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This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
We investigate the effects of advection on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions. Various asymptotic behaviors of the principal eigenvalues, when advection coefficient…
In this note, we study distributed time-varying optimization for a multi-agent system. We first focus on a class of time-varying quadratic cost functions, and develop a new distributed algorithm that integrates an average estimator and an…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…
One of the questions of distribution of prime numbers is considered in the article. It is shown what error is obtained from the assumption that the asymptotic density of a sequence of primes is a probability. Various forms of an analogue of…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…
We study asymptotic behaviors of Bayes type estimators and give sufficient conditions to obtain asymptotic limit distribution of estimation error. We assume polynomial type large deviation inequalities and prove asymptotic equivalence of…
In the development of controllability and inverse problem results for semi-discrete systems, by using Carleman estimates, it is required to estimate of the discrete operators applied to Carleman weight functions. This work aims to establish…
A meaningful probability distribution for measurements of a quantum stress tensor operator can only be obtained if the operator is averaged in time or in spacetime. This averaging can be regarded as a description of the measurement process.…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
In this manuscript, we will study the asymptotic behavior for a class of nonlocal diffusion equations associated with the weighted fractional $\wp(\cdot)-$Laplacian operator involving constant/variable exponent. In the case of constant…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…