相关论文: Extremal Reversible Measures for the Exclusion Pro…

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

A natural criticism of the optimal protocol of the irreversible work found for weakly driven processes is its experimental difficulty in being implementable due to its singular part. In this work, I explore the possibility of taking its…

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.

Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…

We propose partial measurements as a conceptual tool to understand how to operate with counterfactual claims in quantum physics. Indeed, unlike standard von Neumann measurements, partial measurements can be reversed probabilistically. We…

We discuss importance sampling of exit problems that involve unbounded stopping times; examples are mean first passage times, transition rates or committor probabilities in molecular dynamics. The naive application of variance minimization…

We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure…

Given a non-trivial Borel measure $\mu$ on the unit circle $\mathbb T$, the corresponding reproducing (or Christoffel-Darboux) kernels with one of the variables fixed at $z=1$ constitute a family of so-called para-orthogonal polynomials,…

The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are…

We consider the convex sets of QO's (quantum operations) and POVM's (positive operator valued measures) which are covariant under a general finite-dimensional unitary representation of a group. We derive necessary and sufficient conditions…

The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic…

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

We consider the question of computing invariant measures from an abstract point of view. We work in a general framework (computable metric spaces, computable measures and functions) where this problem can be posed precisely. We consider…

Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…

We consider multivariate approximation problems in the average case setting with a zero mean Gaussian measure whose covariance kernel is a periodic Gevrey kernel. We investigate various notions of algebraic tractability and exponential…

We show that any unitary transformation performed on the quantum state of a closed quantum system, describes an inner, reversible, generalized quantum measurement. We also show that under some specific conditions it is possible to perform a…

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…