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Concept

Moment problem

Related publications (5)

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k >= 1

Robert Dalang, Fei Pu

We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix gamma z of Z := (u(s, y), u(t , x) - u(s, y)), where u is the solution to a system of d non-linear stochastic heat equations in spatial dimension k >= ...

UNIV WASHINGTON, DEPT MATHEMATICS2020

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...

AMER PHYSICAL SOC2019

The hamburger theorem

Jan Kyncl

We generalize the ham sandwich theorem to d +1 measures on R-d as follows. Let mu(1), mu(2),..., mu(d+1) be absolutely continuous finite Borel measures on R-d. Let omega(i) = mu(i) (R-d) for i is an element of [d + 1], omega = min{omega(i) : i is an elemen ...

Elsevier Science Bv2018

Stochastic partial differential equations driven by Lévy white noises : generalized random processes, random field solutions and regularity

Thomas Marie Jean-Baptiste Humeau

We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered r ...

EPFL2017

A Euclidean Likelihood Estimator for Bivariate Tail Dependence

The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...

Taylor & Francis Inc2013