相关论文: Zeroes and Extrema of Functions via Random Measure…
Let $f:\mathbb{R} \to \mathbb{R}$ be a stationary centered Gaussian process. For any $R>0$, let $\nu_R$ denote the counting measure of $\{x \in \mathbb{R} \mid f(Rx)=0\}$. In this paper, we study the large $R$ asymptotic distribution of…
We introduce a new method that uses AAA approximation to reliably compute all the zeros of a holomorphic function in a specified search region in the complex plane. Specifically, the method is based on rational approximation of the…
We give the cumulative distribution function of $M_n$, the maximum of a sequence of $n$ observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…
Rouch\'e's Theorem is among the most useful results in complex analysis for counting zeros of analytic functions. Rouch\'e's Theorem also admits a harmonic analogue for counting zeros of complex harmonic functions. Previously, this analogue…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
Theory and algorithms are developed for detecting changes in the distribution of statistically periodic random processes. The statistical periodicity is modeled using independent and periodically identically distributed processes, a new…
For linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, we study functional convergence of the joint partial sum and partial maxima processes. We derive a…
We develop a theory of insertion and deletion tolerance for point processes. A process is insertion-tolerant if adding a suitably chosen random point results in a point process that is absolutely continuous in law with respect to the…
This contribution is devoted to cover some technical aspects related to the use of the recently proposed energy probability distribution zeros in the study of phase transitions. This method is based on the partial knowledge of the partition…
This paper discusses the design of an extremum seeking controller that relies on a monitoring function for a class of SISO uncertain nonlinear systems characterized by arbitrary and uncertain relative degree. Our demonstration illustrates…
Emerging data-driven scientific workflows are seeking to leverage distributed data sources to understand end-to-end phenomena, drive experimentation, and facilitate important decision-making. Despite the exponential growth of available…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
We describe some "unrestricted" algorithms which are useful for the computation of elementary and special functions when the precision required is not known in advance. Several general classes of algorithms are identified and illustrated by…
In this paper we study the distribution of the non-trivial zeros of the Riemann zeta-function $\zeta(s)$ (and other L-functions) using Montgomery's pair correlation approach. We use semidefinite programming to improve upon numerous…
We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…
In this paper we consider the distribution of the zeros of a real random Bargmann-Fock function of one or more variables. For these random functions we prove estimates for two types of families of events, both of which are large deviations…
A class theorem is presented and proved: the complex Fourier transforms of a certain class of exponential functions have all their zeros on the real line. A class of basis functions is first considered, and the class is then extended via…
The missing data problem has been broadly studied in the last few decades and has various applications in different areas such as statistics or bioinformatics. Even though many methods have been developed to tackle this challenge, most of…