相关论文: Persistence of Gaussian stationary processes: a sp…
This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the H\"older continuity…
A simple condition is given that is sufficient to determine whether a measure that is absolutely continuous with respect to a Gau{\ss}ian measure on the space of distributions is reflection positive. It readily generalises conventional…
We consider two-dimensional marked point processes which are Gibbsian with a two-body-potential U. U is supposed to have an internal continuous symmetry. We show that under suitable continuity conditions the considered processes are…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…
A stochastically continuous process $\xi(t)$, $t\geq0$, is said to be time-stable if the sum of $n$ i.i.d. copies of $\xi$ equals in distribution to the time-scaled stochastic process $\xi(nt)$, $t\geq0$. The paper advances the…
Tests of the stability of nature's fundamental constants are one of the cornerstones of the ongoing search for the new physics which is required to explain the recent acceleration of the universe. The two main settings for these tests are…
We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…
In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
The social and economic importance of large bodies of programs and data that are potentially long-lived has attracted much attention in the commercial and research communities. Here we concentrate on a set of methodologies and technologies…
Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
A strong negative dependence property for measures on {0,1}^n - stability - was recently developed in [5], by considering the zero set of the probability generating function. We extend this property to the more general setting of…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
We study $\varepsilon$-stability in continuous logic. We first consider stability in a model, where we obtain a definability of types result with a better approximation than that in the literature. We also prove forking symmetry for…
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained under mild and easily verifiable conditions. Our theory…