Related papers: Asymptotic covariances for functionals of weakly s…

We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and…

Let $(X_i)_{i\geq 1}$ be a stationary mean-zero Gaussian process with covariances $\rho(k)=\PE(X_{1}X_{k+1})$ satisfying: $\rho(0)=1$ and $\rho(k)=k^{-D} L(k)$ where $D$ is in $(0,1)$ and $L$ is slowly varying at infinity. Consider the…

The subject of this work is the multivariate generalization of the theory of multiple Wiener--It\^o integrals. In the scalar valued case this theory was described in paper\cite{11}. Our proofs apply the technique of this work, but in the…

We initiate the study of the asymptotic behavior of small solutions to one-dimensional Klein-Gordon equations with variable coefficient quadratic nonlinearities. The main discovery in this work is a striking resonant interaction between…

In this paper, we study a smoothness regularization method for a varying coefficient model based on sparse and irregularly sampled functional data which is contaminated with some measurement errors. We estimate the one-dimensional…

Let $X$ be a centered Gaussian random variable in a separable Hilbert space ${\mathbb H}$ with covariance operator $\Sigma.$ We study a problem of estimation of a smooth functional of $\Sigma$ based on a sample $X_1,\dots ,X_n$ of $n$…

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…

We consider the periodic solutions of a semilinear variable coefficient wave equation arising from the forced vibrations of a nonhomogeneous string and the propagation of seismic waves in nonisotropic media. The variable coefficient…

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…

We consider the asymptotic normality in $L^2$ of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a weakly dependent Bernoulli shift structure for the underlying…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

Given a domain $D$ in $\mathbb{C}^n$ and $K$ a compact subset of $D$, the set $\mathcal{A}_K^D$ of all restrictions of functions holomorphic on $D$ the modulus of which is bounded by $1$ is a compact subset of the Banach space $C(K)$ of…

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

Recently obtained results for two and three point functions for quasi-primary operators in conformally invariant theories in arbitrary dimensions {\absit d} are described. As a consequence the three point function for the energy momentum…

We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…

This paper is devoted to the variational study of an effective model for the electron transport in a graphene sample. We prove the existence of infinitely many stationary solutions for a nonlin-ear Dirac equation which appears in the WKB…

This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $\Z^d$. Our method allows us to consider only minimal conditions on the width bins and provides a…

By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…