相关论文: Asymptotic Probability Density Function of Nonline…

The asymptotic law for the expected nodal volume of random non-Gaussian monochromatic band-limited functions is determined in vast generality. Our methods combine microlocal analytic techniques and modern probability theory. A particularly…

This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…

Nonlinear effects in emission and absorption spectra of gaseous systems are considered. It is shown that level splitting can be detected spectroscopically even if it is below the Doppler width. Conditions for distinguishing interference…

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Estimating the coefficients of a noisy polynomial phase signal is important in fields including radar, biology and radio communications. One approach attempts to perform polynomial regression on the phase of the signal. This is complicated…

The goal of this paper is to propose a new approach to asymptotic analysis of the finite predictor for stationary sequences. It produces the exact asymptotics of the relative prediction error and the partial correlation coefficients. The…

We calculate the phonon density of states (DOS) for strongly amorphous materials with a short-ranged interatomic potential. Exponentially decaying and abruptly truncated interatomic potentials are examined. Thermally excited mean square…

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a parametric model that are based on auxiliary non-parametric maximum likelihood density estimators are shown to be asymptotically normal. If the…

The cosmological fluid equations are used to study the nonlinear mode coupling of density fluctuations. We find that for realistic cosmological spectra there is a significant contribution to the nonlinear evolution on scales of interest to…

Nonlinear hopping absorption of ultrasound and electromagnetic waves in amorphous and doped semiconductors is considered. It is shown that even at low amplitudes of the electric (or acoustic) field the nonlinear corrections to the…

Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstochastic. In practice, however, in order to improve finite…

We identify and discuss nonlinear phase noise arising in Kerr self-phase modulation of a coherent light pulse propagating through an attenuating medium with third-order nonlinearity in a dispersion-free setting. This phenomenon,…

We build a mean-field model of plasticity of amorphous solids, based on the dynamics of an ensemble shear transformation zones, interacting via intrinsic dynamical noise generated by the zone flips themselves. We compare the quasi-static,…

This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

The onset of collective behavior in a population of globally coupled oscillators with randomly distributed frequencies is studied for phase dynamical models with arbitrary coupling. The population is described by a Fokker-Planck equation…

Nonlinear radio waves modulate the plasma, scatter on the modulations, and develop an intermittent power spectrum -- perhaps. Rudiments of theory, numerical simulations, and qualitative modeling of nonlinear scattering are presented.…

In this report, we lay the foundation for amplitude noise and phase noise analysis in nonlinear devices. We build a theoretical framework that helps us to analyze extremely difficult problems which include both nonlinearity and noise of…