Searched for: subject%3A%22Asymptotics%22
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Parolya, N. (author), Heiny, Johannes (author), Kurowicka, D. (author)
Consider a random vector y = Σ <sup>1/2</sup> x, where the p elements of the vector x are i.i.d. real-valued random variables with zero mean and finite fourth moment, and Σ <sup>1/2</sup> is a deterministic p × p matrix such that the eigenvalues of the population correlation matrix R of y are uniformly bounded away from zero and infinity. In...
journal article 2024
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Bravin, M. (author), Nečasová, Šárka (author)
In this paper, we study the dynamics of a small rigid body in a viscous incompressible fluid in dimension two and three. More precisely we investigate the trajectory of the rigid body in the limit when its mass and its size tend to zero. We show that the velocity of the center of mass of the rigid body coincides with the background fluid...
journal article 2024
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Pengel, A.L. (author), Bierkens, G.N.J.C. (author)
Strong invariance principles describe the error term of a Brownian approximation to the partial sums of a stochastic process. While these strong approximation results have many applications, results for continuous-time settings have been limited. In this paper, we obtain strong invariance principles for a broad class of ergodic Markov...
journal article 2024
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Binatari, N. (author), van Horssen, W.T. (author), Verstraten, P. (author), Adi-Kusumo, F. (author), Aryati, L. (author)
In this paper, we present a new approach on how the multiple time-scales perturbation method can be applied to differential-delay equations such that approximations of the solutions can be obtained which are accurate on long time-scales. It will be shown how approximations can be constructed which branch off from solutions of differential...
journal article 2024
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Koers, G.J. (author)
Imagine you need to navigate through a completely dark cave. A well-known way of achieving this is echolocation, which works by making sounds and listening to how they are reflected back. The problem of determining the geometric shape of a space from a mixture of reflections of emitted sounds, is an example of an inverse problem. In many fields...
doctoral thesis 2023
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Schermerhorn, Rick (author)
In this report we examine the dual space of $\ell^\infty$. If $p \in [1,\infty)$ and $q \in [1,\infty]$ satisfy $\frac{1}{p}+\frac{1}{q}=1$, then one can identify the spaces $\ell^q$ and $(\ell^p)'$ in a natural way via an isometric isomorphism. This identification does not extend to the case $p=\infty$ and $q=1$. We prove that the obvious...
bachelor thesis 2023
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Bechrakis Triantafyllos, Alexandros (author)
In the framework of this MSc thesis the analysis of core-shell leaky-wave lens antennas is presented, based on a combination of asymptotic and Physical Optics techniques. This study aims to develop an analysis approach which can be subsequently used for the optimization of the Fly’s Eye antenna concept, through enabling the investigation of...
master thesis 2023
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Lopuhaä, H.P. (author), Gares, Valerie (author), Ruiz-Gazen, Anne (author)
We provide a unified approach to S-estimation in balanced linear models with structured covariance matrices. Of main interest are S-estimators for linear mixed effects models, but our approach also includes S-estimators in several other standard multivariate models, such as multiple regression, multivariate regression and multivariate...
journal article 2023
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Derumigny, Alexis (author), Girard, Lucas (author), Guyonvarch, Yannick (author)
In this article, we study bounds on the uniform distance between the cumulative distribution function of a standardized sum of independent centered random variables with moments of order four and its first-order Edgeworth expansion. Existing bounds are sharpened in two frameworks: when the variables are independent but not identically...
journal article 2023
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Martinez-Piazuelo, Juan (author), Ananduta, W. (author), Ocampo-Martinez, Carlos (author), Grammatico, S. (author), Quijano, Nicanor (author)
We consider a large population of decision makers that choose their evolutionary strategies based on simple pairwise imitation rules. We describe such a dynamic process by the replicator dynamics. Differently from the available literature, where the payoffs signals are assumed to be updated continuously, we consider a more realistic scenario...
journal article 2023
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Xi, Kaihua (author), Wang, Zhen (author), Cheng, Aijie (author), Lin, H.X. (author), van Schuppen, J.H. (author), Zhang, Chenghui (author)
The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine the fluctuations of phase differences in the lines between the nodes and to identify the vulnerable lines...
journal article 2023
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Pérez-Dattari, Rodrigo (author), Kober, J. (author)
Learning from humans allows nonexperts to program robots with ease, lowering the resources required to build complex robotic solutions. Nevertheless, such data-driven approaches often lack the ability to provide guarantees regarding their learned behaviors, which is critical for avoiding failures and/or accidents. In this work, we focus on...
journal article 2023
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Fu, Sheng (author), Chen, P. (author), Liu, Yufeng (author), Ye, Zhisheng (author)
Multinomial logistic regression models are popular in multicategory classification analysis, but existing models suffer several intrinsic drawbacks. In particular, the parameters cannot be determined uniquely because of the over-specification. Although additional constraints have been imposed to refine the model, such modifications can be...
journal article 2023
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El Hasadi, Yousef M.F. (author), Padding, J.T. (author)
At the beginning of the second half of the twentieth century, Proudman and Pearson (J. Fluid. Mech.,2(3), 1956, pp.237–262) suggested that the functional form of the drag coefficient (C<sub>D</sub>) of a single sphere subjected to uniform fluid flow consists of a series of logarithmic and power terms of the Reynolds number (Re). In this paper...
journal article 2023
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Lv, Maolong (author), De Schutter, B.H.K. (author), Cao, Jinde (author), Baldi, S. (author)
Practical tracking results have been reported in the literature for high-order odd-rational-power nonlinear dynamics (a chain of integrators whose power is the ratio of odd integers). Asymptotic tracking remains an open problem for such dynamics. This note gives a positive answer to this problem in the framework of prescribed performance...
journal article 2023
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Lopuhaä, H.P. (author)
A unified approach is provided for a method of estimation of the regression parameter in balanced linear models with a structured covariance matrix that combines a high breakdown point with high asymptotic efficiency at models with multivariate normal errors. Of main interest are linear mixed effects models, but our approach also includes...
journal article 2023
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Bravin, M. (author), Nečasová, Šárka (author)
In this paper we study the evolution of a small rigid body in a viscous incompressible fluid, in particular we show that a small particle is not accelerated by the fluid in the limit when its size converges to zero under a lower bound on its mass. This result is based on a new a priori estimate on the velocities of the centers of mass of...
journal article 2023
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Koorevaar, Loek (author)
The problem of calibrating time-inhomogeneous exponential Lévy models with finite jump activity based on market prices of plain vanilla options is studied. Belomestny and Reiß introduced an estimation procedure for calibration in the homogeneous case with one maturity. The open-ended question that will be addressed is if we can extend this model...
master thesis 2022
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Lavaei, Abolfazl (author), Mohajerin Esfahani, P. (author), Zamani, Majid (author)
In this work, we propose a data-driven approach for the stability analysis of discrete-time homogeneous nonlinear systems with unknown models. The proposed framework is based on constructing Lyapunov functions via a set of data, collected from trajectories of unknown systems, while providing an a-priori guaranteed confidence on the stability of...
conference paper 2022
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Ghanipoor, Farhad Ghanipoor (author), Murguia, Carlos (author), Mohajerin Esfahani, P. (author), van de Wouw, Nathan (author)
In this paper, we present a methodology for actuator and sensor fault estimation in nonlinear systems. The method consists of augmenting the system dynamics with an approximated ultra-local model (a finite chain of integrators) for the fault vector and constructing a Nonlinear Unknown Input Observer (NUIO) for the augmented dynamics. Then, fault...
conference paper 2022
Searched for: subject%3A%22Asymptotics%22
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