Related papers: Edgeworth expansions in operator form

This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…

We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric…

In this paper, the asymptotics of the spectral data (eigenvalues and weight numbers) are obtained for the higher-order differential operators with distribution coefficients and separated boundary conditions. Additionally, we consider the…

Let $\Omega\subset{\mathbb R}^n$ be bounded with a smooth boundary $\Gamma$ and let $S$ be the symmetric operator in $L^2(\Omega)$ given by the minimal realization of a second order elliptic differential operator. We give a complete…

The classical sampling theorem for bandlimited functions has recently been generalized to apply to so-called bandlimited operators, that is, to operators with band-limited Kohn-Nirenberg symbols. Here, we discuss operator sampling versions…

The purpose of this note is to share some observations and speculations concerning the asymptotic behavior of Gromov-Witten invariants. They may be indicative of some deep phenomena in symplectic topology that in full generality are outside…

We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…

We consider the self-adjoint third order operator with 1-periodic coefficients on the real line. The spectrum of the operator is absolutely continuous and covers the real line. We determine the high energy asymptotics of the periodic,…

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Distinguished selfadjoint extensions of operators which are not semibounded can be deduced from the positivity of the Schur Complement (as a quadratic form). In practical applications this amounts to proving a Hardy-like inequality.…

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…

Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincar{\'e}-type expansions for large values of the argument $z$ and uniform…

We suggest to investigate certain non-standard (pseudo-)differential operators in order to construct and to study multi-parameter processes. Our approach will include "classical" multi-parameter Markov processes but will go eventually far…

Taylor expansions of analytic functions are considered with respect to several points, allowing confluence of any of them. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are…

Exponentially stable extended adaptive observer is proposed for a class of linear time-invariant systems with unknown parameters and overparameterization. It allows one to reconstruct unmeasured states and bounded external disturbance…

Parameter--elliptic pseudodifferential operators given on a closed smooth manifold are investigated on the extended Sobolev scale. This scale consists of all Hilbert spaces that are interpolation spaces with respect to the Hilbert Sobolev…

Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal…

The refined asymptotic expansion of the confluent hypergeometric function $M(a,b,z)$ on the Stokes line $\arg\,z=\pi$ given in {\it Appl. Math. Sci.} {\bf 7} (2013) 6601--6609 is employed to derive the correct exponentially small…

Using the recent analysis of the output of the low-energy resolvent of Schr\"odinger operators on asymptotically conic manifolds (including Euclidean space) when the potential is short-range, we produce detailed asymptotic expansions for…

In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…