相关论文: Fractional Moment Estimates for Random Unitary Ope…

We derive a simple formula characterizing the distribution of the size of the connected component of a fixed vertex in the Erd\H{o}s-R\'enyi random graph which allows us to give elementary proofs of some results of Federico, van der…

The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…

The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…

We demonstrate that by considering disordered single-particle Hamiltonians (or their random matrix versions) on ultrametric spaces one can generate an interesting class of models exhibiting Anderson metal-insulator transition. We use the…

We exhibit limit-periodic Schr\"odinger operators that are uniformly localized in the strongest sense possible. That is, for these operators there are uniform exponential decay rates such that every element of the hull has a complete set of…

In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…

Spherical Whittle--Mat\'ern Gaussian random fields are considered as solutions to fractional elliptic stochastic partial differential equations on the sphere. Approximation is done with surface finite elements. While the non-fractional part…

We propose and analyze new numerical methods to evaluate fractional norms and apply fractional powers of elliptic operators. By means of a reduced basis method, we project to a small dimensional subspace where explicit diagonalization via…

Large crossed data sets, described by generalized linear mixed models, have become increasingly common and provide challenges for statistical analysis. At very large sizes it becomes desirable to have the computational costs of estimation,…

We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation…

We consider the $d$-dimensional fractional Anderson model $(-\Delta)^\alpha+ V_\omega$ on $\ell^2(\mathbb Z^d)$ where $0<\alpha\leq 1$. Here $-\Delta$ is the negative discrete Laplacian and $V_\omega$ is the random Anderson potential…

We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space. A high-frequency regime is considered where the mesh of…

The small-angle scattering curves of deterministic mass fractals are studied and analyzed in the momentum space. In the fractal region, the curve I(q)q^D is found to be log-periodic with a good accuracy, and the period is equal to the…

We consider the Schr\"odinger operator on the real line with a $N\ts N$ matrix valued periodic potential, N>1. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the Lyapunov…

Motivated by problems arising in random sampling of trigonometric polynomials, we derive exponential inequalities for the operator norm of the difference between the sample second moment matrix $n^{-1}U^*U$ and its expectation where $U$ is…

This paper proposes consistent and asymptotically Gaussian estimators for the drift, the diffusion coefficient and the Hurst exponent of the discretely observed fractional Ornstein-Uhlenbeck process. For the estimation of the drift, the…

We prove dispersive bounds for fractional Schr\"odinger operators on $\mathbb R^n$ of the form $H=(-\Delta)^{\alpha}+V$ with $V$ a real-valued, decaying potential and $\alpha \notin\mathbb N$. We derive pointwise bounds on the resolvent…

We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck process with periodic mean function and long range dependence. For this estimator we prove consistency and asymptotic normality. In contrast…

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…