相关论文: Stability of the Ghurye-Olkin Characterization of …
The stability of Bernstein's characterization of Gaussian distributions is extended to vectors by utilizing characteristic functions. Stability is used to develop a soft doubling argument that establishes the optimality of Gaussian vectors…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
Let G be a connected reductive group defined over a non-archimedean local field of characteristic 0. We assume G is quasi-split, adjoint and absolutly simple. Let g be the Lie algebra of G. We consider the space of the invariant…
Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…
This paper develops a statistical framework for goodness-of-fit testing of volatility functions in McKean-Vlasov stochastic differential equations, which describe large systems of interacting particles with distribution-dependent dynamics.…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
Kinetic schemes for compressible flow of gases are constructed by exploiting the connection between Boltzmann equation and the Navier-Stokes equations. This connection allows us to construct a flux splitting for the Navier-Stokes equations…
Let $X_1,\dots, X_n,\dots$ be i.i.d.\ $d$-dimensional random vectors with common distribution $F$. Then $S_n = X_1+\dots+X_n$ has distribution $F^n$ (degree is understood in the sense of convolution). Let $$ \rho_{\mathcal{C}_d}(F,G) =…
We study Bloch-Ogus theory and the Gersten conjecture for homology theories with duality satisfying certain properties, in particular for \'etale cohomology with finite coefficients coprime to the residue characteristic of the base, for…
Fix K a p-adic field and denote by G_K its absolute Galois group. Let K_infty be the extension of K obtained by adding (p^n)-th roots of a fixed uniformizer, and G_\infty its absolute Galois group. In this article, we define a class of…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
In this paper we investigate the stability properties of the so-called gBBKS and GeCo methods, which belong to the class of nonstandard schemes and preserve the positivity as well as all linear invariants of the underlying system of…
We demonstrate the parallel between the properties of Gaussian vectors and the Euclidean geometry. In particular we study the Markov property and give various equivalent Euclidean and probabilistic characterizations. We also give a simple…
We prove that the most common filtering procedure for nodal discontinuous Galerkin (DG) methods is stable. The proof exploits that the DG approximation is constructed from polynomial basis functions and that integrals are approximated with…
We study the question of when a (\{0,1\})-valued threshold process associated to a mean zero Gaussian or a symmetric stable vector corresponds to a {\it divide and color (DC) process}. This means that the process corresponding to fixing a…
We revisit Kolchin's results on definability of differential Galois groups of strongly normal extensions, in the case where the field of constants is not necessarily algebraically closed. In certain classes of differential topological…
We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…
The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…
In this work we consider a discontinuous Galerkin method for the discretization of the Stokes problem. We use $H(\textrm{div})$-conforming finite elements as they provide major benefits such as exact mass conservation and…