相关论文: On integrability of quadratic harnesses

We consider the linear complementarity problem with uncertain data modeled by intervals, representing the range of possible values. Many properties of the linear complementarity problem (such as solvability, uniqueness, convexity, finite…

In this paper, relying on methods from proof mining, we provide a quantitative analysis of a theorem due to Xu, stating that an iteration strongly converges to the solution of a well known quadratic optimization problem. Rates of…

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

This paper studies system theoretic properties of the class of difference inclusions of convex processes. We will develop a framework considering eigenvalues and eigenvectors, weakly and strongly invariant cones, and a decomposition of…

We deal with the problem of the mean square optimal estimation of linear transformations of the unobserved values of a continuous time stochastic process with periodically correlated increments. Estimates are based on observations of the…

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in…

The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and…

For a class of quasi-variational inequalities (QVIs) of obstacle-type the stability of its solution set and associated optimal control problems are considered. These optimal control problems are non-standard in the sense that they involve…

We derive a set of genuine multi-mode entanglement criteria for second moments of the quadrature operators. The criteria have a common form of the uncertainty relation between sums of variances of position and momentum quadrature…

Every orthonomic system of partial differential equations is known to possess a finite number of integrability conditions sufficient to ensure the validity of all. Herewith we offer an efficient algorithm to construct a sufficient set of…

This paper proposes a framework to assess the stability of an ordinary differential equation which is coupled to a 1D-partial differential equation (PDE). The stability theorem is based on a new result on Integral Quadratic Constraints…

The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some…

This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…

Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…

We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…

Organizations continuously accumulate data, often according to some business processes. If one poses a query over such data for decision support, it is important to know whether the query is stable, that is, whether the answers will stay…

In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index.…

We explain several separability criteria which rely on uncertainty relations. For the derivation of these criteria uncertainty relations in terms of variances or entropies can be used. We investigate the strength of the separability…

In this paper we are concerned with the stability of equilibrium solutions of periodic Hamiltonian systems with one degree of freedom in the case of degeneracy, which means that the characteristic exponents of the linearized system have…