相关论文: Polynomial Cointegration among Stationary Processe…
This paper deals with the asymptotic behavior of random oscillatory integrals in the presence of long-range dependence. As a byproduct, we solve the corrector problem in random homogenization of one-dimensional elliptic equations with…
In this paper we consider the problem of measuring stationarity in locally stationary long-memory processes. We introduce an $L_2$-distance between the spectral density of the locally stationary process and its best approximation under the…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…
The relationship between a stable multivariable polynomial $p(z)$ and the Fourier coefficients of its spectral density function $1/|p(z)|^2$, is further investigated. In this paper we focus on the radial asymptotics of the Fourier…
In this article, we aim to further clarify certain subtle aspects of processes that exhibit long memory in the second-order sense. We construct a long-memory stochastic sequence, in the sense that the series of absolute autocovariances…
Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
For a sequence of polynomials $\{p_k(t)\}$ in one real or complex variable, where $p_k$ has degree $k$, for $k\ge 0$, we find explicit expressions and recurrence relations for infinite matrices whose entries are the coefficients $d(n,m,k)$,…
The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…
Long Range Dependence (LRD) in functional sequences is characterized in the spectral domain under suitable conditions. Particularly, multifractionally integrated functional autoregressive moving averages processes can be introduced in this…
We propose a novel estimation procedure for certain spectral distributions associated with a class of high dimensional linear time series. The processes under consideration are of the form $X_t = \sum_{\ell=0}^\infty \mathbf{A}_\ell…
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…
We study a class of optical circuits with vacuum input states consisting of Gaussian sources without coherent displacements such as down-converters and squeezers, together with detectors and passive interferometry (beam-splitters,…
Prony's method, in its various concrete algorithmic realizations, is concerned with the reconstruction of a sparse exponential sum from integer samples. In several variables, the reconstruction is based on finding the variety for a zero…
Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical…
We study Wronskians of Hermite polynomials labelled by partitions and use the combinatorial concepts of cores and quotients to derive explicit expressions for their coefficients. These coefficients can be expressed in terms of the…