Related papers: Variance inequalities for quadratic forms with app…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
Weak convergence of inertial iterative method for solving variational inequalities is the focus of this paper. The cost function is assumed to be non-Lipschitz and monotone. We propose a projection-type method with inertial terms and give…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
The quasi-variational inequalities play a significant role in analyzing a wide range of real-world problems. However, these problems are more complicated to solve than variational inequalities as the constraint set is based on the current…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
We give abstract versions of the large deviation theorem for the distribution of zeros of polynomials and apply them to the characteristic polynomials of Hermitian random matrices. We obtain new estimates related to the local semi-circular…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
Deterministic and random fractals, within the framework of Iterated Function Systems, have been used to model and study a wide range of phenomena across many areas of science and technology. However, for many applications deterministic…
The Fast Fourier Transform is extended to functions on finite graphs whose edges are identified with intervals of finite length. Spectral and pseudospectral methods are developed to solve a wide variety of time dependent partial…
A property of weak stationarity of a matrix valued differential form at superdensity points of its vanishing set is proved. This result is then applied in the context of the Maurer-Cartan equation.
We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…
Boundary value problems for non-linear parabolic equations with singular potentials are considered. Existence and non-existence results as an application of different Hardy inequalities are proved. Blow-up conditions are investigated too.
In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
Distributional approximations of (bi--) linear functions of sample variance-covariance matrices play a critical role to analyze vector time series, as they are needed for various purposes, especially to draw inference on the dependence…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…
For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…