Related papers: Estimates on the amplitude of the first Dirichlet …
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
A transmission amplitude is considered for quantum or wave transport mediated by a single resonance coupled to the background of many chaotic states. Such a model provides a useful approach to quantify fluctuations in an established signal…
We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…
The frequency-dependent conductivity is studied for both the one-dimensional Hubbard model and a model of spinless fermions, using a selection rule, the Bethe ansatz energy eigenstates, and conformal invariance. For densities where the…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We study the convergence of the weak solution of the porous medium equation with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The convergence is in the strong sense, with respect to the…
A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
The method of second order relative spectra has been shown to reliably approximate the discrete spectrum for a self-adjoint operator. We extend the method to normal operators and find optimal convergence rates for eigenvalues and…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps;…
Second order nonlinear eigenvalue problems are considered for which the spectrum is an interval. The boundary conditions are of Robin and Dirichlet type. The shape and the number of solutions are discussed by means of a phase plane…
We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean…
In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…
In this paper, we propose a new finite element approach, which is different than the classic Babuska-Osborn theory, to approximate Dirichlet eigenvalues. The Dirichlet eigenvalue problem is formulated as the eigenvalue problem of a…
We obtained estimates for first eigenvalues of the Dirichlet boundary value problem for elliptic operators in divergence form (i.e. for the principal frequency of non-homogeneous membranes) in bounded domains $\Omega \subset \mathbb C$…
We study a degenerate parabolic-hyperbolic equation with zero flux boundary condition. The aim of this paper is to prove convergence of numerical approximate solutions towards the unique entropy solution. We propose an implicit finite…
The aim of this paper is to study different estimation procedures based on $\varphi-$divergences. The dual representation of $\varphi-$divergences based on the Fenchel-Legendre duality is the main interest of this study. It provides a way…
The problem of recovering acoustic sources, more specifically monopoles, from point-wise measurements of the corresponding acoustic pressure at a limited number of frequencies is addressed. To this purpose, a family of sparse optimization…