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The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov

We investigate large deviations properties for centered stationary AR(1) and MA(1) processes with independent Gaussian innovations, by giving the explicit bivariate rate functions for the sequence of random vectors $(\boldsymbol{S}_n)_{n…

Probability · Mathematics 2021-02-22 M. J. Karling , A. O. Lopes , S. R. C. Lopes

We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree…

Probability · Mathematics 2011-10-10 Benoîte de Saporta , Anne Gégout-Petit , Laurence Marsalle

We study the problem of computing the rate-distortion function for sources with feed-forward and the capacity for channels with feedback. The formulas (involving directed information) for the optimal rate-distortion function with…

Information Theory · Computer Science 2007-07-18 Ramji Venkataramanan , S. Sandeep Pradhan

The Wess-Zumino model is analysed in the framework of the causal approach of Epstein-Glaser. The condition of invariance with respect to supersymmetry transformations is similar to the gauge invariance in the Z\"urich formulation. We prove…

High Energy Physics - Theory · Physics 2009-01-07 Dan Radu Grigore

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had…

Probability · Mathematics 2010-10-12 A. Faggionato , D. Gabrielli

The design of communication systems dedicated to machine learning tasks is one key aspect of goal-oriented communications. In this framework, this article investigates the interplay between data reconstruction and learning from the same…

Information Theory · Computer Science 2024-04-30 Jiahui Wei , Elsa Dupraz , Philippe Mary

Given a stable SISO LTI system $G$, we investigate the problem of estimating the $\mathcal{H}_\infty$-norm of $G$, denoted $||G||_\infty$, when $G$ is only accessible via noisy observations. Wahlberg et al. recently proposed a nonparametric…

Optimization and Control · Mathematics 2017-10-02 Stephen Tu , Ross Boczar , Benjamin Recht

The classical condition on the existence of uniformly exponentially consistent tests for testing the true density against the complement of its arbitrary neighborhood has been widely adopted in study of asymptotics of Bayesian nonparametric…

Statistics Theory · Mathematics 2008-12-01 Yang Xing

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

We define a random model for the moments of the new eigenfunctions of a point scat-terer on a 2-dimensional rectangular flat torus. In the deterministic setting,Seba conjectured these moments to be asymptotically Gaussian, in the…

Mathematical Physics · Physics 2021-03-05 Thomas Letendre , Henrik Ueberschär

Complex arithmetic random waves are stationary Gaussian complex-valued solutions of the Helmholtz equation on the two-dimensional flat torus. We use Wiener-It\^o chaotic expansions in order to derive a complete characterization of the…

Probability · Mathematics 2023-02-01 Federico Dalmao , Ivan Nourdin , Giovanni Peccati , Maurizia Rossi

The work of Kolmogorov, Arnold and Moser appeared just before the renormalization group approach to statistical mechanics was proposed by Wilson: it can be classified as a multiscale approach which also appeared in works on the convergence…

Dynamical Systems · Mathematics 2020-07-21 Giovanni Gallavotti

This work offers a new prospective on asymptotic perturbation theory for varying self-adjoint extensions of symmetric operators. Employing symplectic formulation of self-adjointness we obtain a new version of Krein formula for resolvent…

Spectral Theory · Mathematics 2024-07-09 Yuri Latushkin , Selim Sukhtaiev

This paper explores the asymptotic behavior of univariate neural network operators, with an emphasis on both classical and fractional differentiation over infinite domains. The analysis leverages symmetrized and perturbed hyperbolic tangent…

General Mathematics · Mathematics 2025-02-12 Rômulo Damasclin Chaves dos Santos

We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…

Statistics Theory · Mathematics 2026-02-12 Moritz Jirak , Alexander Meister , Angelika Rohde

We present a pseudoclassical mechanics model which exhibits gauge symmetry and time-reparametrization invariance. As such, first- and second-class constraints restrict the phase space, and the Hamiltonian weakly vanishes. We show that the…

High Energy Physics - Theory · Physics 2023-04-07 Mauricio Valenzuela

We determine corrections to the Hubble rate due to graviton loops in a cosmological background spacetime of constant deceleration parameter. The corrections are gauge-invariant, based on a recent proposal for all-order gauge-invariant…

General Relativity and Quantum Cosmology · Physics 2019-04-15 Markus B. Fröb

The Lewis and Riesenfeld method has been investigated, by Ramos et al in Ref.[1], for quantum systems governed by time-dependent PT symmetric Hamiltonians and particularly where the quantum system is a particle submitted to action of a…

Quantum Physics · Physics 2020-03-18 Walid Koussa , Mustapha Maamache

We consider an inverse problem for a hyperbolic partial differential equation on a compact Riemannian manifold. Assuming that $\Gamma_1$ and $\Gamma_2$ are two disjoint open subsets of the boundary of the manifold we define the restricted…

Analysis of PDEs · Mathematics 2015-05-18 Matti Lassas , Lauri Oksanen