth of integrated supOU processes
研究积分型 supOU 过程的几乎必然增长率，基于 Lévy 测度和依赖测度特性，证明 Marcinkiewicz-Zygmund 型 SLLN。
This paper studies the almost sure location of the eigenvalues of matrices ${\bf W}_N {\bf W}_N^{*}$ where ${\bf W}_N = ({\bf W}_N^{(1)T}, ..., {\bf W}_N^{(M)T})^{T}$ is a $ML \times N$ block-line matrix whose block-lines $({\bf W}_N^{(m)})_{m=1, ..., M}$ are independent identically distributed $L \times N$ Hankel matrices built from i.i.d. standard complex Gaussian sequences. It is shown that if $M \rightarrow +\infty$ and $\frac{ML}{N} \rightarrow c_*$ ($c_* \in (0, \infty)$), then the empirical eigenvalue distribution of ${\bf W}_N {\bf W}_N^{*}$ converges almost surely towards the Marcenko…
Almost sure CLT for hyperbolic Anderson model with Lévy colored noise
本文研究了超几何安德森模型在莱维着色噪声驱动下的几乎必然中心极限定理，通过归一化空间积分的中心极限定理和马尔可夫导数估计得出主要结论。
In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of increments of fractional Brownian motion. We obtain almost sure central limit theorems for these normalized sums when they converge in law to a normal distribution.
We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto $C[0,T]$ for large $T$. The methods used are probabilistic and take advantage of modern spine techniques.
We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^α \vee 1$, and each time an edge is traversed, its weight is increased by $Δ$. It is known that the walk is recurrent if and only if $α\leq 1$. The aim of this paper is to study the almost sure behavior of the walk in the recurrent regime. For $α<1$ and $Δ>0$, we obtain a limit theorem which is a counterpart of the law of the iterated logarithm for simple random walks. This reveals that the speed of the walk with $Δ>0$ is much slower than $Δ=0$. In the critical case $α=1$, ou…
We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values in an arbitrary lattice. This extends a recent similar result jointly obtained with Antonini-Giuliano, under a slightly stronger absolute moment assumption (of order $2+u$ with $u>0$). The approach used to treat the case $u>0$ breaks down when $u=0$. MacDonald's concept of the Bernoulli part of a random variable is used in a crucial way to remedy this.
We prove a quenched almost sure invariance principle for certain classes of random distance expanding dynamical systems which do not necessarily exhibit uniform decay of correlations.
We consider a conservative ergodic measure-preserving transformation $T$ of a $σ$-finite measure space $(X,\mathcal{B},μ)$ with $μ(X)=\infty$. Given an observable $f:X\to \mathbb{R}$ we study the almost sure asymptotic behaviour of the Birkhoff sums $S_Nf(x) := \sum_{j=1}^N\, (f\circ T^{j-1})(x)$. In infinite ergodic theory it is well known that the asymptotic behaviour of $S_Nf(x)$ strongly depends on the point $x\in X$, and if $f\in L^1(X,μ)$, then there exists no real valued sequence $(b(N))$ such that $\lim_{N\to\infty} S_Nf(x)/b(N)=1$ almost surely. In this paper we show that for dynamica…
Almost surely in an Angelesco ensemble,the normalized counting measure of a random point converges weak* to the equilibrium measure.This result, for orthogonal polynomial ensembles, is well-known.
We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concretely, we establish the fact that almost sure convergence on a fixed finite sum of chaoses forces the almost sure convergence of each chaotic component. Our strategy uses "{\it extra randomness}" and a simple conditioning argument. These ideas are close to the spirit of \emph{Stein's method of exchangeable pairs}. Some natural questions are left open in this note.
For a large class of expanding maps of the interval, we prove that partial sums of Lipschitz observables satisfy an almost sure central limit theorem (ASCLT). In fact, we provide a speed of convergence in the Kantorovich metric. Maxima of partial sums are also shown to obey an ASCLT. The key-tool is an exponential inequality recently obtained. Then we derive almost-sure convergence rates for the supremum of moving averages of Lipschitz observables (Erdos-Renyi type law). We end up with an application to entropy estimation ASCLT's that refi ne Shannon-McMillan-Breiman and Ornstein-Weiss theorem…
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