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We propose some class of statistics suitable for estimation of the Hurst index of the fractional Brownian motion based on the second order increments of an observed discrete trajectory.
A time-dependent completely integrable Hamiltonian system is proved to admit the action-angle coordinates around any regular instantly compact invariant manifold. Written relative to these coordinates, its Hamiltonian and first integrals…
This paper is concerned with the Wiener-Hopf indices of unimodular rational matrix functions on the imaginary axis. These indices play a role in the Fredholm theory for Wiener-Hopf integral operators. Our main result gives formulas for the…
The aim of the present article is to establish the connection between the existence of the limit along the normal and an admissible limit at a fixed boundary point for holomorphic functions of several complex variables.
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
For the statistical multifragmentation model the critical indices $\alpha^\prime, \beta, \gamma^\prime, \delta$ are calculated as functions of the Fisher parameter $\tau$. It is found that these indices have different values than in…
We advocate a simple multipole expansion of the polarisation density matrix. The resulting multipoles appear as successive moments of the Stokes variables and can be obtained from feasible measurements. In terms of these multipoles, we…
In this paper we prove a multiplicity result concerning the critical points of a class of functionals involving local and nonlocal nonlinearities. We apply our result to the nonlinear Schrodinger-Maxwell system and to the nonlinear elliptic…
The probability content of a convex polyhedron with a multivariate normal distribution can be regarded as a real analytic function. We give a system of linear partial differential equations with polynomial coefficients for the function and…
We study the existence of critical points of stable stationary solutions to reaction-diffusion problems on topological tori. Stable nonconstant stationary solutions are often called patterns. We construct topological tori and patterns with…
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…
We derive the existence of solutions for an asymptotically linear equation driven by the spectral fractional Laplacian operator with mixed Dirichlet-Neumann boundary conditions. When the nonlinear term $f$ is odd and a suitable relation…
Estimates are obtained for the initial coefficients of a normalized analytic function $f$ in the unit disk $\mathbb{D}$ such that $f$ and the analytic extension of $f^{-1}$ to $\mathbb{D}$ belong to certain subclasses of univalent…
Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…
We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…
We continue the studies of Moutard-type transform for generalized analytic functions started in our previous paper: arXiv:1510.08764. In particular, we suggest an interpretation of generalized analytic functions as spinor fields and show…
We describe dynamical properties of a map $\mathfrak{F}$ defined on the space of rational functions. The fixed points of $\mathfrak{F}$ are classified and the long time behavior of a subclass is described in terms of Eulerian polynomials.
Dynamical phase transitions are defined as non-analytic points of the large deviation function of current fluctuations. We show that for boundary driven systems, many dynamical phase transitions can be identified using the geometrical…
From the classic work of Gohberg and Krein (1958), it is well known that the set of partial indices of a non-singular matrix function may change depending on the properties of the original matrix. More precisely, it was shown that if the…
A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the…