Related papers: Edgeworth expansions in operator form
We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…
The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
The asymptotic dynamics of quantum Markov chains generated by the most general physically relevant quantum operations is investigated. It is shown that it is confined to an attractor space on which the resulting quantum Markov chain is…
In this paper we prove and apply a theorem of spectral expansion for Schwartz linear operators which have an S-linearly independent Schwartz eigenfamily. This type of spectral expansion is the analogous of the spectral expansion for…
Consider a discrete-time infinite horizon financial market model in which the logarithm of the stock price is a time discretization of a stochastic differential equation. Under conditions different from those given in a previous paper of…
Using the renewal approach we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The coefficient in the…
Wigner functions generically attain negative values and hence are not probability densities. We prove an asymptotic expansion of Wigner functions in terms of Hermite spectrograms, which are probability densities. The expansion provides…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
We provide a simple construction of the Anderson operator in dimensions two and three. This is done through its quadratic form. We rely on an exponential transform instead of the regularity structures or paracontrolled calculus which are…
We investigate some particular completely positive maps which admit a stable commutative Von Neumann subalgebra. The restriction of such maps to the stable algebra is then a Markov operator. In the first part of this article, we propose a…
The modification of the coefficients of formal power series is analyzed in order that such variation preserves q-Gevrey asymptotic properties, in particular q-Gevrey asymptotic expansions. A characterization of such sequences is determined,…
We consider semiclassical Schr\"odinger operators acting in $L^2(\mathbb{R}^d)$ with $d\geq3$. For these operators we establish a sharp spectral asymptotics without full regularity. For the counting function we assume the potential is…
Master equations are increasingly popular for the simulation of time-dependent electronic transport in nanoscale devices. Several recent Markovian approaches use "extended reservoirs" - explicit degrees of freedom associated with the…
We consider a class of pseudodifferential operators with a doubly characteristic point, where the quadratic part of the symbol fails to be elliptic but obeys an averaging assumption. Under suitable additional assumptions, semiclassical…
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…
In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.
In this paper we construct the spectral expansion for the non-self-adjoint differential operators generated in the space of vektor functions by the ordinary differential expression of arbitrary order with the periodic matrix coefficients by…
We study the spectral convergence of compact, self-adjoint operators on a separable Hilbert space under operator norm perturbations, and derive asymptotic expansions for their eigenvalues and eigenprojections. Our analysis focuses on…