Related papers: Note on an intermediate Baum-Katz theorems under s…
We consider the focusing inhomogeneous nonlinear Schr\"odinger equation \[ i\partial_t u + \Delta u + |x|^{-b}|u|^\alpha u = 0\quad\text{on}\quad\mathbb{R}\times\mathbb{R}^N, \] with $N\geq 2$, $0<b<\min\{\tfrac{N}{2},2\}$, and…
M-dependence is a commonly used assumption in the study of dependent sequences. In this paper, central limit theorems for m-dependent random variables under the sub-linear expectations are established based mainly on the conditions of…
For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…
This work has been motivated by recent papers that quantify the density of values of generic quadratic forms and other polynomials at integer points, in particular ones that use Rogers' second moment estimates. In this paper we establish…
We consider a sequence of i.i.d. random variables $\{\xi_k\}$under a sublinear expectation $\mathbb{E}=\sup_{P\in\Theta}E_P$. We first give a new proof to the fact that, under each $P\in\Theta$, any cluster point of the empirical averages…
In this work a system of non-linear elliptic equations is considered, where the non-linear term is the sum of a quadratic form and a Sobolev sub-critical term. An extra assumption is introduced on the sub-critical term, which is minimal…
We investigate the Cauchy problem for the nonlinear Schr\"odinger equation with a time-dependent linear damping term. Under non standard assumptions on the loss dissipation, we prove the blow-up in the inter-critical regime, and the global…
Hanson-Wright inequality provides a powerful tool for bounding the norm $|\xi|$ of a centered stochastic vector $\xi$ with sub-gaussian behavior. This paper extends the bounds to the case when $\xi$ only has bounded exponential moments of…
In this note we develop a framework which allows to prove an abstract existence result for non-linear evolution equations involving so-called non-induced operators, i.e., operators which are not prescribed by a time-dependent family of…
Nonlinear expectation, including sublinear expectation as its special case, is a new and original framework of probability theory and has potential applications in some scientific fields, especially in finance risk measure and management.…
In this paper we study the well-posedness of the evolution equation of the form $u'(t)=Au(t)+Cu(t)$, $t\ge 0$, where $A$ is the generator of a $C_0$- semigroup and $C$ is a (possibly unbounded) linear operator in a Banach space…
In this paper we introduce a sublinear conditional operator with respect to a family of possibly nondominated probability measures in presence of multiple ordered default times. In this way we generalize the results of [5], where a…
The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…
We address the issue of performing inference on the parameters that index a bimodal extension of the Birnbaum-Saunders distribution (BS). We show that maximum likelihood point estimation can be problematic since the standard nonlinear…
We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…
In this paper, the Neyman-Pearson lemma for general sublinear expectations is studied. We weaken the assumptions for sublinear expectations in [1] and give a completely new method to study this problem. Applying Mazur-Orlicz Theorem and the…
The functional calculus of semigroup generators, based on the class of Bernstein functions in several variables is developed, the condition for holomorphy of semigroups, generated by operators which arisen in the calculus is given, and in…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We study asymptotic properties of $M$-estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the $M$-estimates are derived and a central limit theorem is established.…
The multivariate moment problem is investigated in the general context of the polynomial algebra $\mathbb{R}[x_i \mid i \in \Omega]$ in an arbitrary number of variables $x_i$, $i\in \Omega$. The results obtained are sharpest when the index…