Related papers: Polynomial Cointegration among Stationary Processe…
We formulate and prove a general recurrence relation that applies to integrals involving orthogonal polynomials and similar functions. A special case are connection coefficients between two sets of orthonormal polynomials, another example…
In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…
Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have…
Given a way to evaluate an unknown polynomial with integer coefficients, we present new algorithms to recover its nonzero coefficients and corresponding exponents. As an application, we adapt this interpolation algorithm to the problem of…
Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstochastic. In practice, however, in order to improve finite…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
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…
A new alternative numerical procedure to the Szeg\H{o} quadrature formulas for the estimation of integrals with respect to a positive Borel measure $\mu$ supported on the unit circle is presented. As in many practical situations, we assume…
Port-Hamiltonian (pH) systems offer a highly structured and energy-based modular framework for control systems. Many pH systems exhibit non-polynomial non-linearities. We consider the problem of immersing such systems into a…
We study a stochastic model of a copolymerization process that has been extensively investigated in the physics literature. The main questions of interest include: (i) what are the criteria for transience, null recurrence, and positive…
We discuss as a fundamental characteristic of orthogonal polynomials like the existence of a Lie algebra behind them, can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we put…
We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…
Some properties and relations satisfied by the polynomial solutions of a bispectral problem are studied. Given a finite order differential operator, under certain restrictions, its polynomial eigenfunctions are explicitly obtained, as well…
In this note we explicit the notion of Hermite interpolant of a multivariate symmetric polynomial, generalizing the notion of Lagrange interpolant to the case when there are roots coalescence, an extension of the results on the symmetric…
Via a generalization of the pseudospectral method for numerical solution of differential equations, a family of nonlinear algebraic identities satisfied by the zeros of a wide class of orthogonal polynomials is derived. The generalization…
Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…
The problem of optimal estimation of linear functionals constructed from unobserved values of stochastic sequence with periodically stationary increments based on observations of the sequence with a periodically stationary noise is…
We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial,…
We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely…
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We…