Search Results - "Applications of operator theory in probability theory and statistics"

Data assimilation in operator algebras

Authors: David Freeman Dimitrios Giannakis Brian Mintz et al.

Source: Proc Natl Acad Sci U S A

Subject Terms: Quantum Physics, FOS: Physical sciences, Mathematics - Statistics Theory, Statistics Theory (math.ST), Dynamical Systems (math.DS), Applications of functional analysis in probability theory and statistics, Nonlinear Sciences - Chaotic Dynamics, 01 natural sciences, Statistical aspects of big data and data science, 13. Climate action, Physics - Data Analysis, Statistics and Probability, Physical Sciences, FOS: Mathematics, Applications of operator theory in probability theory and statistics, Mathematics - Dynamical Systems, Chaotic Dynamics (nlin.CD), Quantum Physics (quant-ph), Data Analysis, Statistics and Probability (physics.data-an), 0105 earth and related environmental sciences

File Description: application/xml

Access URL: https://pubmed.ncbi.nlm.nih.gov/36800390
http://arxiv.org/abs/2206.13659

Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems

Authors: Fitzgerald, Will Tribe, Roger Zaboronski, Oleg

Source: Fitzgerald, W, Tribe, R & Zaboronski, O 2022, 'Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems', Annals of Probability. https://doi.org/10.48550/arXiv.2107.14504, https://doi.org/10.1214/22-AOP1586

Subject Terms: Probability (math.PR), Fredholm Pfaffian, FOS: Physical sciences, Mathematical Physics (math-ph), Coalescent processes, 01 natural sciences, annihilating coalescing Brownian motions, Pfaffian point process, real Ginibre random matrix ensemble, 0103 physical sciences, FOS: Mathematics, Interacting particle systems in time-dependent statistical mechanics, Applications of operator theory in probability theory and statistics, Point processes (e.g., Poisson, Cox, Hawkes processes), 0101 mathematics, QA, random polynomials, 60G55, 82C22, 60J90, 47N30, Kac polynomials, Mathematics - Probability, Mathematical Physics

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Access URL: http://arxiv.org/abs/2107.14504
https://zbmath.org/7608255
https://doi.org/10.1214/22-aop1586
http://wrap.warwick.ac.uk/165718/1/WRAP-Asymptotic-expansions-class-Fredholm-Pfaffians-particle-systems-2022.pdf
https://research.manchester.ac.uk/en/publications/00c09f7b-92af-4576-b50c-336605949747
https://doi.org/10.48550/arXiv.2107.14504
https://research.manchester.ac.uk/en/publications/00c09f7b-92af-4576-b50c-336605949747
https://pure.manchester.ac.uk/ws/files/234025030/AOP1586.pdf
https://doi.org/10.48550/arXiv.2107.14504

Application of a delta-method for random operators to testing equality of two covariance operators

Authors: G. Gaines Frits H. Ruymgaart K. Kaphle

Source: Mathematical Methods of Statistics. 20:232-245

Subject Terms: testing the equality of two covariance operators, Data analysis (statistics), Probability theory on linear topological spaces, Asymptotic properties of nonparametric inference, generalized central limit theorem, Random operators and equations (aspects of stochastic analysis), Applications of operator theory in probability theory and statistics, 0101 mathematics, Hypothesis testing in multivariate analysis, asymptotics for functions of operators, Nonparametric hypothesis testing, 01 natural sciences, functional data

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Access URL: https://link.springer.com/article/10.3103%2FS1066530711030057

Inverse problems with non-compact operators

Authors: L. Cavalier

Source: Journal of Statistical Planning and Inference. 136:390-400

Subject Terms: Inverse problems, Exact minimax constant, Oracle inequalities, Asymptotic properties of nonparametric inference, Applications of operator theory in probability theory and statistics, 0101 mathematics, Nonparametric estimation, 01 natural sciences

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Access URL: https://www.sciencedirect.com/science/article/pii/S0378375804003039

Generalized Shannon inequalities based on Tsallis relative operator entropy

Authors: Shigeru Furuichi Ken Kuriyama Kenjiro Yanagi

Source: Linear Algebra and its Applications. 394:109-118

Subject Terms: Operator inequality, Numerical Analysis, Measures of information, entropy, Algebra and Number Theory, Tsallis' relative operator entropy, FOS: Physical sciences, Mathematical Physics (math-ph), operator inequality, 01 natural sciences, Functional Analysis (math.FA), Mathematics - Functional Analysis, Shannon inequality, 47A63, 60E15, 26D15, FOS: Mathematics, Inequalities, stochastic orderings, Inequalities for sums, series and integrals, Discrete Mathematics and Combinatorics, Applications of operator theory in probability theory and statistics, Linear operator inequalities, Geometry and Topology, 0101 mathematics, Tsallis relative operator entropy, Mathematical Physics

