相关论文: Moment conditions for random coefficient AR($\inft…

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

This work presents an approach to express the second moment of the completion time with a preempt-repeat model job processed on a machine subject to stochastic breakdowns by some distribution characters of the uptime, downtime and…

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

We prove near-optimal upper bounds for the odd moments of the distribution of coprime residues in short intervals, confirming a conjecture of Montgomery and Vaughan. As an application we prove near-optimal upper bounds for the average of…

We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robust integral form and pointwise second order necessary…

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…

This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…

We use inverted finite elements method for approximating solutions of second order elliptic equations with non-constant coefficients varying to infinity in the exterior of a 2D bounded obstacle, when a Neumann boundary condition is…

Second-order optimality conditions are essential for nonsmooth optimization, where both the objective and constraint functions are Lipschitz continuous and second-order directionally differentiable. This paper provides no-gap second-order…

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

In this paper we consider the finite element approximation of Maxwell's problem and analyse the prescription of essential boundary conditions in a weak sense using Nitsche's method. To avoid indefiniteness of the problem, the original…

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

The two-dimensional moment problem consists of finding a positive Borel measure $\mu$ in $\mathbb{R}^2$ such that $\int_{\mathbb{R}^2} t_1^m t_2^n d\mu = s_{m,n}$, $m,n=0,1,2,...$, where $s_{m,n}$ are prescribed real constants (moments). We…

This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…

Inseparability criteria for continuous and discrete bipartite quantum states based on moments of annihilation and creation operators are studied by developing the idea of Shchukin-Vogel criterion [Phys. Rev. Lett. {\bf 95}, 230502 (2005)].…

This paper presents a theoretical discussion on Ruttan's optimality conditions for rational minimax approximations in discrete and continuum settings, integrating analytical foundations with computational practice. We develop extended…

This paper characterizes the well-posedness of Karush-Kuhn-Tucker system for perturbed composite optimization. Using the parabolic regularity, we introduce a novel second-order variational function, shown to be the pivotal object governing…

We obtain, using the Birman-Schwinger method, a series of necessary conditions for the existence of at least one bound state applicable to arbitrary central potentials in the context of nonrelativistic quantum mechanics. These conditions…

The regular finite initial value problem at infinity is used to obtain regularity conditions on the freely specifiable parts of initial data for the vacuum Einstein equations with non-vanishing second fundamental form. These conditions…

We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et…