Related papers: Extrapolation Problem for Continuous Time Periodic…
The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
Long-time asymptotic of field-field correlator for radiation propagated through a medium composed of random point-like scatterers is studied using Bete-Salpeter equation. It is shown that for plane source the fluctuation intensity (zero…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
This paper deals with probabilistic upper bounds for the error in functional estimation defined on some interpolation and extrapolation designs, when the function to estimate is supposed to be analytic. The error pertaining to the estimate…
This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…
We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…
Timed automata (TAs) are an efficient formalism to model and verify systems with hard timing constraints, and concurrency. While TAs assume exact timing constants with infinite precision, parametric TAs (PTAs) leverage this limitation and…
This paper examines the problem of extrapolation of an analytic function for $x > 1$ given perturbed samples from an equally spaced grid on $[-1,1]$. Mathematical folklore states that extrapolation is in general hopelessly ill-conditioned,…
In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical…
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…
We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on $\mathbb{R}^d$, and use this to obtain a test for isotropy. Within this context, edge effects…
This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…
We consider the problem of estimation of a linear functional in the Gaussian sequence model where the unknown vector theta in R^d belongs to a class of s-sparse vectors with unknown s. We suggest an adaptive estimator achieving a…
In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…
We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…
Linear response time-dependent density functional theory is used to study low-lying electronic continuum states of targets that can bind an extra electron. Exact formulas to extract scattering amplitudes from the susceptibility are derived…
We propose a method for the prediction of stationary max--stable random fields with $\alpha$-Fr\'echet marginal distribution $H_\alpha$. The method is suitable to cope with heavy tails for $\alpha\in(0,2)$ and is (approximately) exact in…
The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…
Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…