Related papers: Linear Independence of Time-Frequency Shifts?
We provide the asymptotic minimax detection boundary for a bump, i.e. an abrupt change, in the mean function of a stationary Gaussian process. This will be characterized in terms of the asymptotic behavior of the bump length and height as…
We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of such forms. This will allow us to formulate the above-mentioned…
Grafakos and Sansing \cite{GS} have shown how to obtain directionally sensitive time-frequency decompositions in $L^2(\mr^n)$ based on Gabor systems in $\ltr;$ the key tool is the "ridge idea," which lifts a function of one variable to a…
We review our recent work leading to steady-state solutions of the semiclassical (Maxwell-Bloch) equations of a laser. These are coupled non-linear partial differential equations in space and time which have previously been solved either by…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…
We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…
Propagating slow magneto-acoustic waves are often observed in polar plumes and active region fan loops. The observed periodicities of these waves range from a few minutes to few tens of minutes and their amplitudes were found to decay…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
We study an intriguing question in frame theory we call "Weaving Frames" that is partially motivated by preprocessing of Gabor frames. Two frames $\{\varphi_i\}_{i\in I}$ and $\{\psi_i \}_{i\in I}$ for a Hilbert space ${\mathbb H}$ are…
Recent research has shown that the properties of overcomplete Gabor frames and frames arising from shift-invariant systems form a precise match with certain conditions that are necessary for a frame in $L^2(\mathbf R)$ to have a…
This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linear restrictions, with the applicable region $\rho(A)\leq…
The interpretation of experimental and numerical data describing off-equilibrium aging dynamics crucially depends on the connection between spontaneous and induced fluctuations. The hypothesis that linear response fluctuations are…
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…
The Gibbs measures of an interaction can behave chaotically as the temperature drops to zero. We observe that for some classical lattice systems there are interactions exhibiting a related phenomenon of sensitive dependence of Gibbs…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…