相关论文: Polynomial Cointegration among Stationary Processe…

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…

A polynomial triangle is an array whose inputs are the coefficients in integral powers of a polynomial. Although polynomial coefficients have appeared in several works, there is no systematic treatise on this topic. In this paper we plan to…

We start with an i.i.d. sequence and consider the product of two polynomial-forms moving averages based on that sequence. The coefficients of the polynomial forms are asymptotically slowly decaying homogeneous functions so that these…

We propose two estimators of a monotone spectral density, that are based on the periodogram. These are the isotonic regression of the periodogram and the isotonic regression of the log-periodogram. We derive pointwise limit distribution…

Expanding upon previous work, using the path-integral formalism we derive expressions for the one-particle reduced density matrix and the two-point correlation function for a quadratic system of bosons that interact through a general class…

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Coherent configurations are a generalization of association schemes. In this paper, we introduce the concept of $Q$-polynomial coherent configurations and study the relationship among intersection numbers, Krein numbers, and eigenmatrices.…

Polynomial dynamical systems are widely used to model and study real phenomena. In biochemistry, they are the preferred choice for modelling the concentration of chemical species in reaction networks with mass-action kinetics. These systems…

We investigate a type of Hermite orthogonal polynomials on $r$ lines in the plane which have a common point at the origin and endpoints at the $r$ roots of unity and we show that their related Hermite functions are eigenfunctions of a…

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

The effective formulas reducing the two-dimensional Hermite polynomials to the classical (one-dimensional) orthogonal polynomials are given. New one-parameter generating functions for these polynomials are derived. Asymptotical formulas for…

Point processes in time have a wide range of applications that include the claims arrival process in insurance or the analysis of queues in operations research. Due to advances in technology, such samples of point processes are increasingly…

In a previous paper, we presented conjectures of the recurrence relations with constant coefficients for the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present a proof for the…

The bispectral anti-isomorphism is applied to differential operators involving elements of the stabilizer ring to produce explicit formulas for all difference operators having any of the Hermite exceptional orthogonal polynomials as…

We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squares estimator to the true regression function are…

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

We prove a parametric generalization of the classical Poincare-Perron theorem on stabilizing recurrence relations where we assume that the varying coefficients of a recurrence depend on auxiliary parameters and converge uniformly in these…

We generalize a method for proving uniform in bandwidth consistency results for kernel type estimators developed by the two last named authors. Such results are shown to be useful in establishing consistency of local polynomial estimators…