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We shall now consider the structured condition numbers when the underlying scalar product is a bilinear form in section 3.1, and when the scalar product is a sesquilinear form
Moreover (for the autoregressive case), an exponential rate of convergence in probability of the empirical covariance is obtained. For such prediction errors, the only LDP the author
Absolutely continuous stochastic process, mass transportation problem, Salisbury’s problem, Markov control, zero-noise
We prove that for symmetric Markov processes of diffusion type admitting a “carré du champ”, the Poincaré inequality is equivalent to the exponential convergence of the
A functional large deviations principle for quadratic forms of Gaussian stationary processes. Large deviations for Poisson random measures and processes with
This result implies almost sure convergence of empirical periodograms, almost sure convergence of spectral distribution of circulant and reverse circulant matrices, and almost
The following theorem completes a recent accumulation of results concerning extended version of Itˆ o’s formula for one dimensional L´evy processes.. As it has been done in [6],
In fact, our aim is, on the one hand, to present new Miura transformations between the ABS equations and Volterra-type difference equations and on the other hand, to show that the
