Related papers: Rayleigh-Ritz variational method with suitable asy…
We apply the Riccati-Pad\'{e} method and the Rayleigh-Ritz method with complex rotation to the study of the resonances of a one-dimensional well with two barriers. The model exhibits two different kinds of resonances and we calculate them…
We investigate in this work the validity of linear stochastic models for nonlinear dynamical systems. We exploit as our basic tool a previously proposed Rayleigh-Ritz approximation for the effective action of nonlinear dynamical systems…
The present study is an extension of the work done in Parareal convergence for oscillatory pdes with finite time-scale separation (2019), A. G. Peddle, T. Haut, and B. Wingate, [16], and An asymptotic parallel-in-time method for highly…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
We employ a variant of Wright's circle method to determine the bivariate asymptotic behaviour of Fourier coefficients for a wide class of eta-theta quotients with simple poles in $\mathbb{H}$.
The article is devoted to some adaptive methods for variational inequalities with relatively smooth and relatively strongly monotone operators. Starting from the recently proposed proximal variant of the extragradient method for this class…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
The presence of outliers (anomalous values) in synthetic aperture radar (SAR) data and the misspecification in statistical image models may result in inaccurate inferences. To avoid such issues, the Rayleigh regression model based on a…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…
In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obtain the asymptotics of the Nadaraya-Watson estimator and its…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…
The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…
In this article, we provide a comprehensive analysis of the asymptotic behavior of Bell numbers, enhancing and unifying various results previously dispersed in the literature. We establish several explicit lower and upper bounds. The main…
Given an approximate eigenvector, its (standard) Rayleigh quotient and harmonic Rayleigh quotient are two well-known approximations of the corresponding eigenvalue. We propose a new type of Rayleigh quotient, the homogeneous Rayleigh…
We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…
A method to derive stationary solutions of the relativistic Vlasov-Maxwell system is explored. In the non-relativistic case, a method using the Hermite polynomial series to describe the deviation from the Maxwell-Boltzmann distribution is…
This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…
We provide a simple explicit estimator for discretely observed Barndorff-Nielsen and Shephard models, prove rigorously consistency and asymptotic normality based on the single assumption that all moments of the stationary distribution of…
Recent empirical and theoretical analyses of several commonly used prediction procedures reveal a peculiar risk behavior in high dimensions, referred to as double/multiple descent, in which the asymptotic risk is a non-monotonic function of…