相关论文: Testing for the extent of instability in nearly un…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…
The wide deployment of renewable generation and the gradual decrease in the overall system inertia make modern power grids more vulnerable to transient instabilities and unacceptable frequency fluctuations. Time-domain simulation-based…
In this article, we first establish the joint central limit theorem (CLT) for the extreme eigenvalues of the sample correlation matrix of high-dimensional random walks with cross-sectional dependence. We further investigate the asymptotic…
The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…
This paper considers highly persistent time series that are subject to nonlinearities in the form of censoring or an occasionally binding constraint, such as are regularly encountered in macroeconomics. A tractable candidate model for such…
For dispersive Hamiltonian partial differential equations of order 2N+1, N integer, there are two criteria to analyse to examine the stability of small-amplitude, periodic travelling wave solutions to high-frequency perturbations. The first…
We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…
A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…
We present a linear stability analysis to demonstrate that a flat coherent phase boundary formed by the (de)intercalation of solutes into a compound is unstable against perturbations with wavelengths larger than a critical wavelength. This…
Using the short-wavelength instability method, we investigate the linear instability of an exact solution describing upward-propagating mountain waves, derived in A. Constantin, \emph{J. Phys. A: Math. Theor.} (2023), under the assumption…
This paper studies robustness of MIMO control systems with parametric uncertainties, and establishes a lower dimensional robust stability criterion. For control systems with interval transfer matrices, we identify the minimal testing set…
We report a comprehensive theoretical analysis of the instability achievable by using phase modulation spectroscopy to lock a terahertz local oscillator to an absorptive reference consisting of the rotational transition of molecules at room…
In this paper, we prove the nonlinear stability under localized perturbations of spectrally stable time-periodic source defects of reaction-diffusion systems. Consisting of a core that emits periodic wave trains to each side, source defects…
This paper studies inference in predictive quantile regressions when the predictive regressor has a near-unit root. We derive asymptotic distributions for the quantile regression estimator and its heteroskedasticity and autocorrelation…
Algorithmic stability is a central notion in learning theory that quantifies the sensitivity of an algorithm to small changes in the training data. If a learning algorithm satisfies certain stability properties, this leads to many important…
This paper derives several novel tests to improve on the t-test for testing AR(1) coefficients of panel time series, i.e., of multiple time series, when each has a small number of observations. These tests can determine the acceptance or…
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…
Stationary stellar systems with radially elongated orbits are subject to radial orbit instability -- an important phenomenon that structures galaxies. Antonov (1973) presented a formal proof of the instability for spherical systems in the…
To improve our understanding of orbital instabilities in compact planetary systems, we compare suites of $N$-body simulations against numerical integrations of simplified dynamical models. We show that, surprisingly, dynamical models that…