Related papers: Grand Lebesgue Spaces norm estimates for multivari…

In this paper we consider some rational approximations to the fractional powers of self-adjoint positive operators, arising from the Gauss-Laguerre rules. We derive practical error estimates that can be used to select a priori the number of…

Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…

Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two…

We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…

Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localisability…

This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…

Inequalities are established for certain trilinear scalar-valued functionals. These functionals act on measurable functions of one real variable, are defined by integration over two- or three-dimensional spaces, and are controlled in terms…

A multivariate Gauss-Lucas theorem is proved, sharpening and generalizing previous results on this topic. The theorem is stated in terms of a seemingly new notion of convexity. Applications to multivariate stable polynomials are given.

This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…

The dominant method for defining multivariate operator means is to express them as fix-points under a contraction with respect to the Thompson metric. Although this method is powerful, it crucially depends on monotonicity. We are developing…

Univariate L-moments are expressed as projections of the quantile function onto an orthogonal basis of polynomials in $L_2([0;1],\mathbb{R})$. We present multivariate versions of L-moments expressed as collections of orthogonal projections…

Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…

We show the existence of invariant ergodic $\sigma$-additive probability measures with full support on $X$ for a class of linear operators $L: X \to X$, where $L$ is a weighted shift operator and $X$ either is the Banach space…

We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…

In this paper we study some estimates of norms in variable exponent Lebesgue spaces for a singular integral operators that are imaginary powers of the Laplace operator in $\R^n$. Using Mellin transform argument, from this estimates we…

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

In this work we investigate and characterize linear functionals $L:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}$ with absolutely continuous representing measures $\mu$, i.e., $\mathrm{d}\mu(x) = g(x)\,\mathrm{d} x$ for some density $g$. We focus…

In this paper we compute the norm of dilation operators, multidimensional Boyd`s and Shimogaki`s indices in the Bilateral Grand Lebesgue Spaces and consider some applications.