Related papers: Generalized stationary random fields with linear r…
The general notion of a Hausdorff-type operator with a kernel depending on an external variable is introduced and generalizations and analogs of classical results on the regularity of various summation methods are proved for the case of…
Results concerning set theoretic continuity properties of the spectrum of the Harper operator are extended to a large class (generalized Harper operators (GHO)) of operators in $L^{2}(\bZ^{2})$.
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
We consider linear time invariant systems with exogenous stochastic disturbances, and in feedback with structured stochastic uncertainties. This setting encompasses linear systems with both additive and multiplicative noise. Our concern is…
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…
We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…
Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…
We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…
Since the seminal results by Avellaneda \& Lin it is known that elliptic operators with periodic coefficients enjoy the same regularity theory as the Laplacian on large scales. In a recent inspiring work, Armstrong \& Smart proved…
A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…
We study the two-weighted estimate \[ \bigg\|\sum_{k=0}^na_k(x)\int_0^xt^kf(t)dt|L_{q,v}(0,\infty)\bigg\|\leq c\|f|L_{p,u}(0,\infty)\|,\tag{$*$} \] where the functions $a_k(x)$ are not assumed to be positive. It is shown that for $1<p\leq…
Recurrence and ergodic properties are established for a single--server queueing system with variable intensities of arrivals and service. Convergence to stationarity is also interpreted in terms of reliability theory.
Applying the Pasquier-Gaudin procedure we construct the Baxter's Q-operator for the homogeneous XXX model as integral operator in standard representation of SL(2). The connection between Q-operator and local Hamiltonians is discussed. It is…
We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…
This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…