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Access URL: http://arxiv.org/abs/math/0406137
https://zbmath.org/2137775
https://doi.org/10.1016/j.laa.2004.06.025
https://ui.adsabs.harvard.edu/abs/2004math......6137Y/abstract
http://petit.lib.yamaguchi-u.ac.jp/G0000006y2j2/file/302/20100507171111/2007010012.pdf
https://www.sciencedirect.com/science/article/abs/pii/S0024379504003039
https://jglobal.jst.go.jp/en/detail?JGLOBAL_ID=201102213853854496
https://www.sciencedirect.com/science/article/pii/S0024379504003039
http://ci.nii.ac.jp/naid/120000865791

A New Approach to the Stochastic Recovery Problem: A new approach to the stochastic recovery problem

Authors: B. S. Darkhovskii

Source: Theory of Probability & Its Applications. 49:51-64

Subject Terms: recovery problem, Minimax procedures in statistical decision theory, Applications of operator theory in probability theory and statistics, Nonparametric regression and quantile regression, 0102 computer and information sciences, 0101 mathematics, Nonparametric estimation, Applications of functional analysis in probability theory and statistics, 01 natural sciences, a posteriori distribution, nonparametric minimax estimation

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Access URL: https://zbmath.org/2220503
https://doi.org/10.1137/s0040585x97980853
https://epubs.siam.org/doi/abs/10.1137/S0040585X97980853
https://dialnet.unirioja.es/servlet/articulo?codigo=1162953

On Markovian Perturbations of the Group of Unitary Operators Associated with a Stochastic Process with Stationary Increments: On Markovian perturbations of the group of unitary operators associated with a stochastic process with stationary increments

Authors: G. G. Amosov

Source: Theory of Probability & Its Applications. 49:123-132

Subject Terms: stochastic process with stationary increments, cocycle perturbation, Applications of operator theory in probability theory and statistics, 0101 mathematics, Processes with independent increments, Lévy processes, group of unitary operators, 01 natural sciences, Markov semigroups and applications to diffusion processes

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Access URL: https://dialnet.unirioja.es/servlet/articulo?codigo=1162958
https://epubs.siam.org/doi/abs/10.1137/S0040585X97980907

The broken sample problem

Authors: Bai, Z. Hsing, T. STATISTICS & APPLIED PROBABILITY

Contributors: Bai, Z. Hsing, T. STATISTICS & APPLIED PROBABILITY

Source: Probability Theory and Related Fields. 131:528-552

Subject Terms: Consistent estimation, Empirical process, 02 engineering and technology, Kulback-Leibler information, 01 natural sciences, Limit theorems in probability theory, Inference from stochastic processes, 0202 electrical engineering, electronic engineering, information engineering, Order statistics, empirical distribution functions, Applications of operator theory in probability theory and statistics, Hilbert-Schmidt operators, 0101 mathematics, Gaussian process, Asymptotic properties of parametric estimators, Kullback-Leibler information

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Access URL: https://zbmath.org/2162369
https://doi.org/10.1007/s00440-004-0384-5
https://link.springer.com/article/10.1007/s00440-004-0384-5
https://www.worldscientific.com/doi/abs/10.1142/9789812793096_0020

Discrete-time stochastic processes on Riesz spaces: Discrete-time stochastic processes on Riesz spaces.

Authors: Wen-Chi Kuo Bruce A. Watson Coenraad C.A. Labuschagne

Source: Indagationes Mathematicae. 15:435-451

Subject Terms: Conditional expectation, Stopping times, optimal stopping problems, gambling theory, Mathematics(all), Generalizations of martingales, conditional expectation, martingales, stopping times, Riesz space, Stopping time, Applications of operator theory in probability theory and statistics, Martingales with discrete parameter, Positive linear operators and order-bounded operators, 0101 mathematics, positive operators, 01 natural sciences

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Access URL: https://documat.unirioja.es/servlet/articulo?codigo=1017358
https://www.sciencedirect.com/science/article/pii/S0019357704800107
https://www.sciencedirect.com/science/article/abs/pii/S0019357704800107
https://dialnet.unirioja.es/servlet/articulo?codigo=1017358

The Constants in the Asymptotic Formulas by Rambour and Seghier for Inverses of Toeplitz Matrices: The constants in the asymptotic formulas by Rambour and Seghier for inverses of Toeplitz matrices

Authors: Albrecht Böttcher

Source: Integral Equations and Operator Theory. 50:43-55

Subject Terms: Applications of operator theory to differential and integral equations, Green's functions for ordinary differential equations, Toeplitz operators, Hankel operators, Wiener-Hopf operators, Applications of operator theory in probability theory and statistics, Theory of matrix inversion and generalized inverses, Toeplitz matrix, inverse matrix, Green's function, 0101 mathematics, singular symbol, 01 natural sciences

