Related papers: On a linear functional for infinitely divisible mo…
The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…
We define a linear functional, the DOS functional, on spaces of holomorphic functions on the unit disk which is associated with random ergodic contraction operators on a Hilbert space, in analogy with the density of state functional for…
Assumptions on a likelihood function, including a local Glivenko-Cantelli condition, imply the existence of M-estimators converging to an M-functional. Scatter matrix-valued estimators, defined on all empirical measures on ${\Bbb{R}}^d$ for…
The concept of dissipativity plays a crucial role in the analysis of control systems. Dissipative energy functionals, also known as Hamiltonians, storage functions, or Lyapunov functions, depending on the setting, are extremely valuable to…
The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…
This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…
For a symplectic isotopy on the two-dimensional disc we show that the classical spectral invariants of Viterbo [20] can be extended in a meaningful way to {\it non-compactly} supported Hamiltonians. We establish some basic properties of…
Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…
In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…
This work is devoted to study the asymptotic behavior of critical points $\{(u_\varepsilon,v_\varepsilon)\}_{\varepsilon>0}$ of the Ambrosio-Tortorelli functional. Under a uniform energy bound assumption, the usual $\Gamma$-convergence…
In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\'evy measure and the associated L\'evy-It\^o…
When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…
We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…
Given a random sample from a distribution with density function that depends on an unknown parameter $\theta$, we are interested in accurately estimating the true parametric density function at a future observation from the same…
A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…
We define a type of generalized asymptotic series called $v$-asymptotic. We show that every function with moderate growth at infinity has a $v$-asymptotic expansion. We also describe the set of $v$-asymptotic series, where a given function…
For spatially dependent functional data, a generalized Karhunen-Lo\`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient…
The massless harmonic oscillator is a rare example of a system whose Feynman path integral can be explicitly computed and receives its main contributions from regions of the functional space that are far from the classical and semiclassical…
We consider regularity issues for minima of non-autonomous functionals in the Calculus of Variations exhibiting non-uniform ellipticity features. We provide a few sharp regularity results for local minimizers that also cover the case of…
In a decision-theoretic framework, the minimax lower bound provides the worst-case performance of estimators relative to a given class of statistical models. For parametric and semiparametric models, the H\'{a}jek--Le Cam local asymptotic…