Related papers: Functional correlation decay and multivariate norm…
In a recent paper, 8 semileptonic parameters were defined to specify the most general Lorentz-invariant spin correlation functions for 2-body tau decays. These parameters can be used to search for anomalous longitudinal-versus transverse…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
A well studied classical problem is the harmonicity of functions satisfying the restricted mean-value property (RMVP) for domains in $\mathbb{R}^n$. Recently, the author along with Biswas investigated the problem in the general setting of…
We define auto- and cross-correlation functions capable to capture dynamical characteristics induced by local phase space structures in a general dynamical system. These correlation functions are calculated in the Standard Map for a range…
This paper proposes a novel framework of aggregated intersection of regression functions, where the target parameter is obtained by averaging the minimum (or maximum) of a collection of regression functions over the covariate space. Such…
The correlation functions for models of minimal gravity are discussed. An algorithm is proposed for calculations of invariant ratios from formulas of residues that can be compared with the coefficients of expansion of the partition function…
Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…
This paper investigates the statistical properties of random open dynamical systems generated by families of Lasota--Yorke maps. Open systems, in which trajectories may escape through `holes', model transient phenomena and present…
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…
We consider gapless models of statistical mechanics. At zero temperatures correlation functions decay asymptotically as powers of distance in these models. Temperature correlations decay exponentially. We used an example of solvable model…
Bounds for the correlation functions of identical bosons are discussed for the general case of a Gaussian density matrix. In particular, for a purely chaotic system the two-particle correlation function must always be greater than one. On…
Copula models are widely employed in multivariate time series analysis because they permit flexible modelling of marginal distributions independently of the dependence structure, which is fully characterised by the copula function. However,…
A margin-free measure of bivariate association generalizing Spearman's rho to the case of non-monotonic dependence is defined in terms of two square integrable functions on the unit interval. Properties of generalized Spearman correlation…
The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…
The classical Stein--Tomas theorem extends the theory of linear Fourier restriction estimates from smooth manifolds to fractal measures exhibiting Fourier decay. In the multilinear setting, transversality allows for Fourier extension…
The behavior of correlation functions is studied in a class of matrix models characterized by a measure $\exp(-S)$ containing a potential term and an external source term: $S=N\tr(V(M)-MA)$. In the large $N$ limit, the short-distance…
We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…