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Let $a = a(\xi), \xi\in\mathbb R,$ be a smooth function quickly decreasing at infinity. For the Wiener-Hopf operator $W(a)$ with the symbol $a$, and a smooth function $g:\mathbb C\to~\mathbb C$, H. Widom in 1982 established the following…

Spectral Theory · Mathematics 2022-01-27 A. V. Sobolev

We prove a change of variable formula for the 2D fractional Brownian motion of index H bigger of equal to 1/4. For H strictly bigger than 1/4, our formula coincides with that obtained by using the rough paths theory. For H=1/4 (the more…

Probability · Mathematics 2008-10-03 Ivan Nourdin

We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the…

Chaotic Dynamics · Physics 2009-11-10 Dhrubaditya Mitra , Jeremie Bec , Rahul Pandit , Uriel Frisch

We propose a wavelet-based approach to construct consistent estimators of the pointwise H\"older exponent of a multifractional Brownian motion, in the case where this underlying process is not directly observed. The relative merits of our…

Probability · Mathematics 2016-07-19 Sixian Jin , Qidi Peng , Henry Schellhorn

We study multi-frequency quasi-periodic Schr\"odinger operators on $\mathbb{Z}$ in the regime of positive Lyapunov exponent and for general analytic potentials. Combining Bourgain's semi-algebraic elimination of multiple resonances with the…

Spectral Theory · Mathematics 2016-10-04 Michael Goldstein , Wilhelm Schlag , Mircea Voda

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…

Probability · Mathematics 2020-03-10 Xiaobin Sun , Ran Wang , Lihu Xu , Xue Yang

Variants of fluctuation theorems recently discovered in the statistical mechanics of non-equilibrium processes may be used for the efficient determination of high-dimensional integrals as typically occurring in Bayesian data analysis. In…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Alberto Favaro , Daniel Nickelsen , Elena Barykina , Andreas Engel

Variable order space-fractional diffusion equation derived as an important model to describe complex anomalous diffusion phenomenon. In this article, well-posedness theory has been constructed for equations with the "Dirichlet" or the…

Analysis of PDEs · Mathematics 2016-11-08 Junxiong Jia , Jigen Peng

In this paper, the sharp quantitative weighted bounds for the iterated commutators of a class of multilinear operators were systematically studied. This class of operators contains multilinear Calder\'{o}n-Zygmund operators, multilinear…

Classical Analysis and ODEs · Mathematics 2024-01-04 Jiawei Tan , Qingying Xue

This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer-Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new…

Probability · Mathematics 2018-07-26 David Nualart , Hongjuan Zhou

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

A general deterministic analysis to state the necessary conditions with a coefficient determination for the variational source condition to hold is provided. Of particular interest in terms of the choice of the regularization parameter, it…

Numerical Analysis · Mathematics 2016-07-19 Erdem Altuntac

We introduce three types of partial fractional operators of variable order. An integration by parts formula for partial fractional integrals of variable order and an extension of Green's theorem are proved. These results allow us to obtain…

Optimization and Control · Mathematics 2013-02-12 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We use methods of harmonic analysis and group rep- resentation theory to estimate memory decay of the inverse oper- ators in Banach spaces. The memory of the operators is defined using the notion of the Beurling spectrum. We obtain a…

Functional Analysis · Mathematics 2014-12-04 Anatoly G. Baskakov , Ilya A. Krishtal

Discovered by M.G.Krein analogy between polinomials orthogonal on the unit circle and generalized eigenfunctions of certain differential systems is used to obtain some new results in the spectral analysis of Sturm-Liouville operators. Some…

Mathematical Physics · Physics 2007-05-23 S. A. Denisov

We characterise modulation spaces by suitable Wiener estimates on the short-time Fourier transforms of the involved functions and distributions. We use the results to refine some formulae on periodic distributions with Lebesgue estimates on…

Functional Analysis · Mathematics 2019-03-20 Joachim Toft

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

Methodology · Statistics 2020-07-20 M. Gomtsyan , C. Lévy-Leduc , S. Ouadah , L. Sansonnet

An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.

Statistics Theory · Mathematics 2011-01-14 Yo Sheena , Akimichi Takemura

We prove a multivariable approximate Carleman theorem on the determination of complex measures on ${\mathbb{R}}^n$ and ${\mathbb{R}}^n_+$ by their moments. This is achieved by means of a multivariable Denjoy--Carleman maximum principle for…

Probability · Mathematics 2007-05-23 Isabelle Chalendar , Jonathan R. Partington