Related papers: Exact moduli of continuity for operator-scaling Ga…

Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…

We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms of local time of the process, and specifying a Gaussian…

Recent work has developed a non-parametric Bayesian approach to the calibration of a computer model, which abstractly amounts to the inversion of a pushforward of stochastic input parameters by a smooth map. The framework has been used in…

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

We address nonlocality of a class of fully inseparable three-mode Gaussian states generated either by bilinear three-mode Hamiltonians or by a sequence of bilinear two-mode Hamiltonians. Two different tests revealing strong nonlocality are…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $\mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly…

We study constant Q-curvature metrics conformal to the round metric on the sphere with finitely many point singularities. We show that the moduli space of solutions with finitely many punctures in fixed positions, equipped with the…

We study the problem of a random Gaussian vector field given that a particular real quadratic form $\mathcal{Q}$ is arbitrarily large. We prove that in such a case the Gaussian field is primarily governed by the fundamental eigenmode of a…

Let $W_i,i\in{\mathbb{N}}$, be independent copies of a zero-mean Gaussian process $\{W(t),t\in{\mathbb{R}}^d\}$ with stationary increments and variance $\sigma^2(t)$. Independently of $W_i$, let $\sum_{i=1}^{\infty}\delta_{U_i}$ be a…

In this article we introduce the new modulus $\triangle'_{X,\phi}(\varepsilon)$, for which we prove that in the general case is different from the classical modulus of noncompact convexity. The main result of the paper is showing the…

Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and,…

In this work we present a general procedure for deriving exact, analytical, and numerically stable expressions for the characteristic equations and the eigenmodes of the Timoshenko and the Euler-Bernoulli beam models. This work generalizes…

This paper provides a necessary and sufficient condition on Tauberian constants associated to a centered translation invariant differentiation basis so that the basis is a density basis. More precisely, given $x \in \mathbb{R}^n$, let…

In this paper we study the local spectral statistics in the localised region of various random operator models, including the $d$-dimensional the Anderson model and random Schr\"odinger operators. It is already established, in the above…

Let $X=(X_t)_{t\geq 0}$ be a known process and $T$ an unknown random time independent of $X$. Our goal is to derive the distribution of $T$ based on an iid sample of $X_T$. Belomestny and Schoenmakers (2015) propose a solution based the…

Gaussian Schell-model fields are examples of spatially partially coherent fields, which in recent years have found several unique applications. The existing techniques for generating Gaussian Schell-model (GSM) fields are based on…

Let X be a second order random process indexed by a compact interval [0,T]. Assume that n independent realizations of X are observed on a fixed grid of p time points. Under mild regularity assumptions on the sample paths of X, we show the…

We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…