相关论文: Functional quantization and metric entropy for Rie…

Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

In this paper, we examine the optimal quantization of signals for system identification. We deal with memoryless quantization for the output signals and derive the optimal quantization schemes. The objective functions are the errors of…

We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…

In this paper we will give a short presentation of the quantum Levy-Khinchin formula and of the formulation of quantum continual measurements based on stochastic differential equations, matters which we had the pleasure to work on in…

The current research of fractional Sturm-Liouville boundary value problems focuses on the qualitative theory and numerical methods, and much progress has been recently achieved in both directions. The objective of this paper is to explore a…

We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…

We investigate symmetric oscillators, and in particular their quantization, by employing semiclassical and quantum phase functions introduced in the context of Liouville-Green transformations of the Schr\"{o}dinger equation. For anharmonic…

The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained. We provide some further…

Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

We study the Cowling approximation by analytical means as applied to a system of linear differential equations arising from models of non-radial stellar pulsation. We consider various asymptotic cases, including those of high harmonic…

We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated…

This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…

We find the logarithmic $L_2$-small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of "tensor product". The main condition imposed on marginal covariances is slow growth at the origin of…

We consider the asymptotic normality in $L^2$ of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a weakly dependent Bernoulli shift structure for the underlying…

We study semiclassical correlation functions in Liouville field theory on a two-sphere when all operators have large conformal dimensions. In the usual approach, such computation involves solving the classical Liouville equation, which is…

We investigate the high resolution coding problem for general real-valued L\'evy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.

In functional data analysis (FDA), covariance function is fundamental not only as a critical quantity for understanding elementary aspects of functional data but also as an indispensable ingredient for many advanced FDA methods. This paper…

We develop a general technique for solving the Riemann-Hilbert problem in presence of a number of heavy charges and a small one thus providing the exact Green functions of Liouville theory for various non trivial backgrounds. The non…