相关论文: On stationarity properties of generalized Hermite-…
We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
In this paper, we prove asymptotic expansions of generalized partial theta functions with a nonprincipal Dirichlet character and relate these expansions to certain $L$-series.
Non-Hermitian singularities are ubiquitous in non-conservative open systems. These singularities are often points of measure zero in the eigenspectrum of the system which make them difficult to access without careful engineering. Despite…
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and,…
In this paper, we study the properties of two-dimensional lattices in the presence of non-Hermitian disorder. In the context of coupled mode theory, we consider random gain-loss distributions on every waveguide channel (on site disorder).…
Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process $U_n(t)=\sum_{i=1}^{[nt]}\sum_{j=[nt]+1}^n h(X_i,X_j)$, $0\leq t\leq 1$, when the underlying data are long-range dependent.…
In this paper, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly…
In this paper, we develop nonparametric inference on spatial regression models as an extension of Lu and Tj\ostheim(2014), which develops nonparametric inference on density functions of stationary spatial processes under domain expanding…
Hawkes processes are a class of simple point processes whose intensity depends on the past history, and is in general non-Markovian. Limit theorems for Hawkes processes in various asymptotic regimes have been studied in the literature. In…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
The aim of this work is to characterize the asymptotic behaviour of the first eigenfunction of the generalised p-Laplace operator with mixed (Dirichlet and Neumann) boundary conditions in cylindrical domains when the length of the…
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered method-of-moments approach to simultaneously estimate singularity…
The non-Hermitian formalism is used at present in many papers for the description of open quantum systems. A special language developed in this field of physics which makes it difficult for many physicists to follow and to understand the…
. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…
We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We develop a theory of random non-Hermitian action that, after quantization, describes the stochastic nonlinear dynamics of quantum states in Hilbert space. Focusing on fermionic fields, we propose both canonical quantization and path…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…