Related papers: Riesz Means and Beurling Moving Averages
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…
We measure a sign interlacing phenomenon for Bessel sequences $ (u_{k})$ in $ L^{2}$ spaces in terms of the Kantorovich--Rubinstein mass moving norm $ \Vert u_{k}\Vert_{KR}$. Our main observation shows that, quantitatively, the rate of the…
We review how some multianalytic inner functions of the Beurling type theorem are associated to row contractions following works of G.Popescu. Motivated by a result on weak Markov dilations, we define a notion of characteristic function for…
We show that while individual Riesz transforms are two weight norm stable under biLipschitz change of variables on $A_{\infty}$ weights, they are two weight norm unstable under even rotational change of variables on doubling weights. More…
We provide a necessary and sufficient condition to ensure that a multi-tile $\Omega$ of $R^d$ of positive measure (but not necessarily bounded) admits a structured Riesz basis of exponentials for $ L^{2}(\Omega )$. New examples are given…
One of the approaches to the Riemann Hypothesis is the Nyman-Beurling criterion. Cotangent sums play a significant role. Here we investigate the values of these cotangent sums for various shifts of the argument.
We generalize various notions of stability of invariant sets of dynamical systems to invariant measures, by defining a topology on the set of measures. The defined topology is similar, but not topologically equivalent to weak* topology, and…
This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
A popular view in contemporary Boltzmannian statistical mechanics is to interpret the measures as typicality measures. In measure-theoretic dynamical systems theory measures can similarly be interpreted as typicality measures. However, a…
We develop an averaging approach to robust risk measurement under payoff uncertainty. Instead of taking a worst-case value over an uncertainty neighborhood, we weight nearby payoffs more heavily under a chosen metric and average the…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
For an ergodic flow, a range of rates of convergence of Birkhoff averages from the maximum rate to an arbitrarily slow rate is realized by choosing the averaging function. For torus windings, the continuity of the averaging functions is…
We give a short proof of the $L^{1}$ criterion for Beurling generalized integers to have a positive asymptotic density. We actually prove the existence of density under a weaker hypothesis. We also discuss related sufficient conditions for…
We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.