Results 91 to 100 of about 3,827,469 (279)

Radial variation in some function spaces

open access: yesJournal of Function Spaces and Applications, 2009
In a previous paper [8] we considered properties of the radial variation of analytic functions in a class of Besov spaces Ap,qs, s≻0. Here we wish to extend these results to certain related spaces.
David Walsh
doaj   +1 more source

Operator-Lipschitz functions in Schatten–von Neumann classes

open access: yesActa Mathematica, 2011
This paper resolves a number of conjectures in the perturbation theory of linear operators. Namely, we prove that every Lipschitz function is operator Lipschitz in the Schatten-von Neumann ideals $S^ $, $1 < < \infty$. The negative result for $S^ $, $ = 1, \infty$ was earlier established by Yu. Farforovskaya in 1972.
Potapov, Denis, Sukochev, Fedor
openaire   +3 more sources

Gradual Changes in Functional Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

Comparison of fastness of the convergence among Krasnoselskij, Mann, and Ishikawa iterations in arbitrary real Banach spaces

open access: yesFixed Point Theory and Applications, 2007
Let E be an arbitrary real Banach space and K a nonempty, closed, convex (not necessarily bounded) subset of E. If T is a member of the class of Lipschitz, strongly pseudocontractive maps with Lipschitz constant L≥1, then it is shown that to each ...
K. N. V. V. Vara Prasad, G. V. R. Babu
doaj   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth   +2 more
wiley   +1 more source

Integrating Lipschitz Extensions and Probabilistic Modelling for Metric Space Classification

open access: yesMathematics
Lipschitz-based classification provides a flexible framework for general metric spaces, naturally adapting to complex data structures without assuming linearity.
Roger Arnau   +2 more
doaj   +1 more source

Nonparametric Detection of a Time‐Varying Mean

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

On projections of metric spaces

open access: yesJournal of Computational Geometry, 2014
Let $X$ be a metric space and let $\mu$ be a probability measure on it. Consider a Lipschitz map $T: X \rightarrow \mathbb{R}^n$, with Lipschitz constant $\leq 1$. Then one can ask whether the image $TX$ can have large projections on many directions. For
Mark Kozdoba
doaj   +1 more source

On finite lipschitz Orlicz-Sobolev classes

open access: yesВладикавказский математический журнал, 2015
Найдено достаточное условие конечной липшицевости гомеоморфизмов класса Орлича - Соболева W1,φloc при наличии условия типа Кальдерона на φ.
openaire   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Home - About - Disclaimer - Privacy