Related papers: Optimal eigen expansions and uniform bounds

Let $D\subset R^d$ be a bounded domain and let \[ L=\frac12\nabla\cdot a\nabla +b\cdot\nabla \] %\[ %L=\frac12\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}+\sum_{i=1}^db_i\frac{\partial}{\partial x_i}, %\] be a second…

This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Understanding the asymptotic behavior of physical quantities in the thermodynamic limit is a fundamental problem in statistical mechanics. In this paper, we study how fast the eigenstate expectation values of a local operator converge to a…

Spectral properties of bounded linear operators play a crucial role in several areas of mathematics and physics. For each self-adjoint, trace-class operator $O$ we define a set $\Lambda_n\subset \mathbb{R}$, and we show that it converges to…

Consider the case that we observe $n$ independent and identically distributed copies of a random variable with a probability distribution known to be an element of a specified statistical model. We are interested in estimating an infinite…

We analyze a general class of difference operators $H_\varepsilon = T_\varepsilon + V_\varepsilon$ on $\ell^2(\varepsilon \mathbb{Z}^d)$, where $V_\varepsilon$ is a one-well potential and $\varepsilon$ is a small parameter. We construct…

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

Diffusion on a diluted hypercube has been proposed as a model for glassy relaxation and is an example of the more general class of stochastic processes on graphs. In this article we determine numerically through large scale simulations the…

We consider elliptic second order partial differential operators with Lipschitz continuous leading order coefficients on finite cubes and the whole Euclidean space. We prove quantitative sampling and equidistribution theorems for…

We prove an asymptotic expansion for the eigenvalues and eigenfunctions of Schr\"{o}dinger-type operator with a confining potential and with principle part a periodic elliptic operator in divergence form. We compare the spectrum to the…

This paper is dedicated to the spectral optimization problem \begin{equation*} \min \big\{ \lambda_1(\Omega)+\cdots+\lambda_k(\Omega) + \Lambda|\Omega| \ : \ \Omega \subset D \text{ quasi-open} \big\} \end{equation*} where…

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the…

We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested…

The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible,…

Let $L$ be the Hill operator or the one dimensional Dirac operator on the interval $[0,\pi].$ If $L$ is considered with Dirichlet, periodic or antiperiodic boundary conditions, then the corresponding spectra are discrete and for large…

We develop a mathematically rigorous framework for simulating \emph{multiscale physical systems} using quantum computational resources, by translating the \emph{language of asymptotic-preserving (AP) schemes} into the formalism of quantum…