Related papers: Popa's "Recurrent Sequences" and Reciprocity
A bivariate integer-valued autoregressive process of order 1 (BINAR(1)) with copula-joint innovations is studied. Different parameter estimation methods are analyzed and compared via Monte Carlo simulations with emphasis on estimation of…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
This paper is devoted to the structure of the complete asymptotic expansion of the probability that a large combinatorial object is irreducible or consists of a given number of irreducible parts, where irreducibility is understood in terms…
In this work we provide alternative formulations of the concepts of lambda theory and extensional theory without introducing the notion of substitution and the sets of all, free and bound variables occurring in a term. We also clarify the…
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…
One discusses a problem of asymptotical behavior for some operators in a general theory of pseudo differential equations on manifolds with borders. Using the distribution theory one obtains certain explicit representations for these…
We apply a discrete version of the methodology in \cite{gauss} to obtain a recursive asymptotic expansion for $\esp[h(W)]$ in terms of Poisson expectations, where $W$ is a sum of independent integer-valued random variables and $h$ is a…
The problem of recovering coefficients in a diffusion equation is one of the basic inverse problems. Perhaps the most important term is the one that couples the length and time scales and is often referred to as {\it the\/} diffusion…
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…
The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…
We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…
We study the three-dimensional Navier-Stokes equations in a periodic domain with the force decaying in time. Although the force has a certain coherent decay, as time tends to infinity, it can be too complicated for the previous theory of…
Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…
The increasing use of vine copulas in high-dimensional settings, where the number of parameters is often of the same order as the sample size, calls for asymptotic theory beyond the traditional fixed-$p$, large-$n$ framework. We establish…
We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…
We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…
We investigate the phenomenon of non-recursive trade-offs between descriptional systems in an abstract fashion. We aim at categorizing non-recursive trade-offs by bounds on their growth rate, and show how to deduce such bounds in general.…
The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…