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Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg

Gaussian random fields over infinite-dimensional Hilbert spaces require the definition of appropriate covariance operators. The use of elliptic PDE operators to construct covariance operators allows to build on fast PDE solvers for…

Methodology · Statistics 2017-12-13 Yair Daon , Georg Stadler

We study maximal representations of nonnegative sesquilinear forms in real or complex Hilbert spaces, that are not necessarily closed or even closable. We associate positive self-adjoint operators with such forms, in a sense similar to…

Functional Analysis · Mathematics 2025-05-15 Zoltán Sebestyén , Zsigmond Tarcsay

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

Dynamical Systems · Mathematics 2024-12-02 Dylan Bansard-Tresse

Inspired by the Douglas lemma, we investigate the solvability of the operator equation $AX=C$ in the framework of Hilbert C*-modules. Utilizing partial isometries, we present its general solution when $A$ is a semi-regular operator. For…

Operator Algebras · Mathematics 2021-07-23 Vladimir Manuilov , Mohammad Sal Moslehian , Qingxiang Xu

Recently, the conception of slice regular functions was allowed to introduce a new quaternionic functional calculus, among which the theory of semigroups of linear operators was developed into the quaternionic setting, even in a more…

Spectral Theory · Mathematics 2024-12-11 Qinghai Huo , Zhenghua Xu

We study the boundedness of the Hilbert transform $H$ and the Hilbert maximal operator $H^*$ on weighted Lorentz spaces $\Lambda^p_u(w)$. We start by giving several necessary conditions that, in particular, lead us to the complete…

Classical Analysis and ODEs · Mathematics 2024-02-09 Elona Agora , María J. Carro , Javier Soria

In this paper, we investigate the boundary H\"{o}lder regularity for elliptic equations (precisely, the Poisson equation, linear equations in divergence form and non-divergence form, the p-Laplace equations and fully nonlinear elliptic…

Analysis of PDEs · Mathematics 2022-08-09 Yuanyuan Lian , Kai Zhang

We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…

Probability · Mathematics 2020-11-03 Jukka Lempa , Harto Saarinen

In this paper, we study the boundedness of a class of fractional integrals and derivatives associated with Laguerre polynomial expansions on Laguerre Lipschitz spaces. The consideration of such operators is motivated by the study of…

Analysis of PDEs · Mathematics 2024-08-20 He Wang , Jizheng Huang , Yu Liu

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias

We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to…

Functional Analysis · Mathematics 2014-02-28 Daniel Dubin , Jukka Kiukas , Juha-Pekka Pellonpää , Kari Ylinen

A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…

Functional Analysis · Mathematics 2010-03-31 Dimitrios Pappas

Two Poisson structures invariant with respect to discrete transformation of the Maximal root in the case of arbitrary semi-simple algebras are presented in explicit form. Thus the problem of construction of equations of n-wave hierarchy in…

High Energy Physics - Lattice · Physics 2008-01-17 A. N. Leznov

Assume that $Au=f,\quad (1)$ is a solvable linear equation in a Hilbert space $H$, $A$ is a linear, closed, densely defined, unbounded operator in $H$, which is not boundedly invertible, so problem (1) is ill-posed. It is proved that the…

Spectral Theory · Mathematics 2007-05-23 A. G. Ramm

We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand side of the equation. We introduce a new function space…

Analysis of PDEs · Mathematics 2024-03-08 Andrzej Rozkosz , Tomasz Klimsiak

We consider an elliptic operator in which the second-order term is very small in one direction. In this regime, we study the behaviour of the principal eigenfunction and of the principal eigenvalue. Our first result deals with the limit of…

Analysis of PDEs · Mathematics 2025-08-25 Nathanaël Boutillon

We present two different hamiltonian extensions of the Degasperis - Procesi equation to the two component equations. The construction based on the observation that the second Hamiltonian operator of the Degasperis - Procesi equation could…

Exactly Solvable and Integrable Systems · Physics 2014-10-03 Z. Popowicz

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We deal with a wide class of nonlinear nonlocal equations led by integro-differential operators of order $(s,p)$, with summability exponent $p \in (1,\infty)$ and differentiability exponent $s\in (0,1)$, whose prototype is the fractional…

Analysis of PDEs · Mathematics 2024-11-05 Giampiero Palatucci , Mirco Piccinini