相关论文: Asymptotic approaches in inverse problems for depo…

If a partition $\lambda$ of size n is chosen randomly according to the Plancherel measure $P_n[\lambda] = (\dim \lambda)^2/n!$, then as n goes to infinity, the rescaled shape of $\lambda$ is with high probability very close to a non-random…

Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…

In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers \cite{Hay-Yos03, Hay-Yos04}, we derive second-order asymptotic…

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

In this paper, we consider the nonlinear ill-posed inverse problem with noisy data in the statistical learning setting. The Tikhonov regularization scheme in Hilbert scales is considered to reconstruct the estimator from the random noisy…

We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…

The decoherence phenomenon arising from an environmental monitoring of the state of a quantum system, as opposed to monitoring of a preferred observable, is worked out in detail using two equivalent formulations, namely, repeated…

We perform the asymptotic analysis of parabolic equations with stiff transport terms. This kind of problem occurs, for example, in collisional gyrokinetic theory for tokamak plasmas, where the velocity diffusion of the collision mechanism…

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

This article examines large time behaviour of finite state mean-field interacting particle systems. Our first main result is a sharp estimate (in the exponential scale) on the time required for convergence of the empirical measure process…

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Let $G=\mathop{A\ast B}\limits_C$ be an amalgamated product of finite rank free groups $A$, $B$ and $C$. We introduce atomic measures and corresponding asymptotic densities on a set of normal forms of elements in $G$. We also define two…

We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…

In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…

A broad class of inverse problems deals with determining certain parameters, from measurement data, in models which are associated to certain partial differential equations. In this work we focus on the heat equation on a finite interval…

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

Functional autoregressive (FAR) models provide a fundamental framework for analyzing temporally dependent functional data. However, the infinite-dimensional nature of the underlying Hilbert space introduces intrinsic ill-posedness, as the…