Related papers: On determinacy/indeterminacy of Moment Problems
We present a survey on the results on a particular coagulation-fragmentation model given by the Becker-D\"oring equations. For both the deterministic and stochastic versions, we include well-posedness, long-time behavior, convergence rate…
This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…
Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
We study a truncated two-dimensional moment problem in terms of the Stieltjes transform. The set of the solutions is described by the Schur step-by-step algorithm, which is based on the continued fraction expansion of the solution. In…
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…
We prove two results of strong continuity with respect to the initial datum for bounded solutions to the Euler equations in vorticity form. The first result provides sequential continuity and holds for a general bounded solution. The second…
Schmidt's game is a powerful tool for studying properties of certain sets which arise in Diophantine approximation theory, number theory, and dynamics. Recently, many new results have been proven using this game. In this paper we address…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…
We prove strong ill-posedness in $L^{\infty}$ for linear perturbations of the 2d Euler equations of the form: \[\partial_t \omega + u\cdot\nabla\omega = R(\omega),\] where $R$ is any non-trivial second order Riesz transform. Namely, we…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
In this paper we obtain a Nevanlinna-type formula for the matrix Hamburger moment problem in a general case. We only assume that the problem is solvable and has more that one solution. We express the matrix coefficients of the corresponding…
This paper studies the second moment boundedness of solutions of linear stochastic delay differential equations. First, we give a framework, for general $\mathrm{N}$-dimensional linear stochastic differential equations with a single…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz…
This note addresses the continuum problem, taking advantage of the breakthrough mentioned in the subtitle, and relating it to many recent advances occurring in set theory.
We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…