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The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…

Probability · Mathematics 2020-04-21 Nikolai Dokuchaev

The problem of construction of the Wannier functions (WFs) in a restricted Hilbert space of eigenstates of the one-electron Hamiltonian $\hat{H}$ (forming the so-called low-energy part of the spectrum) can be formulated in several different…

Strongly Correlated Electrons · Physics 2007-05-23 I. V. Solovyev , Z. V. Pchelkina , V. I. Anisimov

We propose a new estimator based on a linear programming method for smooth frontiers of sample points. The derivative of the frontier function is supposed to be Holder continuous.The estimator is defined as a linear combination of kernel…

Statistics Theory · Mathematics 2014-09-23 Alexander Nazin , Stephane Girard

The semi-inclusive correlator for a ${\cal J}$=1/2 bound-system, composed by A spin-1/2 fermions, is linearly expressed in terms of the light-front Poincar\'e covariant spin-dependent spectral function, in valence approximation. The…

Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Renming Song

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

Numerical Analysis · Mathematics 2026-02-16 Nan Deng , Wanrong Cao

We prove Cantor spectrum and almost-sure Anderson localization for quasiperiodic discrete Schr\"odinger operators $H = \varepsilon\Delta + V$ with potential $V$ sampled with Diophantine frequency $\alpha$ from an asymmetric, smooth,…

Spectral Theory · Mathematics 2021-07-13 Yakir Forman , Tom VandenBoom

We construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-It\^o integral $I_{n}^{H}(f1^{\otimes n}_{[0,t]})$ with respect to the…

Probability · Mathematics 2010-09-17 Xavier Bardina , Khalifa Es-Sebaiy , Ciprian Tudor

We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…

Probability · Mathematics 2022-10-19 Viet Hung Hoang

We discuss a method for determining the optimally-localized set of generalized Wannier functions associated with a set of Bloch bands in a crystalline solid. By ``generalized Wannier functions'' we mean a set of localized orthonormal…

Materials Science · Physics 2009-10-30 Nicola Marzari , David Vanderbilt

The paper addresses state estimation for linear discrete-time systems with binary (threshold) measurements. A Moving Horizon Estimation (MHE) approach is followed and different estimators, characterized by two different choices of the cost…

Systems and Control · Computer Science 2018-04-05 Giorgio Battistelli , Luigi Chisci , Stefano Gherardini

Aims: To provide a significantly improved probability distribution for the H-test for periodicity in X-ray and $\gamma$-ray arrival times, which is already extensively used by the $\gamma$-ray pulsar community. Also, to obtain an analytical…

High Energy Astrophysical Phenomena · Physics 2017-02-22 O. C. de Jager , I. Büsching

In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…

Methodology · Statistics 2023-03-01 Shan Wang , Hanxiang Peng

For every non-elementary hyperbolic group, we show that for every random walk with finitely supported admissible step distribution, the associated entropy equals the drift times the logarithmic volume growth if and only if the corresponding…

Probability · Mathematics 2015-07-29 Ryokichi Tanaka

We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function…

Statistics Theory · Mathematics 2022-08-23 Timothée Mathieu

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…

Mathematical Physics · Physics 2022-02-10 Stéphane Ouvry , Alexios P. Polychronakos

We present a boundary integral method for numerical computation of the capacity of generalized condensers. The presented method applies to a wide variety of generalized condenser geometry including the cases when the plates of the…

Complex Variables · Mathematics 2019-08-13 Mohamed M S Nasser , Matti Vuorinen

Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…

Classical Analysis and ODEs · Mathematics 2016-06-08 Javier Segura

Ab initio determination of model Hamiltonian parameters for strongly correlated materials is a key issue in applying many-particle theoretical tools to real narrow-band materials. We propose a self-contained calculation scheme to construct,…

Strongly Correlated Electrons · Physics 2008-09-09 Dm. Korotin , A. V. Kozhevnikov , S. L. Skornyakov , I. Leonov , N. Binggeli , V. I. Anisimov , G. Trimarchi