Related papers: Multivariate truncated moments problems and maximu…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…
In this paper, we investigate carefully the blow-up behaviour of sequences of solutions of some elliptic PDE in dimension two containing a nonlinearity with Trudinger-Moser growth. A quantification result had been obtained by the first…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
We discuss averaged turbulence modeling of multi-scales of length for an incompressible Newtonian fluid, with the help of the maximum information principle. We suppose that there exists a function basis to decompose the turbulent…
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…
Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…
In this paper we consider the isentropic compressible Euler equations in two space dimensions together with particular initial data. The latter consists only of two constant states, where one state lies on the lower and the other state on…
Consider in a real Hilbert space $H$ the differential equation (inclusion) $(E)$: $p(t)u^{\prime \prime}(t)+q(t)u^{\prime}(t)\in Au(t)+f(t)$ for a.a. $t>0$, with the condition $(B)$: $u(0)=x \in \overline{D(A)}$, where $A\colon D(A)\subset…
In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of…
This paper explores some applications of a two-moment inequality for the integral of the $r$-th power of a function, where $0 < r< 1$. The first contribution is an upper bound on the R\'{e}nyi entropy of a random vector in terms of the two…
We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…
In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we…
In this article we have studied bicomplex valued measurable functions on an arbitrary measurable space. We have established the bicomplex version of Lebesgue's dominated convergence theorem and some other results related to this theorem.…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
This paper is a continuation of our previous investigation on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, 63, no.6, 786-797. In the present paper we obtain a Nevanlinna-type formula for this moment problem…
We study the exponential rate of decay of Lebesgue numbers of open covers in topological dynamical systems. We show that topological entropy is bounded by this rate multiplied by dimension. Some corollaries and examples are discussed.
The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…
We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well - posedness and $L_1$-contraction is obtained in the class of entropy solutions. Our scope allows for…