相关论文: The stochasticity parameter of quadratic residues

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Unitarity is the fundamental property of the S-matrix while its usage for a scattering of unstable particles has been subtle as unstable particles do not appear in the asymptotic states. Defining unstable-particle amplitudes as residues of…

We explicitly quantify the empirically observed phenomenon that estimation under a stochastic block model (SBM) is hard if the model contains classes that are similar. More precisely, we consider estimation of certain functionals of random…

We consider the statistics of the scattering coefficient S of a chaotic microwave cavity coupled to a single port. We remove the non-universal effects of the coupling from the experimental S data using the radiation impedance obtained…

We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…

We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…

An \emph{indexing} of a finite set $S$ is a bijection $D : \{1,...,|S|\} \rightarrow S$. We present an indexing for the set of quadratic residues modulo $N$ that is decodable in polynomial time on the size of $N$, given the factorization of…

Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…

We develop a GMM approach for estimation of log-normal stochastic volatility models driven by a fractional Brownian motion with unrestricted Hurst exponent. We show that a parameter estimator based on the integrated variance is consistent…

In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…

Most asymptotic results for robust estimates rely on regularity conditions that are difficult to verify in practice. Moreover, these results apply to fixed distribution functions. In the robustness context the distribution of the data…

In this paper we analyze several strategies for the estimation of the roughness parameter of the $\mathcal G_I^0$ distribution. It has been shown that this distribution is able to characterize a large number of targets in monopolarized SAR…

The paper introduces a new numerical characteristic of one dimensional stochastic systems. This quantity is a measure of minimal periodicity, can be detected in the process deep differential structure. The claim is that this new measure of…

We quantify the parameter stability of a spherical Gaussian Mixture Model (sGMM) under small perturbations in distribution space. Namely, we derive the first explicit bound to show that for a mixture of spherical Gaussian $P$ (sGMM) in a…

We study a least square-type estimator for an unknown parameter in the drift coefficient of a stochastic differential equation with additive fractional noise of Hurst parameter H>1/2. The estimator is based on discrete time observations of…

We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…