相关论文: Two-dimensional Kac-Rice formula. Application to s…
We consider the problem of estimating an unknown function f* and its partial derivatives from a noisy data set of n observations, where we make no assumptions about f* except that it is smooth in the sense that it has square integrable…
Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…
We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…
We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…
Let $\mathbb C$ be the complex plane, $E$ be a measurable subset in a segment $[0, R]$ of the positive semiaxis $\mathbb R^+$, $u\not\equiv -\infty$ be a subharmonic function on $\mathbb C$. The main result of this article is an upper…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
In this paper, we derive an interior Schauder estimate for the divergence form elliptic equation \begin{equation*} D_i(a(x)D_iu)=D_if_i \end{equation*} in $\mathbb{R}^2$, where $a(x)$ and $f_i(x)$ are piecewise H\"older continuous in a…
Let $ f^{\star} $ be a function on $ \mathbb{R}^d $ with an assumption of a spectral norm $ v_{f^{\star}} $. For various noise settings, we show that $ \mathbb{E}\|\hat{f} - f^{\star} \|^2 \leq \left(v^4_{f^{\star}}\frac{\log…
Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural…
Consider an open set $\mathbb{D}\subseteq\mathbb{R}^n$, equipped with a probability measure $\mu$. An important characteristic of a smooth function $f:\mathbb{D}\rightarrow\mathbb{R}$ is its \emph{second-moment matrix} $\Sigma_{\mu}:=\int…
We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…
We use the Kac-Rice formula to compute the Mehta integral describing the normalization constant arising in the statistics of the Gaussian Orthogonal Ensemble.
Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…
Shot-Noise processes constitute a useful tool in various areas, in particular in finance. They allow to model abrupt changes in a more flexible way than processes with jumps and hence are an ideal tool for modelling stock prices, credit…
A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak…
In this paper, we study the existence and uniqueness of three dimensional steady Euler flows in rectangular nozzles when prescribing normal component of momentum at both the entrance and exit. If, in addition, the normal component of the…
We establish an expression of the \EC~of a $r$-regular planar set in function of some variographic quantities. The usual $\mathcal{C} ^{2}$ framework is relaxed to a $\mathcal{C} ^{1,1}$ regularity assumption, generalising existing local…
We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…
Index expectation curvature K(x) = E[i_f(x)] on a compact Riemannian 2d-manifold M is the expectation of Poincare-Hopf indices i_f(x) and so satisfies the Gauss-Bonnet relation that the interval of K over M is Euler characteristic X(M).…
For a strictly convex set $K\subset \mathbb{R}^2$ of class $C^2$ we consider its associated sub-Finsler $K$-perimeter $|\partial E|_K$ in $\mathbb{H}^1$ and the prescribed mean curvature functional $|\partial E|_K-\int_E f$ associated to a…