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We study a family of polynomials which are orthogonal with respect to the varying, highly oscillatory complex weight function $e^{ni\lambda z}$ on $[-1,1]$, where $\lambda$ is a positive parameter. This family of polynomials has appeared in…

Classical Analysis and ODEs · Mathematics 2020-04-07 Andrew F. Celsus , Guilherme L. F. Silva

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

Probability · Mathematics 2013-06-20 Marco Dozzi , Yuliya Mishura , Georgiy Shevchenko

This paper deals with the estimation of reliability $R=P(Y<X)$ when $X$ is a random strength of a component subjected to a random stress $Y$ and $(X,Y)$ follows a bivariate Rayleigh distribution. The maximum likelihood estimator of $R$ and…

Statistics Theory · Mathematics 2014-05-20 Abbas Pak , Nayereh Bagheri Khoolenjani , Ali Akbar Jafari

We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the…

Mathematical Physics · Physics 2022-07-06 Christophe Charlier , Maurice Duits , Arno B. J. Kuijlaars , Jonatan Lenells

We present applications of variational -- wavelet approach to different forms of nonlinear (rational) rms envelope equations. We have the representation for beam bunch oscillations as a multiresolution (multiscales) expansion in the base of…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

This short report gives a non-asymptotic rate of convergence proof for solving a two-block coordinate descent problem. This non-asymptotic proof is a simple result that can be derived easily from available results in the literature. We give…

Optimization and Control · Mathematics 2019-01-28 Seyyed Mohammad Rouzban , Reshad Hosseini

We introduce a variational method for approximating distribution functions of dynamics with a ``Liouville operator'' $\hL,$ in terms of a {\em nonequilibrium action functional} for two independent (left and right) trial states. The method…

chao-dyn · Physics 2009-10-28 Gregory L. Eyink

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

Analysis of PDEs · Mathematics 2010-09-16 Pascal Auscher , Andreas Axelsson

Let X_R be the zero locus in RP^n of one or two independently and Weyl distributed random real quadratic forms (this is the same as requiring that the corresponding symmetric matrices are in the Gaussian Orthogonal Ensemble). We prove that…

Algebraic Topology · Mathematics 2013-06-19 Antonio Lerario

This paper develops an asymptotic distribution theory for an endogenous instrumentation approach in quantile predictive regressions when both generated covariates and persistent predictors are used. The generated covariates are obtained…

Econometrics · Economics 2024-04-23 Christis Katsouris

The inertial collapse of two interacting and non-translating spherical bubbles of equal size is considered. The exact analytic solution to the nonlinear ordinary differential equation that governs the bubble radii during collapse is first…

Fluid Dynamics · Physics 2021-02-11 Anthony Harkin , Adam Giammarese , Nathaniel S. Barlow , Steven J. Weinstein

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

Statistics Theory · Mathematics 2012-02-24 Peter Hall , Tung Pham , M. P. Wand , S. S. J. Wang

We study the quadratic prediction error method -- i.e., nonlinear least squares -- for a class of time-varying parametric predictor models satisfying a certain identifiability condition. While this method is known to asymptotically achieve…

Statistics Theory · Mathematics 2024-04-17 Charis Stamouli , Ingvar Ziemann , George J. Pappas

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Numerical Analysis · Mathematics 2017-01-17 Dietmar Gallistl

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes…

Statistics Theory · Mathematics 2019-06-25 Célestin C. Kokonendji , Aboubacar Y. Touré , Amadou Sawadogo

We obtain the strong asymptotics of polynomials $p_n(\lambda)$, $\lambda\in\mathbb{C}$, orthogonal with respect to measures in the complex plane of the form $$ e^{-N(|\lambda|^{2s}-t\lambda^s-\overline{t\lambda}^s)}dA(\lambda), $$ where $s$…

Mathematical Physics · Physics 2016-07-05 Ferenc Balogh , Tamara Grava , Dario Merzi

In this paper we compute the asymptotic behavior of the recurrence coefficients for polynomials orthogonal with respect to a logarithmic weight $w(x){\rm d}x = \log \frac{2k}{1-x}{\rm d}x$ on $(-1,1)$, $k > 1$, and verify a conjecture of…

Classical Analysis and ODEs · Mathematics 2018-06-13 Thomas Oliver Conway , Percy Deift

Variational inequalities offer a versatile and straightforward approach to analyzing a broad range of equilibrium problems in both theoretical and practical fields. In this paper, we consider a composite generally non-monotone variational…

Optimization and Control · Mathematics 2025-02-06 Roman Emelyanov , Andrey Tikhomirov , Aleksandr Beznosikov , Alexander Gasnikov