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The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

The Stochastic Backscatter Model involves the generation of a set of random variables characterised by prescribed correlations in space and time. These variables are obtained by smoothing an initially uncorrelated random field, which…

Computational Physics · Physics 2025-11-12 Angelo Passariello

We introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We present a unified framework to construct well-posed formulations for large classes of linear operator equations including elliptic, parabolic and hyperbolic partial differential equations. This general approach incorporates known weak…

Numerical Analysis · Mathematics 2025-08-08 Moritz Feuerle , Richard Löscher , Olaf Steinbach , Karsten Urban

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…

Statistics Theory · Mathematics 2025-06-23 Omar Al-Ghattas , Daniel Sanz-Alonso

We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix,…

Statistics Theory · Mathematics 2014-04-18 Amadou Sarr

The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent random variables this method is here extended to functions of…

Probability · Mathematics 2020-10-12 Christian Houdré , George Kerchev

Generalized PT-symmetric operators acting an a Hilbert space $\mathfrak{H}$ are defined and investigated. The case of PT-symmetric extensions of a symmetric operator $S$ is investigated in detail. The possible application of the…

Mathematical Physics · Physics 2015-06-04 Sergio Albeverio , Sergii Kuzhel

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

Probability · Mathematics 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

We asymptotically estimate the variance for the distribution of closed geodesics in small random balls or annuli on the modular surface $\Gamma\backslash\mathbb{H}$. A probabilistic model in which closed geodesics are modeled using random…

Number Theory · Mathematics 2022-06-07 Alexandre de Faveri

Field theoretic renormalization group and the operator product expansion are applied to a model of a passive scalar field, advected by the Gaussian strongly anisotropic velocity field. Inertial-range anomalous scaling behavior is…

Chaotic Dynamics · Physics 2016-11-22 L. Ts. Adzhemyan , N. V. Antonov , M. Hnatič , S. V. Novikov

In literature, a stochastic model for spreading nodes in a cellular cell is available. Despite its existence, the current method does not offer any versatility in dealing with sectored layers. Of course, this needed adaptability could be…

Information Theory · Computer Science 2013-06-04 Mouhamed Abdulla , Yousef R. Shayan , Junho Baek

This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…

Functional Analysis · Mathematics 2015-01-27 Pastorel Gaspar , Lorena Popa

The Ising model in the presence of a random field, drawn from the asymmetric and anisotropic trimodal probability distribution $P(h_{i})=p\; \delta(h_{i}-h_{0}) + q \delta (h_{i}+ \lambda *h_{0}) + r \delta (h_{i})$, is investigated. The…

Statistical Mechanics · Physics 2013-04-10 Ioannis A. Hadjiagapiou

This paper has been withdrawn. With the advancement of statistical theory and computing power, data sets are providing a greater amount of insight into the problems of today. Statisticians have an ever increasing number of tools to attack…

Statistics Theory · Mathematics 2012-12-20 Derek S. Young

Controlled frames and g-frames were considered recently as generalizations of frames in Hilbert spaces. In this paper we generalize some of the known results in frame theory to controlled g-frames. We obtain some new properties of…

Functional Analysis · Mathematics 2019-12-19 Dongwei Li , Jinsong Leng

Koopman operator based models emerged as the leading methodology for machine learning of dynamical systems. But their scope is much larger. In fact they present a new take on modeling of physical systems, and even language. In this article…

Dynamical Systems · Mathematics 2023-12-19 Igor Mezić

In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…

Statistics Theory · Mathematics 2015-01-19 M. A. EL-Damcese , Abdelfattah Mustafa , M. S. Eliwa

Extending the concept of level measure $\mu(\{f\ge a\})$ we introduce a generalized level measure based on a~family of conditional aggregations operators. We investigate in detail several basic properties, including connections with the…

General Mathematics · Mathematics 2022-04-08 Michal Boczek , Ondrej Hutník , Marek Kaluszka , Miriam Kleinová