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Access URL: https://zbmath.org/2113885
https://doi.org/10.1007/s00020-003-1297-x
https://link.springer.com/article/10.1007%2Fs00020-003-1297-x

Formulas for the Inverses of Toeplitz Matrices with Polynomially Singular Symbols: Formulas for the inverses of Toeplitz matrices with polynomially singular symbols

Authors: Philippe Rambour Abdellatif Seghier

Source: Integral Equations and Operator Theory. 50:83-114

Subject Terms: 0301 basic medicine, 03 medical and health sciences, Applications of operator theory to differential and integral equations, Green's functions for ordinary differential equations, Toeplitz operators, Hankel operators, Wiener-Hopf operators, Applications of operator theory in probability theory and statistics, Theory of matrix inversion and generalized inverses, Toeplitz matrix, inverse matrix, Green's function, 0101 mathematics, singular symbol, 01 natural sciences

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Access URL: https://link.springer.com/article/10.1007/s00020-003-1298-9
https://link.springer.com/content/pdf/10.1007/s00020-003-1298-9.pdf

Interpretations of some parameter dependent generalizations of classical matrix ensembles

Authors: FORRESTER, PETER JOHN RAINS, ERIC

Source: Probability Theory and Related Fields. 131:1-61

Subject Terms: Symmetric functions and generalizations, Combinatorial probability, Random matrices (algebraic aspects), Measures of association (correlation, canonical correlation, etc.), Jacobi (tridiagonal) operators (matrices) and generalizations, FOS: Physical sciences, Interacting random processes, statistical mechanics type models, percolation theory, Macdonald polynomial, Mathematical Physics (math-ph), Probability Theory, 01 natural sciences, Mathematical Sciences, Robinson-Schensted-Knuth correspondence, Combinatorial aspects of representation theory, probability measures, 0103 physical sciences, probability density functions, Applications of operator theory in probability theory and statistics, 0101 mathematics, Mathematical Physics, Mathematics not elsewhere classified

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Access URL: http://arxiv.org/pdf/math-ph/0211042
http://arxiv.org/abs/math-ph/0211042
https://link.springer.com/article/10.1007%2Fs00440-004-0375-6/metrics
https://minerva-access.unimelb.edu.au/handle/11343/26129
https://ui.adsabs.harvard.edu/abs/2002math.ph..11042F/abstract
http://authors.library.caltech.edu/82017/

A NOTE ON THE ESSENTIAL SELF-ADJOINTNESS OF ORNSTEIN–UHLENBECK OPERATORS PERTURBED BY A DISSIPATIVE DRIFT AND A POTENTIAL: A note on the essential self-adjointness of Ornstein--Uhlenbeck operators perturbed by a dissipative drift and a potential.

Authors: Gama Pinto CMAF-Universidade de Lisboa Hongwei Long

Source: Infinite Dimensional Analysis, Quantum Probability and Related Topics. :249-259

Subject Terms: Dirichlet forms, General theory of partial differential operators, perturbed Ornstein-Uhlenbeck operator, Applications of operator theory in probability theory and statistics, approximation criterion, 0101 mathematics, Diffusion processes, essential self-adjointness, 01 natural sciences

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Access URL: https://zbmath.org/2204135
https://doi.org/10.1142/s0219025704001621
http://math.fau.edu/long/IDAQP1.pdf

Block Thresholding and Sharp Adaptive Estimation in Severely Ill-Posed Inverse Problems: Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems

Authors: Tsybakov, A.B. Cavalier, L. Golubev, Y. et al.

Contributors: Tsybakov, A.B. Cavalier, L. Golubev, Y. et al.

Source: Theory of Probability & Its Applications. 48:426-446

Subject Terms: [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], white Gaussian noise, Inference from stochastic processes, adaptive estimation, Point estimation, Applications of operator theory in probability theory and statistics, 0101 mathematics, Applications of statistics, Nonparametric estimation, 01 natural sciences, running block thresholding, linear operator equation

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Access URL: https://hal.science/hal-00103048v1
https://zbmath.org/2123313
https://doi.org/10.1137/s0040585x97980555
https://dialnet.unirioja.es/servlet/articulo?codigo=1015248
https://epubs.siam.org/doi/10.1137/S0040585X97980555
https://hal.archives-ouvertes.fr/hal-00103048

Consistency of the LSE in Linear regression with stationary noise: Consistency of the LSE in linear regression with stationary noise

Authors: Guy Cohen Arkady Tempelman Michael Lin

Source: Colloquium Mathematicum. 100:29-71

Subject Terms: Dynamical systems and their relations with probability theory and stochastic processes, Linear regression, mixed models, Applications of operator theory in probability theory and statistics, Measure-preserving transformations

