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The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…

Prompted by modern technologies in data acquisition, the statistical analysis of spatially distributed function-valued quantities has attracted a lot of attention in recent years. In particular, combinations of functional variables and…

We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…

The analogous statement to Oppenheim conjecture over a local field of positive characteristic is proved. The dynamical argument is most involved in the case of characteristic 3.

We propose a 4-factor model for overnight returns and give explicit definitions of our 4 factors. Long horizon fundamental factors such as value and growth lack predictive power for overnight (or similar short horizon) returns and are not…

We define extensions of the $L^2$-analytic invariants of closed manifolds, called delocalized $L^2$-invariants. These delocalized invariants are constructed in terms of a nontrivial conjugacy class of the fundamental group. We show that in…

The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…

We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the…

In this paper we obtained the formula for the number of irreducible polynomials with degree $n$ over finite fields of characteristic two with given trace and subtrace. This formula is a generalization of the result of Cattell et al.(2003)…

We establish a sufficient condition for a continuous map, acting on a compact metric space, to have a Baire residual set of points exhibiting historic behavior (also known as irregular points). This criterion applies, for instance, to a…

It has been shown that for a certain special type of quantum graphs the random-matrix form factor can be recovered to at least third order in the scaled time \tau using periodic-orbit theory. Two types of contributing pairs of orbits were…

This paper characterizes the values of partial regression coefficients, defined as projection coefficients onto the space spanned by explanatory variables, for random variables generated by linear structural equation models using graphical…

This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing literature. We investigate the asymptotic spectral behaviors of…

We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

It is well-known that estimates for maximal operators and questions of pointwise convergence are strongly connected. In recent years, convergence properties of so-called `non-conventional ergodic averages' have been studied by a number of…

This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact that, in the presence of a changepoint, a factor model can be…

The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…