Related papers: Modulus of continuity of some conditionally sub-Ga…
In this paper we introduce the concept of modulus of regularity as a tool to analyze the speed of convergence, including the finite termination, for classes of Fej\'er monotone sequences which appear in fixed point theory, monotone operator…
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…
We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…
This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
With the aim of understanding Morel's result on the $\mathbb{A}^1$-homotopy sheaves over a field, we extend the theory of unstable spectral sequences of Bousfield and Kan in the $\infty$-categorical setting. With this natural extension,…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong…
We present a theory and computation method of radiation pressure from partially coherent light by establishing a coherent mode representation of the radiation forces. This is illustrated with the near field emitted from a Gaussian Schell…
The dynamics of the one-dimensional spin-1/2 quantum XXZ model with random fields is investigated by the recurrence relations method. When the fields satisfy the bimodal distribution, the system shows a crossover between a collective-mode…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…
We perform a systematic analysis of the conditions under which \textit{generalized} gauge field theories of compact semisimple Lie groups exhibit electrostatic spherically symmetric non-topological soliton solutions in three space…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
Current statistics literature on statistical inference of random fields typically assumes that the fields are stationary or focuses on models of non-stationary Gaussian fields with parametric/semiparametric covariance families, which may…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
We consider Gaussian Random Fields on metric graphs defined implicitly as the stationary solution to a fractional SPDE driven by Gaussian white noise. Sampling from the finite element approximation requires the Cholesky factorization of the…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
We investigate the loss of nonclassicality and non-Gaussianity of a single-mode state of the radiation field in contact with a thermal reservoir. The damped density matrix for a Fock-diagonal input is written using the Weyl expansion of the…