Related papers: On convergence rate for Erlang--Sevastyanov type m…
A linearization procedure is proposed for Ermakov systems with frequency depending on dynamic variables. The procedure applies to a wide class of generalized Ermakov systems which are linearizable in a manner similar to that applicable to…
A method of expansion of solutions of singularly perturbed nonlinear systems in power series of small parameters is applied to the popular Lorenz model in synergetics.Simple asymptotic expressions for the solution to the model in…
We extend Dolgopyat's bounds on iterated transfer operators to suspensions of interval maps with infinitely many intervals of monotonicity.
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…
We present a theoretical analysis of the approximation properties of convolutional architectures when applied to the modeling of temporal sequences. Specifically, we prove an approximation rate estimate (Jackson-type result) and an inverse…
This article discusses the convergence properties of the Max Product and Max Min variants of Durrmeyer type exponential sampling series. We first establish pointwise and uniform convergence of both operators in the space of log uniformly…
This paper introduces a periodic multivariate Poisson autoregression with potentially infinite memory, with a special focus on the network setting. Using contraction techniques, we study the stability of such a process and provide upper…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
We prove that finite multivariate Erlang mixture densities with a common rate parameter are dense in the class of probability densities on $\mathbb{R}_{+}^{d}$ that belong to $L^{p}$, for every dimension $d\in\mathbb{N}$ and every $1\le…
We observe that the characteristic polynomial of a linearly perturbed semidefinite matrix can be used to give the convergence rate of alternating projections for the positive semidefinite cone and a line. As a consequence, we show that such…
This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…
Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…
We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…
A family of fixed-point iterations is proposed for the numerical computation of traveling waves and localized ground states. The methods are extended versions of Petviashvili type, and they are applicable when the nonlinear term of the…
We show how Rio's method [Probab. Theory Related Fields 104 (1996) 255--282] can be adapted to establish a rate of convergence in ${\frac{1}{\sqrt{n}}}$ in the multidimensional central limit theorem for some stationary processes in the…
We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assumption, stationary averages of the process. Both algorithms,…
We analyse the approximation properties of the bivariate generalization of the family of Kantorovich type exponential sampling series. We derive the point-wise and Voronovskaya type theorem for these sampling type series. Using the modulus…