The paper derives a functional central limit theorem for the empirical distributions of a system of strongly correlated continuous martingales at the level of the full trajectory space. We provide a general class of functionals for which the weak convergence to a centered Gaussian random field takes place. An explicit formula for the covariance is established and a characterization of the limit...

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures converge to functionals of fractional OrnsteinUhlenbeck processes. We use fractional integrated noise as an example to illustrate the important ideas. In this ...

Gosper’s summation algorithm finds a hypergeometric closed form of an indefinite sum of hypergeometric terms, if such a closed form exists. We extend his algorithm to the case when the terms are simultaneously hypergeometric and multibasic hypergeometric. We also provide algorithms for finding polynomial as well as hypergeometric solutions of recurrences in the mixed case. We do not require the...

Standard approximations for the exchange-correlation functional have been found to give big errors for the linearity condition of fractional charges, leading to delocalization error, and the constancy condition of fractional spins, leading to static correlation error. These two conditions are now unified and extended to states with both fractional charge and fractional spin to give a much more ...

This paper is concerned with the following elliptic system:$$ left{ begin{array}{ll} -triangle u + b(x)nabla u + V(x)u=g(x, v), -triangle v - b(x)nabla v + V(x)v=f(x, u), end{array} right. $$ for $x in {R}^{N}$, where $V $, $b$ and $W$ are 1-periodic in $x$, and $f(x,t)$, $g(x,t)$ are super-quadratic. In this paper, we give a new technique to show the boundedness of Cerami sequences and estab...

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures converge to functionals of fractional Ornstein–Uhlenbeck processes. We use fractional integrated noise as an example to illustrate the important ideas. In this...

We introduce a variant of Spector’s bar recursion (called “modified bar recursion”) in finite types to give a realizability interpretation of the classical axiom of countable choice allowing for the extraction of witnesses from proofs of Σ1 formulas in classical analysis. As a second application of modified bar recursion we present a bar recursive definition of the fan functional. Moreover, we ...

We study the properties of linear and non-linear determining functionals for dissipative dynamical systems generated by PDEs. The main attention is payed to lower bounds number such functionals. In contradiction common paradigm, it shown that optimal (the so-called dimension) strongly related proper dimension set equilibria considered system rather than dimensions global attractors complexity d...

a general notion of completely monotone functionals on an ordered banach algebra b into a proper h*-algebra a with an integral representation for such functionals is given. as an application of this result we have obtained a characterization for the generalized completely continuous monotone functions on weighted foundation semigroups. a generalized version of bochner’s theorem on foundation se...