Results 11 to 20 of about 77 (76)
Road traffic estimation and algorithmic routing in a spatially dependent network
Scandinavian Journal of Statistics, Volume 52, Issue 2, Page 1058-1091, June 2025.ABSTRACT This work concerns a procedure to estimate the joint distribution of the per‐edge travel times in a road traffic network with spatial dependence. The constructed estimator, based on the realized travel times of a collection of independently operating probe vehicles traversing the network, is shown to be consistent and rate‐optimal.
Rens Kamphuis +2 more
wiley +1 more source
On the stability of Runge–Kutta methods for arbitrarily large systems of ODEs
Communications on Pure and Applied Mathematics, Volume 78, Issue 4, Page 821-855, April 2025.Abstract We prove that Runge–Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments—based on spectral analysis, resolvent condition or strong stability, fail to secure the stability of RK methods for arbitrarily large systems.
Eitan Tadmor
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An exotic calculus of Berezin–Toeplitz operators
Mathematika, Volume 71, Issue 2, April 2025.Abstract We develop a calculus of Berezin–Toeplitz operators quantizing exotic classes of smooth functions on compact Kähler manifolds and acting on holomorphic sections of powers of positive line bundles. These functions (classical observables) are exotic in the sense that their derivatives are allowed to grow in ways controlled by local geometry and ...
Izak Oltman
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High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models
Journal of Time Series Analysis, Volume 46, Issue 2, Page 216-234, March 2025.ABSTRACT We introduce a novel class of stochastic volatility models, which can utilize and relate many high‐frequency realized volatility (RV) measures to latent volatility. Instrumental variable methods provide a unified framework for estimation and testing.
Md. Nazmul Ahsan, Jean‐Marie Dufour
wiley +1 more source
Sketched and Truncated Polynomial Krylov Methods: Evaluation of Matrix Functions
Numerical Linear Algebra with Applications, Volume 32, Issue 1, February 2025.ABSTRACT Among randomized numerical linear algebra strategies, so‐called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, for example, the solution of linear systems, eigenvalue computations, and the approximation of matrix functions.
Davide Palitta +2 more
wiley +1 more source
Asymptotics of block Toeplitz determinants with piecewise continuous symbols
Communications on Pure and Applied Mathematics, Volume 78, Issue 1, Page 120-160, January 2025.Abstract We determine the asymptotics of the block Toeplitz determinants detTn(ϕ)$\det T_n(\phi)$ as n→∞$n\rightarrow \infty$ for N×N$N\times N$ matrix‐valued piecewise continuous functions ϕ$\phi$ with a finitely many jumps under mild additional conditions.
Estelle Basor +2 more
wiley +1 more source
Methods of Sparse Measurement Matrix Optimization for Compressed Sensing
IET Signal Processing, Volume 2025, Issue 1, 2025.In compressed sensing (CS), a sparse measurement matrix with few nonzero entries is more competitive than a dense matrix in reducing the number of multiplication units. Recent studies indicate that an optimized measurement matrix having low coherence with a specified dictionary can significantly improve the reconstruction performance.
Renjie Yi +5 more
wiley +1 more source
Advances in Mathematical Physics, Volume 2025, Issue 1, 2025.In this work, a nonlinear fractional integrodifferential equation (NFIo‐DE) with discontinuous generalized kernel in position and time is explored in space L2(Ω) × C[0, T], T < 1, with respect to the phase‐lag time. Here, Ω is the domain of integration with respect to position, Ω ∈ (−1, 1), while T is the time.
Abeer M. Al-Bugami +2 more
wiley +1 more source
The Zero Product of Toeplitz Operators on the 2‐Analytic Weighted Bergman Space
Journal of Function Spaces, Volume 2025, Issue 1, 2025.Two‐analytic weighted Bergman space is a nonanalytic function space which is closely related to analytic functions. In this paper, we mainly discuss the zero product problem for Toeplitz operators on the 2‐analytic weighted Bergman space.
Xia Wang +4 more
wiley +1 more source
Multiplicative chaos measures from thick points of log‐correlated fields
Communications on Pure and Applied Mathematics, Volume 77, Issue 11, Page 4212-4286, November 2024.Abstract We prove that multiplicative chaos measures can be constructed from extreme level sets or thick points of the underlying logarithmically correlated field. We develop a method which covers the whole subcritical phase and only requires asymptotics of suitable exponential moments for the field. As an application, we establish that these estimates
Janne Junnila +2 more
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