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In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistics Theory · Mathematics 2013-12-06 Ruprecht Puchstein , Philip Preuß

The filtered Lie splitting scheme is an established method for the numerical integration of the periodic nonlinear Schr\"{o}dinger equation at low regularity. Its temporal convergence was recently analyzed in a framework of discrete…

Numerical Analysis · Mathematics 2025-11-19 Lun Ji , Alexander Ostermann

In this paper we consider a sufficiently broad class of nonlinear mathematical programs with disjunctive constraints, which, e.g., include mathematical programs with complemetarity/vanishing constraints. We present an extension of the…

Optimization and Control · Mathematics 2016-11-28 Matúš Benko , Helmut Gfrerer

Fix an integer k, and let I(l), l=1,2,..., be a sequence of k-dimensional vectors of multiple Wiener-It\^o integrals with respect to a general Gaussian process. We establish necessary and sufficient conditions to have that, as l diverges,…

Probability · Mathematics 2007-07-10 Giovanni Peccati

We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

Machine Learning · Statistics 2018-06-26 Alex Tank , Emily B. Fox , Ali Shojaie

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

In this paper, it is shown how a combination of approximate symmetries of a nonlinear wave equation with small dissipations and singularity analysis provides exact analytic solutions. We perform the analysis using the Lie symmetry algebra…

Mathematical Physics · Physics 2019-09-24 Alfred Michel Grundland , Alexander Hariton

In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions. The sampling method is modified to optimize the rate of…

Statistics Theory · Mathematics 2010-09-22 Shuyan Liu

The regularity of refinable functions has been investigated deeply in the past 25 years using Fourier analysis, wavelet analysis, restricted and joint spectral radii techniques. However the shift-invariance of the underlying regular setting…

Numerical Analysis · Mathematics 2018-07-31 Maria Charina , Costanza Conti , Lucia Romani , Joachim Stöckler , Alberto Viscardi

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Probability · Mathematics 2016-06-13 Antoine Ayache , Geoffrey Boutard

We present a local almost everywhere regularity result for a general nonlinear non-diagonal parabolic system, which main part depends on symmetric part of the gradient.

Analysis of PDEs · Mathematics 2014-10-13 Jan Burczak

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…

Numerical Analysis · Mathematics 2009-12-16 Erwan Faou , Benoit Grebert

In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…

Methodology · Statistics 2015-07-28 Mike G. Tsionas

We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…

Statistical Mechanics · Physics 2020-07-15 Lucas Sá , Pedro Ribeiro , Tomaž Prosen

Determining whether two particle systems are similar is a common problem in particle simulations. When the comparison should be invariant under permutations, orthogonal transformations, and translations of the systems, special techniques…

Statistical Mechanics · Physics 2021-06-24 Johannes Bulin , Jan Hamaekers

The distribution of a given sequence in the set of all sequences with n ones and m = M - n zeros are found by relating the problem to the partitions of a natural number in m natural summands, taking into account the order. The formulas…

Combinatorics · Mathematics 2016-08-16 J. Tharrats

The distortion from massive MIMO (multiple-input--multiple-output) base stations with nonlinear amplifiers is studied and its radiation pattern is derived. The distortion is analyzed both in-band and out-of-band. By using an orthogonal…

Information Theory · Computer Science 2018-05-04 Christopher Mollén , Ulf Gustavsson , Thomas Eriksson , Erik G. Larsson

For an arbitrary matrix dilation, any integer n and any integer/semi-integer c, we describe all masks that are symmetric with respect to the point c and have sum rule of order n. For each such mask, we give explicit formulas for wavelet…

Functional Analysis · Mathematics 2012-01-13 A. Krivoshein

In this paper, we apply a new kind of smoothness concept, i.e. H\"older stability estimates for the determination of convergence rates of Tikhonov regularization for linear and non-linear inverse problems in Hilbert spaces. For linear…

Numerical Analysis · Mathematics 2020-11-05 Gaurav Mittal , Ankik Kumar Giri

In this paper, we consider higher regularity of a weak solution $({\bf u},p)$ to stationary Stokes systems with variable coefficients. Under the assumptions that coefficients and data are piecewise $C^{s,\delta}$ in a bounded domain…

Analysis of PDEs · Mathematics 2023-09-14 Hongjie Dong , Haigang Li , Longjuan Xu
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