Related papers: Multivariate tempered stable random fields
Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…
Probability measures (quasi probability mass), given in the form of integrals of Wigner function over areas of the underlying phase space, give rise to operator valued probability measures (OVM). General construction methods of OVMs, are…
Multivariable Mendelian randomization (MVMR) uses genetic variants as instrumental variables to infer the direct effects of multiple exposures on an outcome. However, unlike univariable Mendelian randomization, MVMR often faces greater…
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
We are interested to the multifractal analysis of inhomogeneous Bernoulli products which are also known as coin tossing measures. We give conditions ensuring the validity of the multifractal formalism for such measures. On another hand, we…
We are interested to the multifractal analysis of inhomogeneous Bernoulli products which are also known as coin tossing measures. We give conditions ensuring the validity of the multifractal formalism for such measures. On another hand, we…
Boltzmann generators approach the sampling problem in many-body physics by combining a normalizing flow and a statistical reweighting method to generate samples of a physical system's equilibrium density. The equilibrium distribution is…
We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown--Resnick and Smith…
Under mild assumptions, we prove that any random multifunction can be represented as the set of minimizers of an infinitely many differentiable normal integrand, which preserves the convexity of the random multifunction. We provide several…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We propose here a testing methodology based on the autocovariance, detrended moving average, and time-averaged mean-squared displacement statistics for tempered fractional Brownian motions (TFBMs) which are related to the notions of…
The harmonizable Piranashvili-type stochastic processes are approximated by finite time shifted average sampling sums. Explicit truncation error upper bounds are established. Various corollaries and special cases are discussed.
Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…
We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…
The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…
In applications of linear mixed-effects models, experimenters often desire uncertainty quantification for random quantities, like predicted treatment effects for unobserved individuals or groups. For example, consider an agricultural…
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
We propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the…
The ageing of the bond-disordered two-dimensional Ising model quenched to below its critical point is studied through the two-time autocorrelator and thermoremanent magnetization (TRM). The corresponding ageing exponents are determined. The…
In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…