相关论文: Generalized stationary random fields with linear r…

We investigate the invariance principle for set-indexed partial sums of a stationary field $(X\_{k})\_{k\in\mathbb{Z}^{d}}$ of martingale-difference or independent random variables under standard-normalization or self-normalization…

We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…

We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…

We discuss some properties of conditional expectation operators, and use these facts to prove an interesting counterexample regarding sufficient statistics. In particular, we show that there exists sufficient random variables X and Y, such…

There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes $...,X_{-1},X_0,X_1,...$ whose partial sums $S_n=X_1+...+X_n$ are of the form $S_n=M_n+R_n$, where $M_n$ is a square…

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

In the article we study properties of the random integral operator in $L_2(\mathbb{R})$ whose kernel is obtained as a convolution of Gaussian density with a stationary point process.

We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…

We consider infinite-dimensional generalized Hilbert matrices of the form $H_{i,j} = \frac{d_i d_j}{x_i + x_j}$, where $d_i$ are nonnegative weights and $x_i$ are pairwise disjoint positive numbers. We state sufficient and, for…

Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for…

In this paper, our aim is to prove the existence of normalized ground state for the following Schr\"odinger systems with potentials $$\begin{cases} -\Delta u_1+V_1(x)u_1+\lambda_1 u_1=\partial_1 G(u_1,u_2)\;\quad&\hbox{in}\;\mathbb{R}^N,\\…

The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process $X_0,X_1,...X_n$ has been considered by many authors from different points of view. It has long been known through…

In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…

In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fields, self-similar fields, and generalized Langevin dynamics.…

We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…

The approximation of integral functionals with respect to a stationary Markov process by a Riemann-sum estimator is studied. Stationarity and the functional calculus of the infinitesimal generator of the process are used to get a better…

In this paper we consider a generalized conditional-type Holder- inequality and investigate some classic properties of multiplication conditional expectation type operators on Orlicz-spaces.

We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…

The classical $L^2$ estimate for the $\overline{\partial}$ operators is a basic tool in complex analysis of several variables. Naturally, it is expected to extend this estimate to infinite dimensional complex analysis, but this is a…

In applications it is common that the exact form of a conditional expectation is unknown and having flexible functional forms can lead to improvements. Series method offers that by approximating the unknown function based on $k$ basis…