Related papers: Fractional Moment Estimates for Random Unitary Ope…
We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…
We establish sharp pointwise estimates for the ground states of some singular fractional Schr\"odinger operators on relatively compact Euclidean subsets. The considered operators are of the type $(-\Delta)^{\alpha/2}|_\Om-c|x|^{-\alpha}$,…
For the multivariate COGARCH process, we obtain explicit expressions for the second-order structure of the "squared returns" process observed on an equidistant grid. Based on this, we present a generalized method of moments estimator for…
Complex and spinorial techniques of general relativity are used to determine all the states of the $SU(2)$ invariant quantum mechanical systems in which the equality holds in the uncertainty relations for the components of the angular…
Analyzing the structure of sampled features from an input data distribution is challenging when constrained by limited measurements in both the number of inputs and features. Traditional approaches often rely on the eigenvalue spectrum of…
Identification of fractional order systems is considered from an algebraic point of view. It allows for a simultaneous estimation of model parameters and fractional (or integer) orders from input and output data. It is exact in that no…
We give a proof of dynamical localization in the form of exponential decay of spatial correlations in the time evolution for the one-dimensional continuum Anderson model via the fractional moments method. This follows via exponential decay…
Let $n\ge 2$ be the spatial dimension. The purpose of this note is to obtain some weighted estimates for the fractional maximal operator ${\mathfrak M}{\alpha}$ of order $\alpha$, $0\le\alpha<n$, on the weighted Choquet-Lorentz space…
We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We consider the parameter estimation problem for the non-ergodic fractional Ornstein-Uhlenbeck process defined as $dX_t=\theta X_tdt+dB_t,\ t\geq0$, with a parameter $\theta>0$, where $B$ is a fractional Brownian motion of Hurst index…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular, it is shown that…
We explore the distribution of class numbers $h(d)$ of indefinite binary quadratic forms, for discriminants $d$ such that the corresponding fundamental unit $\varepsilon_d$ is lower than $d^{1/2+\alpha}$, where $0<\alpha<1/2$. To do so we…
In this paper, we consider fractional parabolic equation of the form $ \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x)$, where $-(-\Delta)^{\frac{\alpha}{2}}$ with $\alpha\in(0,2]$ is a fractional Laplacian and…
The theory of operator integrals is used to determine the moment operators of the Cartesian margins of the phase space observables generated by the mixtures of the number states. The moments of the $x$-margin are polynomials of the position…
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…
We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et…
We consider a two dimensional magnetic Schroedinger operator on a square lattice with a spatially stationary random magnetic field. We prove Anderson localization near the spectral edges. We use a new approach to establish a Wegner estimate…