Measures on Metric Spaces

This chapter lays the foundations for functional limit theory, considering the case of general metric spaces from a topological standpoint. The issues of separability and measurability and techniques for assigning measures in metric spaces are then discussed, developing tools to replace the methods of characteristic functions and the inversion theorem used for real sequences. The key cases of function spaces are studied and in particular the case C of continuous functions on the unit interval. Weiner measure (Brownian motion) is defined as the leading case of a measure on C.

Stochastic Limit Theory

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first provides a handbook and reference for the underlying mathematics (Part I, Chapters 1–6), statistical theory (Part II, Chapters 7–11), and stochastic process theory (Part III, Chapters 12–18). The second half provides a treatment of the main convergence theorems used in analysing the large sample behaviour of econometric estimators and tests. These are the law of large numbers (Part IV, Chapters 19–22), the central limit theorem (Part V, Chapters 23–26), and the functional central limit theorem (Part VI, Chapters 27–32). The focus in this treatment is on the nonparametric approach to time series properties, covering topics such as nonstationarity, mixing, martingales, and near‐epoch dependence. While the approach is not elementary, care is taken to keep the treatment self‐contained. Proofs are provided for almost all the results.

Constant-Time Algorithms for Continuous Optimization Problems

In this chapter, we consider constant-time algorithms for continuous optimization problems. Specifically, we consider quadratic function minimization and tensor decomposition, both of which have numerous applications in machine learning and data mining. The key component in our analysis is graph limit theory, which was originally developed to study graphs analytically.

Asymptotic laws of summands I: square integrable independent random variables

This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review exposition but specially as a complete exposition expect a few exterior resources. For graduate students and for researchers (beginners or advanced), any paper of the series should be considered as a basis for constructing new results. The contents are taken from advanced books but the organization and the proofs use more recent tools, are given in more details and do not systematically follow previous one. Sometimes, theorems are completed and innovated

Temperature and entropy–area relation of quantum matter near spherically symmetric outer trapping horizons

We consider spherically symmetric spacetimes with an outer trapping horizon. Such spacetimes are generalizations of spherically symmetric black hole spacetimes where the central mass can vary with time, like in black hole collapse or black hole evaporation. While these spacetimes possess in general no timelike Killing vector field, they admit a Kodama vector field which in some ways provides a replacement. The Kodama vector field allows the definition of a surface gravity of the outer trapping horizon. Spherically symmetric spacelike cross sections of the outer trapping horizon define in- and outgoing lightlike congruences. We investigate a scaling limit of Hadamard 2-point functions of a quantum field on the spacetime onto the ingoing lightlike congruence. The scaling limit 2-point function has a universal form and a thermal spectrum with respect to the time parameter of the Kodama flow, where the inverse temperature $$\beta = 2\pi /\kappa $$ β = 2 π / κ is related to the surface gravity $$\kappa $$ κ of the horizon cross section in the same way as in the Hawking effect for an asymptotically static black hole. Similarly, the tunnelling probability that can be obtained in the scaling limit between in- and outgoing Fourier modes with respect to the time parameter of the Kodama flow shows a thermal distribution with the same inverse temperature, determined by the surface gravity. This can be seen as a local counterpart of the Hawking effect for a dynamical horizon in the scaling limit. Moreover, the scaling limit 2-point function allows it to define a scaling limit theory, a quantum field theory on the ingoing lightlike congruence emanating from a horizon cross section. The scaling limit 2-point function as well as the 2-point functions of coherent states of the scaling limit theory is correlation-free with respect to separation along the horizon cross section; therefore, their relative entropies behave proportional to the cross-sectional area. We thus obtain a proportionality of the relative entropy of coherent states of the scaling limit theory and the area of the horizon cross section with respect to which the scaling limit is defined. Thereby, we establish a local counterpart, and microscopic interpretation in the setting of quantum field theory on curved spacetimes, of the dynamical laws of outer trapping horizons, derived by Hayward and others in generalizing the laws of black hole dynamics originally shown for stationary black holes by Bardeen, Carter and Hawking.

Formalizing Calculus without Limit Theory in Coq

Formal verification of mathematical theory has received widespread concern and grown rapidly. The formalization of the fundamental theory will contribute to the development of large projects. In this paper, we present the formalization in Coq of calculus without limit theory. The theory aims to found a new form of calculus more easily but rigorously. This theory as an innovation differs from traditional calculus but is equivalent and more comprehensible. First, the definition of the difference-quotient control function is given intuitively from the physical facts. Further, conditions are added to it to get the derivative, and define the integral by the axiomatization. Then some important conclusions in calculus such as the Newton–Leibniz formula and the Taylor formula can be formally verified. This shows that this theory can be independent of limit theory, and any proof does not involve real number completeness. This work can help learners to study calculus and lay the foundation for many applications.

Limit Theory for Stationary Autoregression with Heavy-Tailed Augmented GARCH Innovations

This paper considers stationary autoregressive (AR) models with heavy-tailed, general GARCH (G-GARCH) or augmented GARCH noises. Limit theory for the least squares estimator (LSE) of autoregression coefficient ρ=ρn is derived uniformly over stationary values in [0,1), focusing on ρn→1 as sample size n tends to infinity. For tail index α∈(0,4) of G-GARCH innovations, asymptotic distributions of the LSEs are established, which are involved with the stable distribution. The convergence rate of the LSE depends on 1−ρn2, but no condition on the rate of ρn is required. It is shown that, for the tail index α∈(0,2), the LSE is inconsistent, for α=2, logn/(1−ρn2)-consistent, and for α∈(2,4), n1−2/α/(1−ρn2)-consistent. Proofs are based on the point process and the asymptotic properties in AR models with G-GARCH errors. However, this present work provides a bridge between pure stationary and unit-root processes. This paper extends the existing uniform limit theory with three issues: the errors have conditional heteroscedastic variance; the errors are heavy-tailed with tail index α∈(0,4); and no restriction on the rate of ρn is necessary.