Belomestny D., Mai H., Schoenmakers J. Journal of Mathematical Analysis and Applications. 2017. No. 455.
P. 89-104.
In this work we derive an inversion formula for the Laplace transform of a density observed on a curve in the complex domain, which generalizes the well known Post– Widder formula. We establish convergence of our inversion method and derive the corresponding convergence rates for the case of a Laplace transform of a smooth density. As an application we consider the problem of statistical inference for variance-mean mixture models. We construct a nonparametric estimator for the mixing density based on the generalized Post–Widder formula, derive bounds for its root mean square error and give a brief numerical example.
Added: Sep 22, 2017
Olshanski G. arxiv.org. math. Cornell University, 2013. No. 1310.6155.
These are notes for a mini-course of 3 lectures given at the St. Petersburg
School in Probability and Statistical Physics (June 2012). My aim was to
explain, on the example of a particular model, how ideas from the
representation theory of big groups can be applied in probabilistic problems.
The material is based on the joint paper arXiv:1009.2029 by Alexei
Borodin and myself; a broader range of topics is surveyed in the lecture notes
by Alexei Borodin and Vadim Gorin arXiv:1212.3351.
Added: Nov 16, 2013
Olshanski G. In bk.: Probability and Statistical Physics in St. Petersburg. Vol. 91: Proceedings of Symposia in Pure Mathematics. American Mathematical Society, 2016.
P. 373-394.
We discuss the construction of certain infinite-dimensional continuous
time Markov processes, based on the use of intertwined Markov semigroups.
Added: Feb 21, 2017
Molchanov S., Bogachev L., Derfel G. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 2015. Vol. 471.
P. 1-19.
Added: Jun 22, 2016
We consider a stochastic model of clock synchronization in a wireless network of N sensors interacting with one dedicated accurate time server. For large N we find an estimate of the final time sychronization error for global and relative synchronization. The main results concern the behavior of the network on different timescales tN→∞ , N→∞ . We discuss the existence of phase transitions and find the exact timescales for which an effective clock synchronization of the system takes place.
Added: Feb 4, 2015
Pospelov I. G.,
Radionov S. math. arxive. Cornell University, 2015. No. 1509.06945.
We study the asymmetric one-dimensional telegraph process in the bounded domain. Lower boundary is absorbing and upper boundary is reflecting with delay. Point stays in the upper boundary until switch of regime occurs. We obtain the distribution of this process in terms of Laplace trasforms
Added: Oct 22, 2015
A.Manita. In bk.: Analytical and computational methods in probability theory and its applications (ACMPT-2017). Proceedings of the International Scientific Conference. M.: RUDN, 2017.
P. 644-648.
We consider Markov models of multicomponent systems with synchronizing interaction. Under natural regularity assumptions about the message routing graph, they have nice longtime behavior. We are interested in limit probability laws related to the steady state viewed from the center-of-mass coordinate system.
Added: Nov 14, 2017
Molchanov S., Bogachev L., Derfel G. In bk.: Dynamical Systems, Differential Equations and Applications. AIMS, 2016.
P. 132-141.
Added: Jun 22, 2016
Goncharuk N. B., Kudryashov Y. arxiv.org. math. Cornell University, 2015. No. 1504.03313.
In this article we prove in a new way that a generic polynomial vector field in ℂ² possesses countably many homologically independent limit cycles. The new proof needs no estimates on integrals, provides thinner exceptional set for quadratic vector fields, and provides limit cycles that stay in a bounded domain.
Added: Apr 15, 2015
Boiti M., Pempinelli F.,
Pogrebkov A. Journal of Mathematical Physics. 2011. Vol. 52. No. 083506.
P. 1-21.
Properties of Jost and dual Jost solutions of the heat equation, F (x,k)
and Y(x,k), in the case of a pure solitonic potential are studied in
detail.We describe their analytical properties on the spectral parameter k
and their asymptotic behavior on the x-plane and we show that the values
of e(−qx)F (x, k) and the residues of exp(qx )Y(x,k) at special discrete
values of k are bounded functions of x in a polygonal region of the
q-plane. Correspondingly, we deduce that the extended version L(q) of the
heat operator with a pure solitonic potential has left and right
annihilators for q belonging to these polygonal regions.
Added: Feb 16, 2013
Chania: SMTDA, 2012.
Full papers (articles) of 2nd Stochastic Modeling Techniques and Data Analysis (SMTDA-2012) International Conference are represented in the proceedings. This conference took place from 5 June by 8 June 2012 in Chania, Crete, Greece.
Added: Jan 29, 2013
Oxford: Oxford University Press, 2011.
Added: Feb 26, 2013
Timorin V., Blokh A., Oversteegen L. et al. arxiv.org. math. Cornell University, 2013. No. 1305.5788.
According to a recent paper \cite{bopt13}, polynomials from the closure $\ol{\phd}_3$ of the {\em Principal Hyperbolic Domain} ${\rm PHD}_3$ of the cubic connectedness locus have a few specific properties. The family $\cu$ of all polynomials with these properties is called the \emph{Main Cubioid}. In this paper we describe the set $\cu^c$ of laminations which can be associated to polynomials from $\cu$.
Added: Oct 6, 2013
Bufetov A. I., Mkrtchyan S., Scherbina M. et al. arxiv.org. math. Cornell University, 2013. No. 1301.0342.
Added: Feb 21, 2013
Т. Дискретная оптимизация. Иркутск: ИДСТУ СО РАН, 2011.
Added: Mar 4, 2013
Пальвелев Р., Сергеев А. Г. Труды Математического института им. В.А. Стеклова РАН. 2012. Т. 277. С. 199-214.
Added: Feb 23, 2013
Сергеев А. Г. Труды Математического института им. В.А. Стеклова РАН. 2012. Т. 279. С. 193-205.
Added: Feb 23, 2013
Грачев Н. Н., Лазарев Д. В. Современная наука: актуальные проблемы теории и практики. Серия: Естественные и технические науки. 2012. № 3. С. 31-39.
Added: Nov 10, 2012
Парусникова А. В.,
Брюно А. Д. Институт прикладной математики им. М.В. Келдыша Российской академии наук, 2010. № 39.
Added: Apr 18, 2012
Iss. 20. NY: Springer, 2012.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
Added: Dec 19, 2012
Макаров А.,
Митрова Т. А.,
Кулагин В. А. ТЭК. Стратегии развития. 2011. № 1.
С. 71-77.
Added: Sep 18, 2012
Edited by: А. Михайлов Вып. 14. М.: Социологический факультет МГУ, 2012.
Added: Mar 14, 2013
Ершов Э. Б. Прикладная эконометрика. 2008. № 4.
С. 71-83.
A form for an unbiased estimate of the coefficient of determination of a linear regression model is obtained. It is calculated by using a sample from a multivariate normal distribution. This estimate is proposed as an alternative criterion for a choice of regression factors.
Added: Oct 14, 2012
Roman Budylin. arxiv.org. math. Cornell University, 2014
We study some extension of a discrete Heisenberg group coming from the theory of loop-groups and find invariants of conjugacy classes in this group. In some cases including the case of the integer Heisenberg group we make these invariants more explicit.
Added: Nov 14, 2014