Related papers: Characterization and Analysis of Generalized Grey …
In the present paper, we develop a new goodness fit test for gamma distribution using the fixed point characterization. U-Statistic theory is employed to derive the test statistic. We discuss how the right censored observations are…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
We introduce a novel uncertainty principle for generalized graph signals that extends classical time-frequency and graph uncertainty principles into a unified framework. By defining joint vertex-time and spectral-frequency spreads, we…
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…
This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by the L\'evy processes, the Ornstein --…
We apply Bayesian inference to determine the posterior likelihood distribution for the parameters describing the initial condition of the small-$x$ Balitsky-Kovchegov evolution equation at leading logarithmic accuracy. The HERA structure…
In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…
We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…
This paper proposes consistent and asymptotically Gaussian estimators for the drift, the diffusion coefficient and the Hurst exponent of the discretely observed fractional Ornstein-Uhlenbeck process. For the estimation of the drift, the…
We review and extend a novel approach that we introduced recently, to describe general dark energy or scalar-tensor models. Our approach relies on an ADM formulation based on the hypersurfaces where the underlying scalar field is uniform.…
Definition of generalized normal form for a system of ODEs corresponding to an infinitesimal symplectic or contact transformation near a singular point, with an arbitrary polynomial unperturbed part, and a method of its finding are…
We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…
We compute the Lyapunov spectrum and the Kolmogorov-Sinai entropy for a moving particle placed in a dilute, random array of hard disk or hard sphere scatterers - i.e. the dilute Lorentz gas model. This is carried out in two ways: First we…
Let $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ be the class of normalized analytic functions $f$ defined in the region $|z|<1$ and satisfying \begin{align*} {\rm Re\,}…
The normalized incomplete beta function can be defined either as cumulative distribution function of beta density or as the Gauss hypergeometric function with one of the upper parameters equal to unity. Logarithmic concavity/convexity of…
The spectrum of the spherically symmetric alpha-2 dynamo is studied in the case of idealized boundary conditions. Starting from the exact analytical solutions of models with constant alpha-profiles a perturbation theory and a Galerkin…
This work addresses the Galerkin isogeometric discretization of the one-dimensional Laplace eigenvalue problem subject to homogeneous Dirichlet boundary conditions on a bounded interval. We employ GLT theory to analyze the behavior of the…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…