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Related papers: Explicit Form of Coefficients in any MA(2) Process

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We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…

Probability · Mathematics 2014-05-01 Georgiy Shevchenko , Lauri Viitasaari

Uniformly valid inference for cointegrated vector autoregressive processes has so far proven difficult due to certain discontinuities arising in the asymptotic distribution of the least squares estimator. We extend asymptotic results from…

Statistics Theory · Mathematics 2023-12-08 Christian Holberg , Susanne Ditlevsen

A `covariant' field that transforms like a relativistic field operator is required to be a linear combination of `canonical' fields that transform like annihilation and creation operators and with invariant coefficients. The Invariant…

High Energy Physics - Theory · Physics 2007-05-23 Richard Shurtleff

Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and…

Statistical Mechanics · Physics 2013-05-29 L. Moriconi , M. Moriconi

We consider the type IIA string compactified on the Calabi-Yau space given by a degree 12 hypersurface in the weighted projective space ${\bf P}^4_{(1, 1, 2,2, 6)}$. We express the prepotential of the low-energy effective supergravity…

High Energy Physics - Theory · Physics 2017-09-07 Mans Henningson , Gregory Moore

In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…

Probability · Mathematics 2022-07-05 Anthony Almudevar

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

We construct an estimator $\widehat{\Sigma}$ for covariance matrices of unknown, centred random vectors X, with the given data consisting of N independent measurements $X_1,...,X_N$ of X and the wanted confidence level. We show under…

Statistics Theory · Mathematics 2024-02-14 Pedro Abdalla , Shahar Mendelson

This paper presents new results on prediction of linear processes in function spaces. The autoregressive Hilbertian process framework of order one (ARH(1) process framework) is adopted. A componentwise estimator of the autocorrelation…

Statistics Theory · Mathematics 2018-09-05 J. Álvarez-Liébana , D. Bosq , M. Dolores Ruiz-Medina

Families of conformal field theories are naturally endowed with a Riemannian geometry which is locally encoded by correlation functions of exactly marginal operators. We show that the curvature of such conformal manifolds can be computed…

High Energy Physics - Theory · Physics 2023-08-09 Bruno Balthazar , Clay Cordova

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

We give sufficient conditions, in terms of the existence of unbounded derivations satisfying certain properties, which ensure that a II$_1$ factor $M$ is prime or has at most one Cartan subalgebra. For instance, we prove that if there…

Operator Algebras · Mathematics 2013-01-01 Yoann Dabrowski , Adrian Ioana

Recently, for the joint partial sum and partial maxima processes constructed from linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, a functional limit…

Probability · Mathematics 2018-03-07 Danijel Krizmanic

We provide a new representation of a refinable shift invariant space with a compactly supported generator, in terms of functions with a special property of homogeneity. In particular these functions include all the homogeneous polynomials…

Classical Analysis and ODEs · Mathematics 2007-05-23 Carlos Cabrelli , Sigrid Heineken , Ursula Molter

Let $\gamma$ be an automorphism of a polarized complex projective manifold $(M,L)$. Then $\gamma$ induces an automorphism $\gamma_k$ of the space of global holomorphic sections of the $k$-th tensor power of $L$, for every $k=1,2,...$; for…

Algebraic Geometry · Mathematics 2008-03-14 Roberto Paoletti

We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable Hilbert space. This more general setting is of central…

Statistics Theory · Mathematics 2020-10-28 Brendan K. Beare , Won-Ki Seo

Decidability and synthesis of inductive invariants ranging in a given domain play an important role in many software and hardware verification systems. We consider here inductive invariants belonging to an abstract domain $A$ as defined in…

Programming Languages · Computer Science 2020-07-14 Francesco Ranzato

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

Probability · Mathematics 2015-08-13 Iurii Ganychenko

We derive an Ito-type change-of-variables formula for Volterra Gaussian processes (including fractional Brownian motion with any Hurst parameter), based on the operator factorization framework. The Ito correction is expressed as a Stieltjes…

Probability · Mathematics 2026-02-18 Ramiro Fontes

In this paper we show that stationary and non-stationary multivariate continuous-time ARMA (MCARMA) processes have the representation as a sum of multivariate complex-valued Ornstein-Uhlenbeck processes under some mild assumptions. The…

Statistics Theory · Mathematics 2021-02-24 Vicky Fasen-Hartmann , Markus Scholz
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