Related papers: Asymptotic spectral theory for nonlinear time seri…

We introduce the notion of perturbations of quantum stochastic models using the series product, and establish the asymptotic convergence of sequences of quantum stochastic models under the assumption that they are related via a right series…

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…

In this article we study the asymptotic behavior, of the solution of a nonlinear elliptic, anisotropic singular perturbations problem in cylindrical domain, the limit problem is given and strong convergences are proved, we also give an…

A method of expansion of solutions of singularly perturbed nonlinear systems in power series of small parameters is applied to the popular Lorenz model in synergetics.Simple asymptotic expressions for the solution to the model in…

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…

In this work we study integral equations defined on the whole real line. Using a suitable Banach space, we look for solutions which satisfy some certain kind of asymptotic behavior. We will consider spectral theory in order to find fixed…

This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…

In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…

In this paper, we introduce a targeted exploration strategy for the non-asymptotic, finite-time case. The proposed strategy is applicable to uncertain linear time-invariant systems subject to sub-Gaussian disturbances. As the main result,…

In this lectures various methods which give a possibility to extend an area of applicability of perturbation series and hence to omit their local character are analysed. While applying asymptotic methods as a rule the following situation…

In this paper, the asymptotics of the spectral data (eigenvalues and weight numbers) are obtained for the higher-order differential operators with distribution coefficients and separated boundary conditions. Additionally, we consider the…

A recently proposed model for steady-state spectra of polar-polarizable chromophores is extended to describe time-resolved spectra. The model, based on a two-state picture for the solute and on a continuum overdamped description for the…

This is a review paper outlining recent progress in the spectral analysis of first order systems. We work on a closed manifold and study an elliptic self-adjoint first order system of linear partial differential equations. The aim is to…

Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…