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In this article, we define a new class of convexity called generalized $(h-m)$-convexity, which generalizes $h$-convexity and $m$-convexity on fractal sets $\mathbb{R}^{\alpha}$ $(0<\alpha\leq 1)$. Some properties of this new class are…
We define matrix models that converge to the generating functions of a wide variety of loop models with fugacity taken in sets with an accumulation point. The latter can also be seen as moments of a non-commutative law on a subfactor planar…
Modern physics simulation often involves multiple functions of interests, and traditional numerical approaches are known to be complex and computationally costly. While machine learning-based surrogate models can offer significant cost…
We investigate the regularising properties of singular kernels at the level of germs, i.e. families of distributions indexed by points in $\mathbb{R}^d$. First we construct a suitable integration map which acts on general coherent germs.…
Dirichlet Process Mixture (DPM) models have been increasingly employed to specify random partition models that take into account possible patterns within the covariates. Furthermore, to deal with large numbers of covariates, methods for…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
We introduce a certain differential graded bialgebra, neither commutative nor cocommutative, that governs perturbations of a differential on complexes supplied with an abstract Hodge decomposition. This leads to a conceptual treatment of…
We consider a strictly stationary sequence of random vectors whose finite-dimensional distributions are jointly regularly varying with some positive index. This class of processes includes, among others, ARMA processes with regularly…
In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…
The complete phase diagram of Random Energy Model (REM) is obtained for complex temperatures using the method proposed by Derrida. We find the density of zeroes for statistical sum. Then the method is applied to Generalized Random Energy…
Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…
We define a generalized class of modified zeta series transformations generating the partial sums of the Hurwitz zeta function and series expansions of the Lerch transcendent function. The new transformation coefficients we define within…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of ARMA equations in Banach spaces with independent and identically distributed noise under certain assumptions. First, we obtain conditions…
We introduce a formalism to produce several families of spectral sequences involving the derived functors of the limit and colimit functors over a finite partially ordered set. The first type of spectral sequences involves the left derived…
We define multifractional Hermite processes which generalize and extend both multifractional Brownian motion and Hermite processes. It is done by substituting the Hurst parameter in the definition of Hermite processes as a multiple…
$\Gamma$-convergence methods are used to prove homogenization results for fractional obstacle problems in periodically perforated domains. The obstacles have random sizes and shapes and their capacity scales according to a stationary…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional…