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A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…

Probability · Mathematics 2018-10-04 Xuefeng Gao , Lingjiong Zhu

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Probability · Mathematics 2012-10-02 Olivier Durieu , Marco Tusche

In this work, generalization of some inequalities for continuous $h$-synchronous ($h$-asynchronous) functions of selfadjoint linear operators in Hilbert spaces are proved.

Functional Analysis · Mathematics 2017-12-20 Mohammad W. Alomari

We study strongly measurable random bounded operators on separable Hilbert spaces and analyze two simple iterations driven by independent random positive contractions. The first, a Kaczmarz-like iteration, converges in mean square and…

Functional Analysis · Mathematics 2025-11-18 James Tian

For a closed densely defined operator $T$ from a Hilbert space $\mathfrak{H}$ to a Hilbert space $\mathfrak{K}$, necessary and sufficient conditions are established for the factorization of $T$ with a bounded nonnegative operator $X$ on…

Functional Analysis · Mathematics 2025-07-21 Yosra Barkaoui , Seppo Hassi

A functional model for nondissipative unbounded perturbations of an unbounded self-adjoint operator on a Hilbert space X is constructed. This model is analogous to the Nagy--Foias model of dissipative operators, but it is linearly similar…

Functional Analysis · Mathematics 2010-12-10 Dmitry V. Yakubovich

Let $(\mathcal{H}, [\cdot, \cdot ])$ be a Hilbert space and $K(\mathcal{H})$ be the $C^*$-algebra of compact operators on $\mathcal{H}$. In this paper, we present some characterizations of the norm-parallelism for elements of a Hilbert…

Functional Analysis · Mathematics 2018-12-04 M. Mohammadi Gohari , M. Amyari

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

Statistics Theory · Mathematics 2021-08-20 Nathawut Phandoidaen , Stefan Richter

Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…

Probability · Mathematics 2020-09-30 Michael Voit

We adopt an operator-theoretic perspective to study convergence of linear fixed-point iterations and discrete- time linear systems. We mainly focus on the so-called Krasnoselskij-Mann iteration x(k+1) = ( 1 - \alpha(k) ) x(k) + \alpha(k) A…

Optimization and Control · Mathematics 2018-03-29 Giuseppe Belgioioso , Filippo Fabiani , Franco Blanchini , Sergio Grammatico

In $L_2({\mathbb R}^3;{\mathbb C}^3)$, we consider a selfadjoint operator ${\mathcal L}_\varepsilon$, $\varepsilon >0$, given by the differential expression $\mu_0^{-1/2}\operatorname{curl} \eta(\mathbf{x}/\varepsilon)^{-1}…

Analysis of PDEs · Mathematics 2020-08-10 Mark Dorodnyi , Tatiana Suslina

In this article, we construct operator models for meromorphic functions of bounded type on Krein spaces. This construction is based on certain reproducing kernel Hilbert spaces which are closely related to model spaces. Specifically, we…

Functional Analysis · Mathematics 2024-11-28 Christian Emmel

This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

Analysis of PDEs · Mathematics 2022-05-18 Mitia Duerinckx

We prove that all finite joint distributions of creation and annihilation operators in Monotone and anti-Monotone Fock spaces can be realized as Quantum Central Limit of certain operators on a $C^*$-algebra, at least when the test functions…

Probability · Mathematics 2017-01-02 Vitonofrio Crismale , Francesco Fidaleo , Yun Gang Lu

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

Probability · Mathematics 2014-05-13 George Deligiannidis , Magda Peligrad , Sergey Utev

We prove that if $0<\a<1$ and $f$ is in the H\"older class $\L_\a(\R)$, then for arbitrary self-adjoint operators $A$ and $B$ with bounded $A-B$, the operator $f(A)-f(B)$ is bounded and $\|f(A)-f(B)\|\le\const\|A-B\|^\a$. We prove a similar…

Functional Analysis · Mathematics 2009-04-14 A. B. Aleksandrov , V. V. Peller

We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance operators of several independent functional time series. A…

Statistics Theory · Mathematics 2020-04-07 Dimitrios Pilavakis , Efstathios Paparoditis , Theofanis Sapatinas

We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…

Probability · Mathematics 2020-12-02 Yeor Hafouta

Frames in a Hilbert space that are generated by operator orbits are vastly studied because of the applications in dynamic sampling and signal recovery. We demonstrate in this paper a representation theory for frames generated by operator…

Functional Analysis · Mathematics 2024-09-24 Chad Berner , Eric S. Weber