5 problems

Let $\hat{F}^{\lambda}_{[t/\lambda]}$ be the stochastic gradient boosting process, let $(\hat{F}_t)_{t\geq 0}$ be its infinitesimal gradient boosting limit, let…

Let $d$ be the dimension and $b1$ the stability index of a stable random walk, and let $\mathcal{C}_n$ denote its capacity process. Assume that $d/\alpha=5/2$, and let $g(n)$ be a…

Conditioned renewal-process FCLT conjecture. As $n\to\infty$, the appropriately scaled conditioned renewal process should satisfy a counterpart to the functional central limit theo…

Pointwise functional central limit theorem conjecture. For almost every starting point $x$, the functional central limit theorem holds under the law of the reversible Markov chain…

Let $X_1,\ldots,X_n$ be the time series under consideration, let $F_{1,\lfloor nr\rfloor}(\lambda)$ denote the integrated periodogram based on $X_1,\ldots,X_{\lfloor nr\rfloor}$, a…