Related papers: The dyadic fractional diffusion kernel as a centra…
Kernel estimation techniques, such as mean shift, suffer from one major drawback: the kernel bandwidth selection. The bandwidth can be fixed for all the data set or can vary at each points. Automatic bandwidth selection becomes a real…
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator.…
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…
The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…
This paper studies Kernel Density Estimation for a high-dimensional distribution $\rho(x)$. Traditional approaches have focused on the limit of large number of data points $n$ and fixed dimension $d$. We analyze instead the regime where…
In this paper, we construct the fundamental solution to a degenerate diffusion of Kolmogorov type and develop a time-discrete variational scheme for its adjoint equation. The so-called mean squared derivative cost function plays a crucial…
The aim of this two-part paper is to investigate the stability properties of a special class of solutions to a coagulation-fragmentation equation. We assume that the coagulation kernel is close to the diagonal kernel, and that the…
An exponential horn geometry is introduced in order to establish cellular detonations with a constant mean lateral mass divergence, propagating at quasi-steady speeds below the Chapman-Jouguet value. Experiments and simulations demonstrated…
In this paper, we revisit the classic problem of diffraction of electromagnetic waves by an aperture in a perfectly conducting plane. We formulate the diffraction problem using a boundary integral equation that is defined on the aperture…
There were proposed new formulas for the dielectric medium permittivity distribution along spatial coordinates in the space between a linear TEM-horn's leafs, which were obtained according to the rules of geometric optics in the assumption…
In this paper, we introduce and analyze a numerical scheme for solving the Cauchy-Dirichlet problem associated with fractional nonlinear diffusion equations. These equations generalize the porous medium equation and the fast diffusion…
Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance that satisfies Dalang's…
Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
The Delta-variance analysis, has proven to be an efficient and accurate method of characterising the power spectrum of interstellar turbulence. The implementation presently in use, however, has several shortcomings. We propose and test an…
The analytical solution is given for a vibrating rigid core sphere, oscillating up and down without volume change, situated at the center of an elastic material spherical shell, which in turn is situated inside an infinite (possible…
Nuclear Magnetic Resonance (NMR) spectroscopy is a central characterization method for molecular structure elucidation, yet interpreting NMR spectra to deduce molecular structures remains challenging due to the complexity of spectral data…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…
Multidimensional integral transformations with non-separated variables for problems with discontinuous coefficients are constructed in this work. The coefficient discontinuities focused on the of parallel hyperplanes. In this work explicit…