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This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
Scattering of normally incident longitudinal and transverse acoustic waves by a randomly rough surface of an elastically isotropic solid is analyzed within the small perturbation approach. In the limiting case of a large correlation length…
We study the problem of estimating the score function of an unknown probability distribution $\rho^*$ from $n$ independent and identically distributed observations in $d$ dimensions. Assuming that $\rho^*$ is subgaussian and has a…
Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…
The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…
We consider a stochastic differential equation of the form $dr_t = (a - b r_t) dt + \sigma r_t^\beta dW_t$, where $a$, $b$ and $\sigma$ are positive constants, $\beta\in(\frac12,1)$. We study the estimation of an unknown drift parameter…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
The main result of this thesis is an efficient protocol to determine the frequencies of a signal $C(t)= \sum_k |a_k|^2 e^{i \omega_k t}$, which is given for a finite time, to a high degree of precision. Specifically, we develop a theorem…
A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distributed framework, the sensor nodes may…
We determine putative optimal packings of regular spherical polygons via optimization on smooth manifolds. For several cases, we establish maximality by extending the Lov\'asz theta number to Cayley graphs on the special orthogonal group…
One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…
The non-linear response of infinite periodic solids to homogenous electric fields and collective atomic displacements is discussed in the framework of density functional perturbation theory. The approach is based on the 2n + 1 theorem…
We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^{\theta}$, where $\theta$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic…
We derive algebraic formulas for the density matrices of finite segments of the integrable su(2) isotropic spin-1 chain in the thermodynamic limit. We give explicit results for the 2 and 3 site cases for arbitrary temperature T and zero…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations. We study methods that use a collection of random…
Phase shifts for single-channel elastic electron-atom scattering are derived from time-dependent density functional theory. The H$^-$ ion is placed in a spherical box, its discrete spectrum found, and phase shifts deduced. Exact-exchange…
The description of the inhomogeneity of the cosmic ray spectrum in the region of 10 TV, which is observed in experimental data, in terms of isotropic diffusion from a single close source is considered. It is shown that such a description is…