Related papers: Asymptotic spectral theory for nonlinear time seri…
This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estimated in regions where the density is not observed.…
Transmission through a complex network of nonlinear one-dimensional leads is discussed by extending the stationary scattering theory on quantum graphs to the nonlinear regime. We show that the existence of cycles inside the graph leads to a…
We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…
The asymptotic conformal invariance of some SU(2) model and Standard Model in curved space-time are investigated. We have examined the conditions for asymptotic conformal invariance for these models numerically.
We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the $L^2$-distance between the spectral density operator of a non-stationary process and its best ($L^2$-)approximation…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
Singular Spectrum Analysis and many other subspace-based methods of signal processing are implicitly relying on the assumption of close proximity of unperturbed and perturbed signal subspaces extracted by the Singular Value Decomposition of…
We develop a model reduction technique for non-smooth dynamical systems using spectral submanifolds. Specifically, we construct low-dimensional, sparse, nonlinear and non-smooth models on unions of slow and attracting spectral submanifolds…
We study the spectral theory and inverse problem on asymptotically hyperbolic manifolds. The main subjects are as follows: (1)Location of the essential spectrum. (2)Absence of eigenvalues embedded in the continuous spectrum. (3)Limiting…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
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…
It is increasingly common for data to possess intricate structure, necessitating new models and analytical tools. Graphs, a prominent type of structure, can encode the relationships between any two entities (nodes). However, graphs neither…
Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…
A simple approach is presented to study the asymptotic behavior of some algorithms with an underlying tree structure. It is shown that some asymptotic oscillating behaviors can be precisely analyzed without resorting to complex analysis…
Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptotic theory for this class of models. Unlike linear AR(1)…
During the last years, asymptotic (or sequential) constraint qualifications, which postulate upper semicontinuity of certain set-valued mappings and provide a natural companion of asymptotic stationarity conditions, have been shown to be…
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…
A nonlinear electromagnetic scattering problem is studied in the presence of bound states in the radiation continuum. It is shown that the solution is not analytic in the nonlinear susceptibility and the conventional perturbation theory…
The purpose of this paper is to investigate the principal spectral theory and asymptotic behavior of the spectral bound for cooperative nonlocal dispersal systems, specifically focusing on the case where partial diffusion coefficients are…
Necessary conditions for asymptotic stability and stabilizability of subsets for dynamical and control systems are obtained. The main necessary condition is homotopical and is in turn used to obtain a homological one. A certain extension is…