相关论文: Two-term trace estimates for relativistic stable p…

This is a continuation of our previous work arXiv:1601.05617 on trace and inverse trace of Steklov eigenvalues. More new inequalities for the trace and inverse trace of Steklov eigenvalues are obtained.

The problem of estimating the probability of a random process reaching a certain level is well known. In this article, two-sided estimates are established for the probability that a regenerative process reaches a high level. Two auxiliary…

We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested…

In this paper, we investigate the parameter estimation problem for reflected OU processes. Both the estimates based on continuously observed processes and discretely observed processes are considered. The explicit formulas for the…

We study stable trace ideals in one dimensional local Cohen-Macaulay rings and give numerous applications.

We consider the relativistic Landau equation in the spatially inhomogeneous, far-from-equilibrium regime. We establish regularity estimates of all orders, implying that solutions remain smooth for as long as some zeroth-order conditional…

Randomized trace estimation is a popular and well studied technique that approximates the trace of a large-scale matrix $B$ by computing the average of $x^T Bx$ for many samples of a random vector $X$. Often, $B$ is symmetric positive…

In this paper, we simulate sample paths of a class of symmetric $\alpha$-stable processes using their series expression. We will develop a result in the approximation of shot-noise series. And finally, we will get a convergence rate for the…

$\alpha$-stable distributions are utilised as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate $\alpha$-stable models admit closed…

In this work we determine the second-order coefficient in a parabolic equation from the knowledge of a single final data. Under assumptions on the concentration of eigenvalues of the associated elliptic operator, and the initial state, we…

We prove sharp stability estimates for the Truncated Laplace Transform and Truncated Fourier Transform. The argument combines an approach recently introduced by Alaifari, Pierce and the second author for the truncated Hilbert transform with…

We study the stability of quantum motion of classically regular systems in presence of small perturbations. Onthe base of a uniform semiclassical theory we derive the fidelity decay which displays a quite complexbehaviour, from Gaussian to…

For a field K, rational function phi in K(z) of degree at least two, and alpha in P^1(K), we study the polynomials in K[z] whose roots are given by the solutions to phi^n(z) = alpha, where phi^n denotes the nth iterate of phi. When the…

We derive bilateral asymptotic as well as non-asymptotic estimates for the multivariate Laplace integrals. Possible applications: Tauberian theorems for random vectors.

We formulate and prove a new criterion for stability of e-processes. It says that any e-process which is averagely bounded and concentrating is asymptotically stable. In the second part, we show how this general result applies to some shell…

Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…

In this paper, we give a new method for proving the Lesche stability of several functionals(Incomplete entropy, Tsallis entropy, \kappa - entropy, Quantum-Group entropy). We prove also that the Incomplete q - expectation value and Renyi…

Generalizing both Substable FSMs and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-sssi symmetric stable processes) from old ones. We extend these processes to isotropic stable fields…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

A trigonometrically approximated maximum likelihood estimation for $\alpha$-stable laws is proposed. The estimator solves the approximated likelihood equation, which is obtained by projecting a true score function on the space spanned by…