相关论文: Sojourn functionals for spatiotemporal random fiel…

Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…

This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and…

We establish theoretical results about the low frequency contamination (i.e., long memory effects) induced by general nonstationarity for estimates such as the sample autocovariance and the periodogram, and deduce consequences for…

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Natural spatiotemporal processes can be highly non-stationary in many ways, e.g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the…

The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernels with functions of Gaussian random fields. The case of…

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

We develop a quantum field theory based on random nonHermitian actions, which upon quantization lead to stochastic nonlinear Schr\"{o}dinger dynamics for the state vector. In this framework, Lorentz and spacetime translation symmetries are…

This paper considers generalizations of the functional equations that characterize the lack-of-memory properties at univariate and bivariate levels. Specifically, we extend the univariate functional equation introduced by Kaminsky (1983)…

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Fractionally integrated time series, exhibiting long memory with slowly decaying autocorrelations, are frequently encountered in economics, finance, and related fields. Since the seminal work of Robinson (1995), a variety of semiparametric…

A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular, it is shown that…

We study Gauss quadrature for Freud weights and derive worst case error estimates for functions in a family of associated Sobolev spaces. For the Gaussian weight $e^{-\pi x^2}$ these spaces coincide with a class of modulation spaces which…

This work addresses the superdiffusive motion of a discrete time random walker on ordered discrete substrates and complex networks with the presence of long-range interactions (LRIs). In ordered regular lattices, where LRIs have a clear…

State space models (SSMs) have shown remarkable empirical performance on many long sequence modeling tasks, but a theoretical understanding of these models is still lacking. In this work, we study the learning dynamics of linear SSMs to…

The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…

We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

We consider the asymptotic normality in $L^2$ of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a weakly dependent Bernoulli shift structure for the underlying…