相关论文: Tail Measures and Regular Variation

A classical question about a metric space is whether Borel measures on the space are determined by their values on balls. We show that for any given measure this property is stable under Gromov-Wasserstein convergence of metric measure…

We compare stellar photometric variability, as measured from Kepler light curves by Basri et al. (2011), with measurements of radial velocity (RV) root-mean-square (RMS) variations of all California Planet Search overlap stars. We newly…

Although the \emph{residual method}, or \emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov…

This paper introduces a novel approach to financial risk assessment by incorporating topological data analysis (TDA), specifically cohomology groups, into the evaluation of equities portfolios. The study aims to go beyond traditional risk…

By a theorem of Volkov (2001) we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite "trapping" subgraph at all large times. The question of whether this tail behavior…

We introduce and investigate the notions of expansiveness, topological stability and persistence for Borel measures with respect to time varying bi-measurable maps on metric spaces. We prove that expansive persistent measures are…

Consider $n$ real/complex, independent/dependent random variables with respective tail bounds and $g$ a measurable function of the r.v.'s. Consider $f$ the "sharpest" tail bound of $g$ (sharpest in the sense that if $f$ were any less, then…

Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…

We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of short-range or long-range dependence, respectively, depending…

Estimating the disturbance or clutter covariance is a centrally important problem in radar space time adaptive processing (STAP). The disturbance covariance matrix should be inferred from training sample observations in practice. Large…

Radial velocity is one of key measurements in understanding the fundamental properties of stars, stellar clusters and the Galaxy. A plate of stars in the Kepler field were observed in May of 2018 with the medium-resolution spectrographs of…

We prove in ZF a recursive-theoretic characterization of the Topological Vaught Conjecture by revisiting the fact that orbits in Polish $G$-spaces are Borel sets.

A topological space is defined to be banalytic (resp. analytic) if it is the image of a Polish space under a Borel (resp. continuous) map. A regular topological space is analytic if and only if it is banalytic and cosmic. Each (regular)…

For all $1\leq m\leq n-1$, we investigate the interaction of locally finite measures in $\mathbb{R}^n$ with the family of $m$-dimensional Lipschitz graphs. For instance, we characterize Radon measures $\mu$, which are carried by Lipschitz…

Tail averaging consists in averaging the last examples in a stream. Common techniques either have a memory requirement which grows with the number of samples to average, are not available at every timestep or do not accomodate growing…

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

A single measurement of linear polarization of a nonthermal source provides direct information about the mean direction and level of ordering of the magnetic field. Monitoring of the polarization in blazars, combined with millimeter-wave…

In this article, by using composite asymmetric least squares (CALS) and empirical likelihood, we propose a two-step procedure to estimate the conditional value at risk (VaR) and conditional expected shortfall (ES) for the GARCH series.…

The regularity theory for variational inequalities over polyhedral sets developed in a series of papers by Robinson, Ralph and Dontchev-Rockafellar in the 90s has long become classics of variational analysis. But in the available proofs of…

Scale-invariant actions in arbitrary dimensions are investigated in curved space to clarify the relation between scale-, Weyl- and conformal invariance on the classical level. The global Weyl-group is gauged. Then the class of actions is…