A theorem of M. F. Driscoll says that, under certain restrictions, the probability that a given Gaussian process has its sample paths almost surely in a given reproducing kernel Hilbert space (RKHS) is either or . Driscoll also found a necessary and sufficient condition for that probability to be .
Doing away with Driscoll's restrictions, R. Fortet generalized his condition and named it nuclear dominance. He stated a theorem claiming nuclear dominance to be necessary and sufficient for the existence of a process (not necessarily Gaussian) having its sample paths in a given RKHS. This theorem - specifically the necessity of the condition - turns out to be incorrect, as we will show via counterexamples. On the other hand, a weaker sufficient condition is available.
Using Fortet's tools along with some new ones, we correct Fortet's theorem and then find the generalization of Driscoll's result. The key idea is that of a random element in a RKHS whose values are sample paths of a stochastic process. As in Fortet's work, we make almost no assumptions about the reproducing kernels we use, and we demonstrate the extent to which one may dispense with the Gaussian assumption.
If (Xi, i
) is a strictly stationary process with marginal density function f, we are interested in testing the hypothesis H0: {f=f0}, where f0 is given. We consider different test statistics based on integrated quadratic forms measuring the proximity between fn, a kernel estimator of f, and f0, or between fn and its expected value computed under H0. We study the asymptotic local power properties of the testing procedures under local alternatives. This study generalizes to the multidimensional case in a context of dependence the corresponding one made by P. J. Bickel and M. Rosenblatt in 1973 (Ann. Statist.1, 1071–1095). 相似文献
Consider the stochastic partial differential equationdu(t,x) = (t)u(t, x)dt + dWQ(t,x), 0 tT
where = 2/x2, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0. 相似文献
This paper deals with Lipschitz selections of set-valued maps with closed graphs. First, we characterize Lipschitzianity of a closed set-valued map in the differential games framework in terms of a discriminating property of its graph. This allows us to consider the -Lipschitz kernel of a given set-valued map as the largest -Lipschitz closed set-valued map contained in the initial one, to derive an algorithm to compute the collection of Lipschitz selections, and to extend the Pasch–Hausdorff envelope to set-valued maps. 相似文献
Let , be a sequence of bounded pseudoconvex domains that converges, in the sense of Boas, to a bounded domain . We show that if can be described locally as the graph of a continuous function in suitable coordinates for , then the Bergman kernel of converges to the Bergman kernel of uniformly on compact subsets of . 相似文献
Ground-based solar absorption infrared spectra were recorded in the Canadian Arctic during the early spring of 2004 using a moderate-resolution Fourier transform spectrometer, the Portable Atmospheric Research Interferometric Spectrometer for the Infrared (PARIS-IR). As part of the Canadian Arctic Atmospheric Chemistry Experiment (ACE) validation campaign, the PARIS-IR instrument recorded solar absorption spectra of the atmosphere from February to March 2004 as the Sun returned to the Arctic Stratospheric Ozone Observatory (AStrO) near Eureka, Nunavut, Canada (80.05°N, 86.42°W). In this paper, we briefly outline the PARIS-IR instrument configuration and data acquisition in the high Arctic. We discuss the retrieval methodology, characterization and error analysis associated with total and partial column retrievals. We compare the PARIS-IR measurements of N2O and O3 column amounts with those from the Fourier transform spectrometer (ACE-FTS) onboard the Canadian SCISAT-1 satellite and the ozonesonde data obtained at Eureka during the validation campaign. 相似文献
The authors obtain a holomorphic Lefschetz fixed point formula for certain non-compact "hyperbolic" K(a)hler manifolds (e.g. K(a)hler hyperbolic manifolds, bounded domains of holomorphy) by using the Bergman kernel. This result generalizes the early work of Donnelly and Fefferman. 相似文献