Related papers: Optimal eigen expansions and uniform bounds
The spectral and scattering properties of non-selfadjoint problems pose a mathematical challenge. Apart from exceptional cases, the well-developed methods used to examine the spectrum of selfadjoint problems are not applicable. One of the…
We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of…
We obtain sharp asymptotic formulas for the eigenvalues and norming constants of Sturm-Liouville operators associated with the differential expression \[ -\frac{d^2}{dx^2} + x + q(x), \quad x\in [0,\infty), \] together with the boundary…
Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…
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…
For a set of binary response variables, conditional mean models characterize the expected value of a response variable given the others and are popularly applied in longitudinal and network data analyses. The quadratic exponential binary…
In this paper, the asymptotics of the spectral data (eigenvalues and weight numbers) are obtained for the higher-order differential operators with distribution coefficients and separated boundary conditions. Additionally, we consider the…
This paper is concerned with the homogenization of the Dirichlet eigenvalue problem, posed in a bounded domain $\Omega\subset\mathbb R^2$, for a vectorial elliptic operator $-\nabla\cdot A^\epsilon(\cdot)\nabla$ with $\epsilon$-periodic…
Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent centered stationary Gaussian processes with unit variance and almost surely continuous sample paths. For given positive constants $u,T$, define the set of conjunctions $C_{[0,T],u}:=\{t\in…
The elastic Neumann--Poincar\'e operator is a boundary integral operator associated with the Lam\'e system of linear elasticity. It is known that if the boundary of a planar domain is smooth enough, it has eigenvalues converging to two…
In this paper, we prove a variant of the Burger-Brooks transfer principle which, combined with recent eigenvalue bounds for surfaces, allows to obtain upper bounds on the eigenvalues of graphs as a function of their genus. More precisely,…
Let $\Omega$ be an open set in $\R^d$ $(d > 1)$ and $h(\Omega)$ the Fr\'echet space of harmonic functions on $\Omega$. Given a bounded linear operator $L :h(\Omega)\to h(\Omega)$, we show that its eigenvalues $\lambda_n$, arranged in…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
We study eigenfrequencies and propagator expansions for damped wave equations on compact manifolds. Under the assumption of geometric control, the propagator is shown to admit an expansion in terms of finitely many eigenmodes near the real…
We are concerned with the long-time behavior of the growth-fragmentation equation. We prove fine estimates on the principal eigenfunctions of the growth-fragmentation operator, giving their first-order behavior close to 0 and $+\infty$.…
We establish oracle inequalities for a version of the Lasso in high-dimensional fixed effects dynamic panel data models. The inequalities are valid for the coefficients of the dynamic and exogenous regressors. Separate oracle inequalities…
Let the dimension $N$ of data and the sample size $T$ tend to $\infty$ with $N/T \to c > 0$. The spectral properties of a sample correlation matrix $\mathbf{C}$ and a sample covariance matrix $\mathbf{S}$ are asymptotically equal whenever…
In this paper we investigate homogenization results for the principal eigenvalue problem associated to $1$-homogeneous, uniformly elliptic, second-order operators. Under rather general assumptions, we prove that the principal eigenpair…
We study the phenomenon of an eigenvalue emerging from essential spectrum of a Schroedinger operator perturbed by a fast oscillating compactly supported potential. We prove the sufficient conditions for the existence and absence of such…