Related papers: Extrapolation Problem for Continuous Time Periodic…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…
The non-linear response of infinite periodic solids to homogenous electric fields and collective atomic displacements is discussed in the framework of density functional perturbation theory. The approach is based on the 2n + 1 theorem…
The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and…
We introduce a simple representation for isotropic spherical random fields and we discuss how it allows to discuss different notions of sparsity under isotropy. We also show how a suitable construction of sparse fields can mimic well the…
We develop methodology for the estimation of the functional mean and the functional principal components when the functions form a spatial process. The data consist of curves $X(\mathbf{s}_k;t),t\in[0,T],$ observed at spatial locations…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…
We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the…
We consider team optimal control of decentralized systems with linear dynamics, quadratic costs, and arbitrary disturbance that consist of multiple sub-populations with exchangeable agents (i.e., exchanging two agents within the same…
The aim of the paper is to derive for the negative correlation function with a time parameter an asymptotic disjunction of the numerical generalized least-squares estimator of an unknown constant mean of random field in fact the correct…
A stochastic approach to time-dependent density functional theory (TDDFT) is developed for computing the absorption cross section and the random phase approximation (RPA) correlation energy. The core idea of the approach involves…
A new technique for calculating the time-evolution, correlations and steady state spectra for nonlinear stochastic differential equations is presented. To illustrate the method, we consider examples involving cubic nonlinearities in an…
We consider a stochastic differential equation of the form $dr_t = (a - b r_t) dt + \sigma r_t^\beta dW_t$, where $a$, $b$ and $\sigma$ are positive constants, $\beta\in(\frac12,1)$. We study the estimation of an unknown drift parameter…
The problem of radio wave reflection from an optically thick plane monotonous layer of magnetized plasma is considered at present work. The plasma electron density irregularities are described by spatial spectrum of an arbitrary form. The…
Classical approximation and learning methods are typically optimized for interpolation over a sampled domain {\Omega}, with no guarantees on their behavior in an extrapolation region {\Xi}, where small in-domain errors may amplify. We…
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…