Related papers: On an algorithm for two-term spectral asymptotic f…
This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…
The eigenvalue decomposition (EVD) parameters of the second order statistics are ubiquitous in statistical analysis and signal processing. Notably, the EVD of robust scatter $M$-estimators is a popular choice to perform robust probabilistic…
This series of two papers is devoted to the study of the principal spectral theory of nonlocal dispersal operators with almost periodic dependence and the study of the asymptotic dynamics of nonlinear nonlocal dispersal equations with…
In this paper, by using the similar methods of [O. Sh. Mukhtarov and M. Kadakal, Some spectral properties of one Sturm-Liouville type problem with discontinuous weight, Siberian Mathematical Journal, 46 (2005) 681-694] we extend some…
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
Considering the constrained stochastic optimization problem over a time-varying random network, where the agents are to collectively minimize a sum of objective functions subject to a common constraint set, we investigate asymptotic…
We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the…
We consider a class of pseudodifferential operators defined on the product of two closed manifolds, with crossed vector valued symbols. We study the asymptotic expansion of Weyl counting function of positive selfadjoint operators in this…
The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…
This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…
We study concentration operators associated with either the discrete or the continuous Fourier transform, that is, operators that incorporate a spatial cut-off and a subsequent frequency cut-off to the Fourier inversion formula. Their…
We use the theory of functions of noncommuting operators (noncommutative analysis) to solve an asymptotic problem for a partial differential equation and show how, starting from general constructions and operator formulas that seem to be…
In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers \cite{Hay-Yos03, Hay-Yos04}, we derive second-order asymptotic…
In this note we compare two recent results about the distribution of eigenvalues for semi-classical pseudodifferential operators in two dimensions. For classes of analytic operators A. Melin and the author obtained a complex Bohr-Sommerfeld…
Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…
In this work we study the asymptotic distribution of eigenvalues in one-dimensional open sets. The method of proof is rather elementary, based on the Dirichlet lattice points problem, which enable us to consider sets with infinite measure.…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
It is our aim to establish a general analytic theory of asymptotic expansions of type f(x)=a_1 phi_1(x)+dots+ a_n phi_n(x)+o(phi_n(x)), x tends to x_0 (*), where the given ordered n-tuple of real-valued functions phi_1 dots,phi_n forms an…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
We give an algorithm to compute the asymptotics of the eigenvalue distribution of quite general matricial central limit theorems. The central limits are the so called free deterministic equivalents, which in turn are operators whose Cauchy…