Related papers: Average sampling of band-limited stochastic proces…
We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a…
We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system…
We consider the problem of transmission of a sequence of real data produced by a Nyquist sampled band-limited analog source over a band-limited analog channel, which introduces an additive white Gaussian noise. An analog coding scheme is…
In a two-stage cluster sampling procedure, $n$ random populations are drawn independently from independent populations and a sub-sample of observations is taken in each of them. The estimator of the general mean of the observed variables is…
In this paper, we study a non-stationary stochastic bandit problem, which generalizes the switching bandit problem. On top of the switching bandit problem (\textbf{Case a}), we are interested in three concrete examples: (\textbf{b}) the…
In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which following a moving average process with time-varying parameters. We then show that such moving average processes are…
This paper introduces an innovative approach for signal reconstruction using data acquired through multi-input-multi-output (MIMO) sampling. First, we show that it is possible to perfectly reconstruct a set of periodic band-limited signals…
Image registration is a widespread problem which applies models about image transformation or image similarity to align discrete images of the same scene. Nevertheless, the theoretical limits on its accuracy are not understood even in the…
We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
We generalize to stochastic dynamics the exact expression for average dissipation along an arbitrary non-equilibrium process, given in Phys. Rev. Lett. 98, 080602 (2007). We then derive lower bounds by various coarse-graining procedures and…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected value that is being optimized. Since the outcome from…
Two adaptive bandwidth selection methods for nonparametric estimators in locally stationary processes are proposed. We investigate a cross validation approach and a method based on contrast minimization and derive asymptotic properties of…
Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. Our work offers a randomization-based inference…
We study a concentration problem on the unit sphere $\mathbb{S}^2$ for band-limited spherical harmonics expansions using large sieve methods. We derive upper bounds for concentration in terms of the maximum Nyquist density. Our proof uses…
This paper studies sample average approximation (SAA) in solving convex or strongly convex stochastic programming (SP) problems. In estimating SAA's sample efficiency, the state-of-the-art sample complexity bounds entail metric entropy…
We consider a general branching population where the lifetimes of individuals are i.i.d.\ with arbitrary distribution and where each individual gives birth to new individuals at Poisson times independently from each other. In addition, we…
This contribution proposes a two stage strategy to allow for phase retrieval in state of the art sub-Nyquist sampling schemes for sparse multiband signals. The proposed strategy is based on data acquisition via modulated wideband converters…