Related papers: Generalized stationary random fields with linear r…

We generalize the number theoretic spin chain, a one-dimensional statistical model based on the Farey fractions, by introducing a new parameter x>=0. This allows us to write recursion relations in the length of the chain. These relations…

In this note we consider weighted conditional type operators between different Orlicz spaces and generalized conditional type Holder inequality that we defined in [2]. Then we give some necessary and sufficient conditions for boundedness of…

We consider model-free monitoring procedures for strict stationarity of a given time series. The new criteria are formulated as L2-type statistics incorporating the empirical characteristic function. Asymptotic as well as Monte Carlo…

Let $T:X\to X$ be a compact linear (or more generally affine) operator from a Banach space into itself. For each $x\in X$, the sequence of iterates $T^nx, n=0,1,...$ and its averages $\frac{1}{k}\sum_{k=0}^nT^{k-1}x, n=0,1,...$ are either…

Recent research has shown that the properties of overcomplete Gabor frames and frames arising from shift-invariant systems form a precise match with certain conditions that are necessary for a frame in $L^2(\mathbf R)$ to have a…

Let $T$ be a bounded operator. We say $T$ is a Ritt operator if $\sup_n n\lVert T^n-T^{n+1}\rVert<\infty$. It is know that when $T$ is a positive contraction and a Ritt operator in $L^p$, $1<p<\infty$, then for any integer $m\ge 1$, the…

We consider a class of degenerate Ornstein-Uhlenbeck operators in $\mathbb{R}^{N}$, of the kind [\mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}(x) \partial_{x_{i}x_{j}}^{2}+\sum_{i,j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}%] where $(a_{ij})$ is…

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Let $\Psi_1,\Psi_2,...$ be a sequence of i.i.d. random Lipschitz functions on a complete separable metric space with unbounded metric $d$ and forward iterations $X_n$. Suppose that $X_n$ has a stationary distribution. We study the…

We try to develop a coherent picture on Liouville theory as a two-dimensional conformal field theory that takes into account the perspectives of path-integral approach, bootstrap, canonical quantization and operator approach. To do this, we…

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

Let $ \{X_j, j\in \Z\}$ be a Gaussian stationary sequence having a spectral function $F$ of infinite type. Then for all $n$ and $z\ge 0$,$$ \P\Big\{\sup_{j=1}^n |X_j|\le z \Big\}\le \Big(\int_{-z/\sqrt{G(f)}}^{z/\sqrt{G(f)}}…

We study a general transition operator, generated by a random walk on a graph $X$; in particular we give necessary and sufficient condition on the matrix coefficient (1-step transition probablilities) to be a bounded operator from…

The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…

Let $\mathcal{L}=\sum_{j=1}^m X_j^2$ be a H\"ormander sum of squares of vector fields in space $\mathbb{R}^n$, where any $X_j$ is homogeneous of degree $1$ with respect to a family of non-isotropic dilations in space. In this paper we prove…

This paper studies approximation properties of linear sampling operators in general Banach lattices $X$. We obtain matching direct and inverse approximation estimates, convergence criteria, equivalence results involving special…

In this paper, under natural and easily verifiable conditions, we prove the $\mathbb{L}^1$-convergence and the asymptotic normality of the Parzen-Rosenblatt density estimator for stationary random fields of the form $X_k =…

Canonical coordinates for both the Schroedinger and the nonlinear Schroedinger equations are introduced, making more transparent their Hamiltonian structures. It is shown that the Schroedinger equation, considered as a classical field…

We consider positive, integral-preserving linear operators acting on $L^1$ space, known as stochastic operators or Markov operators. We show that, on finite-dimensional spaces, any stochastic operator can be approximated by a sequence of…

We study generalized solutions of multidimensional transport equation with bounded measurable solenoidal field of coefficients $a(x)$. It is shown that any generalized solution satisfies the renormalization property if and only if the…