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Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…
We consider processes with second order long range dependence resulting from heavy tailed durations. We refer to this phenomenon as duration-driven long range dependence (DDLRD), as opposed to the more widely studied linear long range…
This is the less technical half of a two-part work in which we introduce a robust microlocal framework for analyzing the non-relativistic limit of relativistic wave equations with time-dependent coefficients, focusing on the Klein--Gordon…
In this dissertation, we prove a number of results regarding the conformal method of finding solutions to the Einstein constraint equations. These results include necessary and sufficient conditions for the Lichnerowicz equation to have…
We consider the model selection consistency or sparsistency of a broad set of $\ell_1$-regularized $M$-estimators for linear and non-linear statistical models in a unified fashion. For this purpose, we propose the local structured…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…
We establish H\"older regularity for the weak solution to a degenerate diffusion equation in the presence of a local (drift) potential and nonlocal (interaction) term, posed in a bounded domain with no-flux boundary conditions. The…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…
One goal of this paper is to study robustness of stability of nonautonomous linear ordinary differential equations under integrally small perturbations in an infinite dimensional Banach space. Some applications are obtained to the case of…
We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…
Generalized Linear Mixed Models (GLMMs) are widely used for analysing clustered data. One well-established method of overcoming the integral in the marginal likelihood function for GLMMs is penalized quasi-likelihood (PQL) estimation,…
In this paper, we study a non-Markovian generalized relativistic Langevin equation (GRLE). We show that when the memory kernel is a sum of exponentials, the GRLE is equivalent to a Markovian system with added variables. We establish the…
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…
The approximation of a stationary time-series by finite order autoregressive (AR) and moving averages (MA) is a problem that occurs in many applications. In this paper we study asymptotic behavior of the spectral density of finite order…
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
In this article, after recalling and discussing the conventional extremality, local extremality, stationarity and approximate stationarity properties of collections of sets and the corresponding (extended) extremal principle, we focus on…
We show that the non-relativistic theory of mutual coherence and localization in Coulomb-disordered media can be extended to relativistic electron beams used in transmission electron microscopy (TEM). Starting from the Dirac equation, we…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…