3 papers
math.PR2025
Locally optimal Functional Quantization
Harald Luschgy, Gilles Pagès
In this note we demonstrate that locally optimal functional quantizers for probability distributions on a Banach space lying in the support of behave exactly like globally opti…
math.PR2024
The nonexplosive solution of explosive autoregressions
Erich Häusler, Harald Luschgy
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
math.PR2024
On stable central limit theorems for multivariate discrete-time martingales
Erich Häusler, Harald Luschgy
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are str…