相关论文: Asymptotic equivalence of discretely observed diff…

The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a…

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…

The aim of this paper is to study and classify the multiplicity of distinguished limits and asymptotic solutions for the advection equation with a general oscillating velocity field with the systematic use of the two-timing method. Our…

Consider a diffusion process X, solution of a time-homogeneous stochastic differential equation. We assume that the diffusion process X is observed at discrete times, at high frequency, which means that the time step tends toward zero. In…

We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

Given an equidistributed set in the whole Euclidean space, we have established in [1] that there exists a constant positive $C$ such that the observability inequality of diffusion equations holds for all $T\in]0,1[$, with an observability…

The diffuse-interface model (DIM) is a widely used tool for modeling fluid phenomena involving interfaces -- such as, for example, sessile drops (liquid drops on a solid substrate, surrounded by saturated vapor) and liquid ridges…

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…

Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…

We study the differentiability properties of the topological equivalence between a uniformly asymptotically stable linear nonautonomous system and a perturbed system with suitable nonlinearities. For this purpose, we construct a uniformly…

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

We consider the large deviations associated with the empirical mean of independent and identically distributed random variables under a subexponential moment condition. We show that non-trivial deviations are observable at a subexponential…

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…

In this paper, we study the relationship between a diffusive model and a non-diffusive model which are both derived from the well-known Keller-Segel model, as a coefficient of diffusion $\varepsilon$ goes to zero. First, we establish the…

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

We derive uniform and non-uniform asymptotics of the Charlier polynomials by using difference equation methods alone. The Charlier polynomials are special in that they do not fit into the framework of the turning point theory, despite the…