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Access URL: http://www.ee.bgu.ac.il/~guycohen/cohen@al.pdf
https://zbmath.org/2106971
https://doi.org/10.4064/cm100-1-5
http://yadda.icm.edu.pl/yadda/element/bwmeta1.element.bwnjournal-article-doi-10_4064-cm100-1-5
https://www.impan.pl/pl/wydawnictwa/czasopisma-i-serie-wydawnicze/colloquium-mathematicum/all/100/1/87337/consistency-of-the-lse-in-linear-regression-with-stationary-noise
https://eudml.org/doc/284040
https://pennstate.pure.elsevier.com/en/publications/consistency-of-the-lse-in-linear-regression-with-stationary-noise

On Closability of Directional Gradients: On closability of directional gradients

Authors: J. M. A. M. van Neerven Fausto Gozzi Beniamin Goldys

Source: Potential Analysis. 18:289-310

Subject Terms: Groups and semigroups of linear operators, gradient operator, Gaussian measure, Stochastic partial differential equations (aspects of stochastic analysis), Stochastic calculus of variations and the Malliavin calculus, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Applications of operator theory in probability theory and statistics, Ornstein-Uhlenbeck process, 0101 mathematics, closability, 01 natural sciences

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Access URL: https://zbmath.org/1901242
https://doi.org/10.1023/a:1021832202659
https://link.springer.com/article/10.1023/A%3A1021832202659
https://iris.luiss.it/handle/11385/3701

on closability of directional gradients: On closability of directional gradients

Authors: J. M. A. M. van Neerven Fausto Gozzi Beniamin Goldys

Source: Potential Analysis. 18(4):289-310

Subject Terms: Groups and semigroups of linear operators, gradient operator, Gaussian measure, Stochastic partial differential equations (aspects of stochastic analysis), Stochastic calculus of variations and the Malliavin calculus, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Applications of operator theory in probability theory and statistics, Ornstein-Uhlenbeck process, closability

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Access URL: https://zbmath.org/1901242
https://doi.org/10.1023/a:1021832202659
https://link.springer.com/article/10.1023/A%3A1021832202659
https://iris.luiss.it/handle/11385/3701

The Jacobi Field of a Lévy Process: The Jacobi field of a Lévy process

Authors: Eugene Lytvynov Dmytro A. Mierzejewski Yuri M. Berezansky

Source: Ukrainian Mathematical Journal. 55:853-858

Subject Terms: commutative Jacobi field, generalized stochastic process, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Probability theory on linear topological spaces, Applications of operator theory in probability theory and statistics, Generalized stochastic processes, extended Fock space

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Access URL: http://arxiv.org/pdf/math/0212204.pdf
https://zbmath.org/2059430
https://doi.org/10.1023/b:ukma.0000010261.64329.4c
https://ui.adsabs.harvard.edu/abs/2002math.....12204B/abstract
https://link.springer.com/content/pdf/10.1023/B:UKMA.0000010261.64329.4c.pdf
https://link.springer.com/article/10.1023/B%3AUKMA.0000010261.64329.4c

ANALYTIC CHARACTERIZATION OF GENERALIZED FOCK SPACE OPERATORS AS TWO-VARIABLE ENTIRE FUNCTIONS WITH GROWTH CONDITION: Analytic characterization of generalized Fock space operators as two-variable entire functions with growth condition

Authors: Un Cig Ji Nobuaki Obata Habib Ouerdiane

Source: Infinite Dimensional Analysis, Quantum Probability and Related Topics. :395-407

Subject Terms: quantum white noise, operator symbol, normal-ordered white noise differential equation, Spaces of differentiable or holomorphic functions on infinite-dimensional spaces, infinite-dimensional holomorphy, Applications of operator theory in probability theory and statistics, 0101 mathematics, White noise theory, 01 natural sciences, Fock space

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Access URL: https://tohoku.pure.elsevier.com/en/publications/analytic-characterization-of-generalized-fock-space-operators-as-
https://www.worldscientific.com/doi/abs/10.1142/S0219025702000912

Resolvent set of the M/MB/1 operator: Resolvent set of the \(M/M^B/1\) operator

Authors: Geni Gupur

Source: Computers & Mathematics with Applications. 44:67-82

Subject Terms: Computational Mathematics, \(M/M^B/1\) queueing model, Computational Theory and Mathematics, Modelling and Simulation, 0103 physical sciences, 0211 other engineering and technologies, Applications of operator theory in probability theory and statistics, 02 engineering and technology, Queues and service in operations research, Integro-differential operators, 01 natural sciences

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Access URL: https://www.sciencedirect.com/science/article/pii/S089812210200130X