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pro vyhledávání: '"Kerchev, George"'
Autor:
Daw, Lara, Kerchev, George
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macroscopic), packing and intermediate dimensions, and the logarithmic and
Externí odkaz:
http://arxiv.org/abs/2103.04714
Let $Z:=\{Z_t,t\geq0\}$ be a stationary Gaussian process. We study two estimators of $\mathbb{E}[Z_0^2]$, namely $\widehat{f}_T(Z):= \frac{1}{T} \int_{0}^{T} Z_{t}^{2}dt$, and $\widetilde{f}_n(Z) :=\frac{1}{n} \sum_{i =1}^{n} Z_{t_{i}}^{2}$, where $
Externí odkaz:
http://arxiv.org/abs/2102.04810
Let $Z = (Z_t)_{t \geq 0}$ be the Rosenblatt process with Hurst index $H \in (1/2, 1)$. We prove joint continuity for the local time of $Z$, and establish H\"older conditions for the local time. These results are then used to study the irregularity o
Externí odkaz:
http://arxiv.org/abs/2005.04032
Autor:
Houdré, Christian, Kerchev, George
The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent random variables this method is here extended to functions of the realiz
Externí odkaz:
http://arxiv.org/abs/1912.12480
Autor:
Daw, Lara, Kerchev, George
Publikováno v:
In Stochastic Processes and their Applications July 2023 161:544-571
On the rate of convergence for the length of the longest common subsequences in hidden Markov models
Autor:
Houdré, Christian, Kerchev, George
Let $(X, Y) = (X_n, Y_n)_{n \geq 1}$ be the output process generated by a hidden chain $Z = (Z_n)_{n \geq 1}$, where $Z$ is a finite state, aperiodic, time homogeneous, and irreducible Markov chain. Let $LC_n$ be the length of the longest common subs
Externí odkaz:
http://arxiv.org/abs/1712.09881
Publikováno v:
In Stochastic Processes and their Applications January 2021 131:498-522
Autor:
Kerchev, George
This paper concerns the associative lower central series ideals $M_i$ of the free algebra $A_n$ on $n$ generators. Namely, we study the successive quotients $N_i=M_i/M_{i+1}$, which admit an action of the Lie algebra $W_n$ of vector fields on $\Bbb C
Externí odkaz:
http://arxiv.org/abs/1101.5741
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