Related papers: A stationary phase type estimate
The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…
In this paper, we consider the uniform estimate for the oscillatory integral with stationary phase, which was previously studied by Alazard-Burq-Zuily. We significantly reduce the order of required regularity condition on the phase and…
A nonlinear model of the scalar field with a coupling between the field and its gradient is developed. It is shown, that such model is suitable for the description of phase transition accompanied by formation of spatial inhomogeneous…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
The main goal of these notes is to give a review of the equations for two phase flow problems with an interface between the two phases in a self-contained way, and, in particular, to properly include surface tension into the interface…
In this Letter, three physical predictions on the phase separation of binary systems are derived based on a dynamic transition theory developed recently by the authors. First, the order of phase transitions is precisely determined by the…
We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…
These notes are a self-contained short proof of the stability of persistence diagrams.
Ce papier presente la notion de signal de transition de phase pour un systeme de taille finie. Il se concentre sur le role des contraintes physiques sur ces signaux et la robustesse quant au changement d'ensemble statistique. Des resultats…
The primary emphasis of this work on kinetics is to illustrate the a posteriori approach to applications, where focus on data leads to novel outcomes, rather than the a priori tendencies of applied analysis which imposes constructs on the…
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…
A critical review is presented on the most recent attempt to generally explain the notion of "statistical symmetry". This particular explanation, however, is incomplete and misses one important and essential aspect. The aim of this short…
This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local…
We prove a novel result wherein the density function of the gradients---corresponding to density function of the derivatives in one dimension---of a thrice differentiable function S (obtained via a random variable transformation of a…
High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…
A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient…
Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…
This is a short expository account of the regularity lemma for stable graphs proved by the authors, with some comments on the model theoretic context, written for a general logical audience.
A general criterion for the existence of phase separation in driven one-dimensional systems is proposed. It is suggested that phase separation is related to the size dependence of the steady-state currents of domains in the system. A…
This note presents a new method for set-based joint state and parameter estimation of discrete-time systems using constrained zonotopes. This is done by extending previous set-based state estimation methods to include parameter…