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

The aim of this article is to establish the $L^p(\mathbb{R}^2)$-boundedness of the variational operator associated with averaging operators defined over finite type curves in the plane. Additionally, we present the necessary conditions for…

We derive conditions for $L_2$ differentiability of generalized linear models with error distributions not necessarily belonging to exponential families, covering both cases of stochastic and deterministic regressors. These conditions…

Let W be an integrable positive Hermitian q x q -matrix valued function on the dual group of a discrete abelian group G such that W^{-1} is integrable. Generalizing results of T. Nakazi and of A. G. Miamee and M. Pourahmadi for q=1 we…

Consider additive functionals of a Markov chain $W_k$, with stationary (marginal) distribution and transition function denoted by $\pi$ and $Q$, say $S_n=g(W_1)+...+g(W_n)$, where $g$ is square integrable and has mean 0 with respect to…

We use linear algebraic methods to obtain general results about linear operators on a space of polynomials that we apply to the operators associated with a polynomial sequence by the monomiality property. We show that all such operators are…

The operator \[ A_{\varepsilon}= D_{1} g_{1}(x_{1}/\varepsilon, x_{2}) D_{1} + D_{2} g_{2}(x_{1}/\varepsilon, x_{2}) D_{2} \] is considered in $L_{2}({\mathbb{R}}^{2})$, where $g_{j}(x_{1},x_{2})$, $j=1,2,$ are periodic in $x_{1}$ with…

Starting from a result of Stewart, Tijdeman and Ruzsa on iterated difference sequences, we introduce the notion of iterated compositions of linear operations. We prove a general result on the stability of such compositions (with bounded…

This paper develops a framework for the estimation of the functional mean and the functional principal components when the functions form a random field. More specifically, the data we study consist of curves $X(\mathbf{s}_k;t),t\in[0,T]$,…

The article contains an overview over locally stationary processes. At the beginning time varying autoregressive processes are discussed in detail - both as as a deep example and an important class of locally stationary processes. In the…

The problem of mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence from observations of the sequence with a noise and missing observations is…

In operator algebra theory, a conditional expectation is usually assumed to be a projection map onto a sub-algebra. In the paper, a further type of conditional expectation and an extension of the Lueders - von Neumann measurement to…

In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general…

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…

In this article, we consider a stationary array $(X_{j,n})_{1 \leq j \leq n, n \geq 1}$ of random variables with values in $\bR \verb2\2 \{0\}$ (which satisfy some asymptotic dependence conditions), and the corresponding sequence…

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

This paper studies the local structure of continuous random fields on $\mathbb R^d$ taking values in a complete separable linear metric space ${\mathbb V}$. Extending seminal work of Falconer, we show that the generalized $(1+k)$-th order…

We extend the concept of average expansivity for operators on Banach spaces to operators on arbitrary locally convex spaces. We obtain complete characterizations of the average expansive weighted shifts on Fr\'echet sequence spaces.…

We investigate linear operators $A:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}[x_1,\dots,x_n]$. We give explicit operators $A$ such that, for fixed $d\in\mathbb{N}_0$ and closed $K\subseteq\mathbb{R}^n$, $e^A\mathrm{Pos}(K)_{\leq…

We study general semilinear scalar-field equations on the real line with variable coefficients in the linear terms. These coefficients are uniformly small, but slowly decaying, perturbations of a constant-coefficient operator. We are…