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Hölderian invariance principle for Hilbertian linear processes

Alfredas Račkauskas, Charles Suquet (2009)

ESAIM: Probability and Statistics

Let ( ξ n ) n 1 be the polygonal partial sums processes built on the linear processes X n = i 0 a i ( ϵ n - i ) , n ≥ 1, where ( ϵ i ) i are i.i.d., centered random elements in some separable Hilbert space and the ai's are bounded linear operators , with i 0 a i < . We investigate functional central limit theorem for ξ n in the Hölder spaces H ρ o ( ) of functions x : [ 0 , 1 ] such that ||x(t + h) - x(t)|| = o(p(h)) uniformly in t, where p(h) = hαL(1/h), 0 ≤ h ≤ 1 with 0 ≤ α ≤ 1/2 and L slowly varying at infinity. We obtain the H ρ o ( ) weak convergence of ξ n ...

Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

Rémi Rhodes (2009)

Annales de l'I.H.P. Probabilités et statistiques

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims to give a macroscopic approximation that takes into account the microscopic heterogeneities. This paper follows [Probab. Theory Related Fields (2009)] and improves this latter work by...

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