Related papers: From asymptotics to spectral measures: determinate…

We establish semiclassical asymptotics and estimates for the $e_h(x,x;\tau)$ where $e_h(x,y,\tau)$ is the Schwartz kernel of the spectral projector for a second order elliptic operator inside domain with power singularity in the origin.…

We consider the Hamburger, Stieltjes and Hausdorff moment problems, that are problems of the construction of a Borel measure supported on a real line, on a half-line or on an interval $(0,1)$, from a prescribed set of moments. We propose a…

Spectral measures arise in numerous applications such as quantum mechanics, signal processing, resonances, and fluid stability. Similarly, spectral decompositions (pure point, absolutely continuous and singular continuous) often…

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(\cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

We show the existence of a stationary measure for a class of multidimensional stochastic Volterra systems of affine type. These processes are in general not Markovian, a shortcoming which hinders their large-time analysis. We circumvent…

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

In this paper we present a survey about analytic properties of polynomials orthogonal with respect to a weighted Sobolev inner product such that the vector of measures has an unbounded support. In particular, we are focused in the study of…

We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…

Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…

The generalized Stieltjes--Wigert polynomials depending on parameters 0\le p<1 and 0<q<1 are discussed. By removing the mass at zero of the N-extremal solution concentrated in the zeros of the D-function from the Nevanlinna parametrization,…

We consider the time-bounded reachability problem for continuous-time Markov decision processes. We show that the problem is decidable subject to Schanuel's conjecture. Our decision procedure relies on the structure of optimal policies and…

There is a vast theory of the asymptotic behavior of orthogonal polynomials with respect to a measure on $\mathbb{R}$ and its applications to Jacobi matrices. That theory has an obvious affine invariance and a very special role for…

In the present work, an approach to the moment closure problem on the basis of orthogonal polynomials derived from Gram matrices is proposed. Its properties are studied in the context of the moment closure problem arising in gas kinetic…

In this paper we establish new renormalized oscillation theorems for discrete symplectic eigenvalue problems with Dirichlet boundary conditions. These theorems present the number of finite eigenvalues of the problem in arbitrary interval…

We develop a noncommutative analogue of the spectral decomposition with the quasideterminant defined by I. Gelfand and V. Retakh. In this theory, by introducing a noncommutative Lagrange interpolating polynomial and combining a…

We introduce two explicit examples of polynomials orthogonal on the unit circle. Moments and the reflection coefficients are expressed in terms of Jacobi elliptic functions. We find explicit expression for these polynomials in terms of a…