Related papers: Generalized covariation for Banach space valued pr…
We explore the covariance of error terms coming from Weyl's conjecture regarding the number of Dirichlet eigenvalues up to size $X$. We also consider this problem in short intervals, i.e. the error term of the number of eigenvalues in the…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
In this article we introduce several new examples of Wiener pairs $\mathcal{A} \subseteq \mathcal{B}$, where $\mathcal{B} = \mathcal{B}(\ell^2(X;\mathcal{H}))$ is the Banach algebra of bounded operators acting on the Hilbert space-valued…
The recently introduced concept of $\mathcal{D}$-variation unifies previous concepts of variation of multivariate functions. In this paper, we give an affirmative answer to the open question from Pausinger \& Svane (J. Complexity, 2014)…
In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…
In contemporary scientific research, it is of great interest to predict a categorical response based on a high-dimensional tensor (i.e. multi-dimensional array) and additional covariates. This mixture of different types of data leads to…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
This paper presents a central limit theorem for a pre-averaged version of the realized covariance estimator for the quadratic covariation of a discretely observed semimartingale with noise. The semimartingale possibly has jumps, while the…
General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…
We introduce the concept of an $E$-valued function algebra, a type of Banach algebra that consist of continuous $E$-valued functions on some compact Hausdorff space, where $E$ is a Banach algebra. We present some basic results about such…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
Certain vector-valued inequalities are shown to hold for a Walsh analog of the bilinear Hilbert transform. These extensions are phrased in terms of a recent notion of quartile type of a UMD (Unconditional Martingale Differences) Banach…
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…
We present arguments in favour of the inequalities $var(X_n^2|X \in B_v(\rho)) \le 2\lambda_n E[X_n^2|X \in B_v(\rho)]$, where $X \sim N_v(0,\Lambda)$ is a normal vector in $v\ge 1$ dimensions, with zero mean and covariance matrix $\Lambda…
In the present work, we discuss variational regularization for ill-posed nonlinear problems with focus on an oversmoothing penalty term. This means in our model that the searched-for solution of the considered nonlinear operator equation…
We give a two-dimensional central limit theorem (CLT) for the second-order quadratic variation of the centered Gaussian processes on $[0,T]$. Though the approach we use is well known in the literature, the conditions under which the CLT…
We define a fractional Ito stochastic integral with respect to a randomly scaled fractional Brownian motion via an $S$-transform approach. We investigate the properties of this stochastic integral, prove the Ito formula for functions of…
In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…
We study the properties of the B-->pi and B-->K transition form factors in partially quenched QCD by using the approach of partially quenched chiral perturbation theory combined with the static heavy quark limit. We show that the form…