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This tutorial provides an exposition of a flexible geometric framework for high dimensional estimation problems with constraints. The tutorial develops geometric intuition about high dimensional sets, justifies it with some results of…

Statistics Theory · Mathematics 2016-12-23 Roman Vershynin

The paper is devoted to frame expansions in Fr\'echet spaces. First we review some results which concern series expansions in general Fr\'echet spaces via Fr\'echet and General Fr\'echet frames. Then we present some new results on series…

Functional Analysis · Mathematics 2020-09-11 Stevan Pilipović , Diana T. Stoeva

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

Probability · Mathematics 2017-09-12 Mihai Gradinaru , Tristan Haugomat

In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary models with tapered data, as well as, a question concerning…

Statistics Theory · Mathematics 2021-05-17 Mamikon S. Ginovyan , Artur A. Sahakyan

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

This work deals with the finite time stability of generalized proportional fractional systems with time delay. First, based on the generalized proportional Gr\"onwall inequality, we derive an explicit criterion that enables the system…

Optimization and Control · Mathematics 2024-10-10 Hanaa Zitane , Delfim F. M. Torres

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…

Probability · Mathematics 2013-07-30 Tadeusz Kulczycki , Michal Ryznar

This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the…

Analysis of PDEs · Mathematics 2009-08-18 Jean-Philippe Bartier , Adrien Blanchet , Jean Dolbeault , Miguel Escobedo

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

Probability · Mathematics 2016-02-22 Zhen-Qing Chen , Panki Kim

We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…

Probability · Mathematics 2024-11-22 Lucas Journel , Pierre Monmarché

We present the analysis for an $hp$ weak Galerkin-FEM for singularly perturbed reaction-convection-diffusion problems in one-dimension. Under the analyticity of the data assumption, we establish robust exponential convergence, when the…

Numerical Analysis · Mathematics 2022-11-09 Torsten Linß , Christos Xenophontos

We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…

Statistics Theory · Mathematics 2020-03-12 Niko Lietzén , Lauri Viitasaari , Pauliina Ilmonen

In several variables, we prove the pointwise convergence of multiresolution expansions to the distributional point values of tempered distributions and distributions of superexponential growth. The article extends and improves earlier…

Functional Analysis · Mathematics 2015-07-28 Sanja Kostadinova , Jasson Vindas

Let G/H be a unimodular real spherical space which is either absolutely spherical or wave-front. It is shown that every tempered representation of G/H embeds into a relative discrete series of a boundary degeneration of G/H. If in addition…

Representation Theory · Mathematics 2022-09-23 Friedrich Knop , Bernhard Krötz , Henrik Schlichtkrull

A new nonparametric estimator of a convex regression function in any dimension is proposed and its convergence properties are studied. We start by using any estimator of the regression function and we \emph{convexify} it by taking the…

Statistics Theory · Mathematics 2010-06-16 Néstor E. Aguilera , Liliana Forzani , Pedro Morin

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

Probability · Mathematics 2019-07-19 Adam Barker , Mladen Savov