Related papers: Testing multivariate normality by zeros of the har…

We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…

Motivated by the central role played by rotationally symmetric distributions in directional statistics, we consider the problem of testing rotational symmetry on the hypersphere. We adopt a semiparametric approach and tackle problems where…

In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions. The sampling method is modified to optimize the rate of…

In this paper, we construct invariant measures and global-in-time solutions for a fractional Schr\" odinger equation with a Moser-Trudinger type nonlinearity $$ i\partial_t u= (-\Delta)^{\alpha}u+ 2\beta u e^{\beta…

In this paper, we establish an abstract infinite dimensional KAM theorem dealing with normal frequencies in weaker spectral asymptotics \Omega_{i}(\xi)=i^d+o(i^{d})+o(i^{\delta}), where $d>0, \delta<0$, which can be applied to a large class…

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

One of the main necessities for population geneticists is the availability of statistical tools that enable to accept or reject the neutral Wright-Fisher model with high power. A number of statistical tests have been developed to detect…

We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard…

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

We address the problem of identifying the (nonstationary) quantum systems that admit supersymmetric dynamical invariants. In particular, we give a general expression for the bosonic and fermionic partner Hamiltonians. Due to the…

In this paper we establish existence and stability results concerning fully nontrivial solitary-wave solutions to 3-coupled nonlinear Schr\"odinger system \[ i\partial_t u_{j}+\partial_{xx}u_{j}+ \left(\sum_{k=1}^{3} a_{kj}…

Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.

Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$…

We have developed a simple method to solve anharmonic oscillators equations. The idea of our method is mainly based on the partitioning of the potential curve into (n+1) small intervals, solving the Schr\"odinger equation in each…

We consider a stationary linear AR($p$) model with observations subject to gross errors (outliers). The autoregression parameters as well as the distribution function (d.f.) $G$ of innovations are unknown. The distribution of outliers $\Pi$…

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach combines distance covariance with the…