Related papers: Moments of Subsets of General Equiangular Tight Fr…
Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…
In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…
We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…
In this work, we deal with an iteration method for approximating a fixed point of a contraction mapping using the Mann's algorithm under functional random errors. We first show its almost complete convergence to the fixed point by mean of…
In this paper we describe some new algebraic features of the Gram matrices of complex Equiangular Tight Frames (ETF). This lead on the one hand to the nonexistence of several low dimensional complex ETFs; and on the other hand to the full…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
Drawdown/regret times feature prominently in optimal stopping problems, in statistics (CUSUM procedure) and in mathematical finance (Russian options). Recently it was discovered that a first passage theory with general drawdown times, which…
In this work, we show that a complex equiangular tight frame (ETF) composed by $N$ vectors in dimension $d$ exists if and only if a certain bistochastic matrix, univocally determined by $N$ and $d$, belongs to a special class of…
This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…
Ornstein-Uhlenbeck processes driven by general L\'{e}vy process are considered in this paper. We derive strongly consistent estimators for the moments of the underlying L\'{e}vy process and for the mean reverting parameter of the…
This work deals with the Mann's stochastic iteration algorithm under strong mixing random errors. We establish the Fuk-Nagaev's inequalities that enable us to prove the almost complete convergence with its corresponding rate of convergence.…
Equiangular tight frames (ETFs) are configurations of vectors which are optimally geometrically spread apart and provide resolutions of the identity. Many known constructions of ETFs are group covariant, meaning they result from the action…
A Grassmannian frame is a collection of unit vectors which are optimally incoherent. To date, the vast majority of explicit Grassmannian frames are equiangular tight frames (ETFs). This paper surveys every known construction of ETFs and…
This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…
Equiangular tight frames (ETFs) may be used to construct examples of feasible points for semidefinite programs arising in sum-of-squares (SOS) optimization. We show how generalizing the calculations in a recent work of the authors' that…
In this work, we consider moments of exponential functionals of L\'{e}vy processes on a deterministic horizon. We derive two convolutional identities regarding these moments. The first one relates the complex moments of the exponential…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
Frame theory is a powerful tool in the domain of signal processing and communication. Among its numerous configurations, the ones which have drawn much attention recently are Equiangular Tight Frame (ETF) and Grassmannian Frame. These…
We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…