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We establish large sample approximations for an arbitray number of bilinear forms of the sample variance-covariance matrix of a high-dimensional vector time series using $ \ell_1$-bounded and small $\ell_2$-bounded weighting vectors.…

Probability · Mathematics 2020-09-01 Ansgar Steland , Rainer von Sachs

The aim of this short note is to draw attention to a method by which the partition function and marginal probabilities for a certain class of random fields on complete graphs can be computed in polynomial time. This class includes Ising…

Machine Learning · Computer Science 2013-06-19 Boris Flach

We develop a theory of Jacobi polynomials for parabolic subgroups of finite reflection groups that specializes to the cases studied by Heckman and Opdam in which the whole group and the trivial group are considered. For the intermediate…

Representation Theory · Mathematics 2023-03-13 Maarten van Pruijssen

In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…

Econometrics · Economics 2025-08-25 Degui Li , Yayi Yan , Qiwei Yao

We analyse spacetimes with a conformal scalar field source, a cosmological constant and a quartic self-interaction term for the scalar field. We also consider additional matter contents in the form of Maxwell and Yang-Mills fields or…

General Relativity and Quantum Cosmology · Physics 2013-12-10 Christian Lübbe

Let T be a random field invariant under the action of a compact group G We give conditions ensuring that independence of the random Fourier coefficients is equivalent to Gaussianity. As a consequence, in general it is not possible to…

Probability · Mathematics 2021-12-01 P. Baldi , D. Marinucci , V. S. Varadarajan

The aim of this paper is to investigate the point spectra of vector fields. We will define the point spectrum of a vector field and study some of its basic properties. In particular, we will prove that point spectra are well-behaved under…

Differential Geometry · Mathematics 2021-08-24 Mohamed Tahar Kadaoui Abbassi , Ibrahim Lakrini

In this paper, we discuss about monotone vector fields, which is a typical extension to the theory of convex functions, by exploiting the tangent space structure. This new approach to monotonicity in CAT(0) spaces stands in opposed to the…

Functional Analysis · Mathematics 2019-06-17 Parin Chaipunya , Fumiaki Kohsaka , Poom Kumam

This paper is devoted to study the cosmological behavior of homogeneous and isotropic universe model in the context of $f(R,T^{\varphi})$ gravity where $\varphi$ is the scalar field. For this purpose, we follow the first order formalism…

General Relativity and Quantum Cosmology · Physics 2018-07-30 M. Sharif , Aisha Siddiqa

Killing vector fields of constant length correspond to isometries of constant displacement. Those in turn have been used to study homogeneity of Riemannian and Finsler quotient manifolds. Almost all of that work has been done for group…

Differential Geometry · Mathematics 2016-04-07 Ming Xu , Joseph A. Wolf

This paper is concerned with an inverse random source problem for the three-dimensional time-harmonic Maxwell equations. The source is assumed to be a centered complex-valued Gaussian vector field with correlated components, and its…

Analysis of PDEs · Mathematics 2020-02-21 Peijun Li , Xu Wang

In a homogeneous medium, the far-field generated by a localized source can be expanded in terms of multipoles; the coefficients are determined by the moments of the localized charge distribution. We show that this structure survives to some…

Analysis of PDEs · Mathematics 2017-08-28 Peter Bella , Arianna Giunti , Felix Otto

We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this…

Mathematical Physics · Physics 2013-02-14 Anton Dzhamay

Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…

Statistics Theory · Mathematics 2014-05-08 Xiaohui Chen

Rapid developments in satellite remote-sensing technology have enabled the collection of geospatial data on a global scale, hence increasing the need for covariance functions that can capture spatial dependence on spherical domains. We…

Methodology · Statistics 2022-08-17 Jian Cao , Jingjie Zhang , Zhuoer Sun , Matthias Katzfuss

We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with stationary and ergodic random coefficient functions, we…

Probability · Mathematics 2015-08-20 Alen Alexanderian

For a bounded weak Lipschitz domain we show the so called `Maxwell compactness property', that is, the space of square integrable vector fields having square integrable weak rotation and divergence and satisfying mixed tangential and normal…

Analysis of PDEs · Mathematics 2019-01-24 Sebastian Bauer , Dirk Pauly , Michael Schomburg

We classify compact 2-connected homogeneous spaces with the same rational cohomology as a product of spheres. This classification relies on spectral sequences, homotopy theory, and representation theory. We then apply this classification to…

Geometric Topology · Mathematics 2007-05-23 Linus Kramer

In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…

Methodology · Statistics 2023-08-07 Peiyuan Teng , Min Xu

The results of this paper build upon those first obtained by Sznitman and Zeitouni in [11]. We establish, for spacial dimensions greater than two, the existence of a unique invariant measure for isotropic diffusions in random environment…

Analysis of PDEs · Mathematics 2014-04-22 Benjamin J. Fehrman
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