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We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
Consider a linear space L of complex D-dimensional linear operators, and assume that some power L^k of L is the whole space of DxD matrices. Perez-Garcia, Verstraete, Wolf and Cirac conjectured that the sequence L^1,L^2,... stablilizes…
We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we set out basics of the kriging extrapolation techniques. For (non--Gaussian) stable fields, which are known to be…
A Ritt operator T : X --> X on Banach space is a power bounded operator such that the sequence of all n(T^{n} -T^{n-1}) is bounded. When X=Lp for some 1<p<\infty, we study the validity of square functions estimates Norm{(\sum_k k |T^{k}(x)…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this paper, we present a new approach to derive series expansions for some Gaussian processes based on harmonic analysis of their covariance function. In particular, we propose a new simple rate-optimal series expansion for fractional…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…
We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…
Multivariate random fields whose distributions are invariant under operator-scalings in both time-domain and state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are…
We consider second order elliptic operators with real, nonsymmetric coefficient functions which are subject to mixed boundary conditions. The aim of this paper is to provide uniform resolvent estimates for the realizations of these…
In this paper we investigate boundedness, polar decomposition and spectral decomposition of weighted conditional expectation type operators on L^2(\Sigma).
The bilateral shift operator $B$ has been the mainstay of stationary process modeling whereas we argue that the unilateral shift operator $T$ may be better suited to analyze invertibility. While doing so, we partially unify the notion of…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
An essential generalization of the Lebedev index transform with the square of the Macdonald function is investigated. Namely, we consider a family of integral operators with the positive kernel $|K_{(i\tau+\alpha)/2}(x)|^2, \alpha \ge 0,\ x…
This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…
We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…
A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…
We present the explicit construction of a stable queue with several servers and impatient customers, under stationary ergodic assumptions. Using a stochastic comparison of the (multivariate) workload sequence with two monotonic stochastic…