Related papers: New Uniform Bounds for Almost Lossless Analog Comp…
This paper introduces a Nearly Unstable INteger-valued AutoRegressive Conditional Heteroskedasticity (NU-INARCH) process for dealing with count time series data. It is proved that a proper normalization of the NU-INARCH process endowed with…
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
We compute Araki's relative entropy associated to a bounded interval $I=(a,b)$ between a thermal state and a coherent excitation of itself in the bosonic U(1)-current model, namely the (derivative of the) chiral boson. For this purpose we…
We study continuity properties on modulation spaces for $\tau$-pseudodifferential operators with symbols $a$ in Wiener amalgam spaces. We obtain boundedness results for $\tau \in (0,1)$ whereas, in the end-points $\tau=0$ and $\tau=1$, the…
For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…
By means of a unifying measure-theoretic approach, we establish lower bounds on the Hausdorff dimension of the space-time set which can support anomalous dissipation for weak solutions of fluid equations, both in the presence or absence of…
We revisit a well-established model for highly re-entrant semi-conductor manufacturing systems, and analyze it in the setting of states, in- and outfluxes being Borel measures. This is motivated by the lack of optimal solutions in the…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…
We use the principle of almost orthogonality to give a new and simple proof that a sparse Lerner operator is bounded on a matrix- or operator-weighted space $L_W^{2}(\mu)$, where $\mu$ is a doubling measure on $\R^d$ if and only if the…
Compressed sensing seeks to invert an underdetermined linear system by exploiting additional knowledge of the true solution. Over the last decade, several instances of compressed sensing have been studied for various applications, and for…
A criterion for subnormality of unbounded composition operators in L2-spaces, written in terms of measurable families of probability measures satisfying the so-called consistency condition, is established. It becomes a new characterization…
We study translation invariant stochastic processes on $\mathbb{R}^d$ or $\mathbb{Z}^d$ whose diffraction spectrum or structure function $S(k)$, i.e. the Fourier transform of the truncated total pair correlation function, vanishes on an…
Anisotropy of the permeability tensor in statistically uniform porous media of sizes used in typical computer simulations is studied. Although such systems are assumed to be isotropic by default, we show that de facto their anisotropic…
This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…
From the observation of a diffusion path $(X_t)_{t\in [0,T]}$ on a compact connected $d$-dimensional manifold $\mathcal{M}$ without boundary, we consider the problem of estimating the stationary measure $\mu$ of the process. Wang and Zhu…
The pinning of flux lattices by weak impurity disorder is studied in the absence of free dislocations using both the gaussian variational method and, to $O(\epsilon=4-d)$, the functional renormalization group. We find universal logarithmic…
In the context of lossy compression, Blau & Michaeli (2019) adopt a mathematical notion of perceptual quality and define the information rate-distortion-perception function, generalizing the classical rate-distortion tradeoff. We consider…
Periodic nonuniform sampling is a known method to sample spectrally sparse signals below the Nyquist rate. This strategy relies on the implicit assumption that the individual samplers are exposed to the entire frequency range. This…