Related papers: Operator Regular Variation of Multivariate Liouvil…
Operator regular variation of a multivariate distribution can be decomposed into the operator tail dependence of the underlying copula and the regular variation of the univariate marginals. In this paper, we introduce operator tail…
A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special case. The non-standard tail dependence with marginal power…
The paper investigates spectral properties of multi-interval Sturm-Liouville operators with distributional coefficients. Constructive descriptions of all self-adjoint and maximal dissipative/accumulative extensions in terms of boundary…
The unbounded diffusion observed for the standard mapping in a regime of high nonlinearity is suppressed by dissipation due to the violation of Liouville's theorem. The diffusion coefficient becomes important for the description of scaling…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distribution tails along different directions, and using…
We show that the orthogonal projection operator onto the range of the adjoint of a linear operator T can be represented as UT, where U is an invertible linear operator. Using this representation we obtain a decomposition of a multivariate…
The paper deals with singular Sturm-Liouville expressions with matrix-valued distributional coefficients. Due to a suitable regularization, the corresponding operators are correctly defined as quasi-differentials. Their resolvent…
We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…
We consider factorization problem for differential operators on the commutative algebra of densities (defined either algebraically or in terms of an auxiliary extended manifold) introduced in 2004 by Khudaverdian and Voronov in connection…
Multivariate regular variation plays a role assessing tail risk in diverse applications such as finance, telecommunications, insurance and environmental science. The classical theory, being based on an asymptotic model, sometimes leads to…
We show that the orthogonal projection operator onto the range of the adjoint of a linear operator $T$ can be represented as $UT,$ where $U$ is an invertible linear operator. Using this representation we obtain a decomposition of a Normal…
The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
We develop a formula for the power-law decay of various sets for symmetric stable random vectors in terms of how many vectors from the support of the corresponding spectral measure are needed to enter the set. One sees different decay rates…
The role of Liouville operators in the study of dynamical systems through the use of occupation measures have been an active area of research in control theory over the past decade. This manuscript investigates Liouville operators over the…
We introduce a new class of Sturm-Liouville operators with periodically modulated parameters. Their spectral properties depend on the monodromy matrix of the underlying periodic problem computed for the spectral parameter equal to $0$.…
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…
We extend a result on renormalized oscillation theory, originally derived for Sturm-Liouville and Dirac-type operators on arbitrary intervals in the context of scalar coefficients, to the case of general Hamiltonian systems with block…
In the first part of this series we characterized all linear operators on spaces of multivariate polynomials preserving the property of being non-vanishing in products of open circular domains. For such sets this completes the multivariate…