Related papers: Asymptotics of Some Feynman-Kac Functionals
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
Markov processes are widely used models for investigating kinetic networks. Here we collate and present a variety of results pertaining to kinetic network models, in a unified framework. The aim is to lay out explicit links between several…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…
Markov jump processes (MJPs) are used to model a wide range of phenomena from disease progression to RNA path folding. However, maximum likelihood estimation of parametric models leads to degenerate trajectories and inferential performance…
The method developed by Van Dijk, Nogami and Toyama for obtaining the time-evolved wave function of a decaying quantum system is generalized to potentials and initial wave functions of non-compact support. The long time asymptotic behavior…
By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…
Using the age-structure formalism, we definitely establish connections between semi-Markov processes and the dynamics of open quantum systems that satisfy the Markov quantum master equations. A generalized Feynman-Kac formula of the…
Assuming the Riemann Hypothesis we study negative moments of the Riemann zeta-function and obtain asymptotic formulas in certain ranges of the shift in $\zeta(s)$. For example, integrating $|\zeta(1/2+\alpha+it)|^{-2k}$ with respect to $t$…
This summary of several talks given in 1990-1993 discusses the problem of asymptotic expansions of multiloop Feynman diagrams in masses and external momenta - a central problem in perturbative quantum field theory. Basic principles of the…
In high-frequency statistics and econometrics sums of functionals of increments of stochastic processes are commonly used and statistical inference is based on the asymptotic behaviour of these sums as the mesh of the observation times…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…
Conrey, Farmer, Keating, Rubinstein, and Snaith, recently conjectured formulas for the full asymptotics of the moments of $L$-functions. In the case of the Riemann zeta function, their conjecture states that the $2k$-th absolute moment of…
This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…
An importance sampling method based on Generalized Feynman-Kac method has been used to calculate the mean values of quantum observables from quantum correlation functions for many body systems both at zero and finite temperature.…