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This is an earlier, but more general, version of "An L^1 Ergodic Theorem for Sparse Random Subsequences". We prove an L^1 ergodic theorem for averages defined by independent random selector variables, in a setting of general…
We determine local test vectors for Waldspurger functionals for GL(2), in the case where both the representation of GL(2) and the character of the degree two extension are ramified, with certain restrictions. We use this to obtain an…
This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain…
Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…
Rules for the transformation of time parameters in relativistic Langevin equations are derived and discussed. In particular, it is shown that, if a coordinate-time parameterized process approaches the relativistic Juttner-Maxwell…
We define a Gaussian invariant measure for the two-dimensional averaged-Euler equation and show the existence of its solution with initial conditions on the support of the measure. An invariant surface measure on the level sets of the…
We analyzed multifractal properties of 5-minute stock returns from a period of over two years for 100 highly capitalized American companies. The two sources: fat-tailed probability distributions and nonlinear temporal correlations, vitally…
We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…
The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of normalized unbounded semigroups.
We study the theoretical properties of the generalized dynamic principal components introduced in Pe\~na and Yohai (2016). In particular, we prove that when the data follows a dynamic factor model, the reconstruction provided by the…
This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…
Variational inference is a general framework to obtain approximations to the posterior distribution in a Bayesian context. In essence, variational inference entails an optimization over a given family of probability distributions to choose…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
Prior knowledge on properties of a target model often come as discrete or combinatorial descriptions. This work provides a unified computational framework for defining norms that promote such structures. More specifically, we develop…
The work concerns about multiscale McKean-Vlasov stochastic systems. First of all, we prove an average principle for these systems in the $L^2$ sense. Moreover, a convergence rate is presented. Then we define the nonlinear filtering of…
We estimate weighted character sums with determinants $ad-bc $ of $2\times 2$ matrices modulo a prime $p$ with entries $a,b,c,d $ varying over the interval $ [1,N]$. Our goal is to obtain nontrivial bounds for values of $N$ as small as…
We provide a natural interpretation of the secondary Euler characteristic and introduce higher Euler characteristics. For a compact oriented manifold of odd dimension, the secondary Euler characteristic recovers the Kervaire…
We study a class of positive random variables having moments of Gamma type, whose density can be expressed by the three-parametric Mittag-Leffler functions. We give some necessary conditions and some sufficient conditions for their…
Following our earlier work, where doubly indexed and irreducible over Q two-variable Laguerre polynomials were introduced, we prove for such polynomials some recurrence formulas and obtain a generating function. In addition, we show how…
In this paper we propose some Harris-like criteria in order to study the long time behavior of general positive and periodic semiflows. These criteria allow us to obtain new existence results of principal eigenelements, and their…