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

In this paper we provide a unifying approach to the study of Banach ideals of linear and multilinear operators defined, or characterized, by the transformation of vector-valued sequences. We investigate and apply the linear and multilinear…

We suggested an algorithm for searching the recursion operators for nonlinear integrable equations. It was observed that the recursion operator $R$ can be represented as a ratio of the form $R=L_1^{-1}L_2$ where the linear differential…

Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}$ with $A\in M_d(\mathbb{R})$ are the only ones that can be…

The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…

We provide a concise proof of existence for nonlinear operator equations in separable Banach spaces. Notably, the operator is not assumed to be monotone. Instead, our main hypotheses consist of a continuity assumption and a generalized…

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

The separate tasks of denoising, least squares expectation, and manifold learning can often be posed in a common setting of finding the conditional expectations arising from a product of two random variables. This paper focuses on this more…

We prove estimates for the expected value of operator norms of Gaussian random matrices with independent and mean-zero entries, acting as operators from $\ell^m_{p^*}$ to $\ell_q^n$, $1\leq p^* \leq 2 \leq q \leq \infty$.

We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis that the operator did not change during…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

In this paper we present a systematic study of regular sequences of quasi-nonexpansive operators in Hilbert space. We are interested, in particular, in weakly, boundedly and linearly regular sequences of operators. We show that the type of…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

We study stochastic sequences $\xi(k)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering…

This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…

Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \}$ with values in $\mathbb{R}^m$ are invariant in law under operator-scaling in both the…

In the literature on singular perturbation (Lavrentiev regularization) for the stable approximate solution of operator equations with monotone operators in the Hilbert space the phenomena of conditional stability and local well-posedness…

Let $X_1, \ldots, X_n,Y$ be classes of Banach spaces-valued sequences. An $n$-linear operator $A$ between Banach spaces belongs to the ideal of $(X_1, \ldots, X_n;Y)$-summing multilinear operators if $(A(x_j^1, \ldots, x_j^n))_{j=1}^\infty$…

For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…

Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…