相关论文: Stochastic fixed point equation and local dependen…

Supervised learning by extreme learning machines resp. neural networks with random weights is studied under a non-stationary spatial-temporal sampling design which especially addresses settings where an autonomous object moving in a…

In this article, we consider flexible seasonal time series models which consist of a common trend function over periods and additive individual trend (seasonal effect) functions. The consistency and asymptotic normality of the local linear…

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

We study the upper tail behaviors of the local times of the additive stable processes. Let $X_1(t),...,X_p(t)$ be independent, d-dimensional symmetric stable processes with stable index $0<\alpha\le 2$ and consider the additive stable…

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

Quadratic-bilinear (QB) systems arise in many areas of science and engineering. In this paper, we present a scalable approach for designing locally stabilizing state-feedback control laws and certifying the local stability of QB systems.…

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Because of the mass gap, lattice QCD simulations exhibit stochastic locality: distant regions of the lattice fluctuate independently. There is a long history of exploiting this to increase statistics by obtaining multiple…

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…

This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume predictive region, conditional maximum score estimator for a…

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…

We propose a new stability analysis of the Vectorial Lattice-Boltzmann Method (VLBM). The VLBM is a variant of the LBM with extended stability features: it allows to handle compressible flows with shock waves, while the LBM is limited to…

We have studied the finite $N$-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Jpn. {\bf 75} (2006) 033001]. Effects of…

In this paper we study continuous time adaptive extremum localization of an arbitrary quadratic function $F(\cdot)$ based on Hessian estimation, using measured the signal intensity by a sensory agent. The function $F(\cdot)$ represents a…

In this paper we introduce a new measure of conditional dependence between two random vectors ${\boldsymbol X}$ and ${\boldsymbol Y}$ given another random vector $\boldsymbol Z$ using the ball divergence. Our measure characterizes…

We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…