Related papers: Operator Regular Variation of Multivariate Liouvil…
We examine the rate of decay to the limit of the tail dependence coefficient of a bivariate skew t distribution which always displays asymptotic tail dependence. It contains as a special case the usual bivariate symmetric t distribution,…
It is shown that the series derived by Mizrahi, giving the Husimi transform (or covariant symbol) of an operator product, is absolutely convergent for a large class of operators. In particular, the generalized Liouville equation, describing…
Multivariate Exponentially Weighted Moving Average, MEWMA, charts are popular, handy and effective procedures to detect distributional changes in a stream of multivariate data. For doing appropriate performance analysis, dealing with the…
We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the…
We examine the spectrum of a family of Sturm--Liouville operators with regularly spaced delta function potentials parametrized by increasing strength. The limiting behavior of the eigenvalues under this spectral flow was described in a…
In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…
In this paper, the linear differential expression of order $n \ge 2$ with distribution coefficients of various singularity orders is considered. We obtain the associated matrix for the regularization of this expression. Furthermore, we…
Data exhibiting heavy-tails in one or more dimensions is often studied using the framework of regular variation. In a multivariate setting this requires identifying specific forms of dependence in the data; this means identifying that the…
Eigenvalues of a Wilson loop operator are gauge invariant and their distribution undergoes a transition at infinite N as the size of the loop is changed. We study this transition using the average characteristic polynomial associated with…
The tail behavior of aggregates of heavy-tailed random vectors is known to be determined by the so-called principle of "one large jump'', be it for finite sums, random sums, or, L\'evy processes. We establish that, in fact, a more general…
This is Part II of our project on block-weighted planar maps and Liouville quantum duality. Focusing on the scaling properties at the dual critical point, we derive the conditional distribution of the root block size given the total size,…
This paper builds the theoretical foundations for dynamic mode decomposition (DMD) of control-affine dynamical systems by leveraging the theory of vector-valued reproducing kernel Hilbert spaces (RKHSs). Specifically, control Liouville…
We attempt to bring some modest unity to three subareas of heavy tail analysis and extreme value theory: limit laws for componentwise maxima of iid random variables;hidden regular variation and asymptotic independence;conditioned limit laws…
In [1], an operator was introduced which acts parallel to the Riemann-Liouville differintegral on a transformation of the space of real analytic functions and commutes with itself. This paper aims to extend the technique - and its defining…
In this paper we establish a Liouville theorem in $\mathcal{H'}_{\mu}$ for a wider class of operators in $(0,\infty)^{n}$ that generalizes the $n$-dimensional Bessel operator. We will present two different proofs, based in two…
Considered are operators that leave the set of non-invertible (in the sense of Ehrenpreis) distributions stable. They simultaneously generalise the operation of convolution by a distribution with compact support and the operation of…
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and…
Sturm-Liouville oscillation theory is studied for Jacobi operators with block entries given by covariant operators on an infinite dimensional Hilbert space. It is shown that the integrated density of states of the Jacobi operator is…
In 2023 in (3), Uwe finds the explicit form of the map which is which is settled in ZN of finite functional degree and14 discusses how to compute its usual degree w.r.t to the derivative in the linear form, i.e. the product of ones formed…
We develop theory and software for rotation equivariant operators on scalar and vector fields, with diverse applications in simulation, optimization and machine learning. Rotation equivariance (covariance) means all fields in the system…