General model selection estimation of a periodic regression with a Gaussian noise

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of arbitrary projective estimates, which does not need the knowledge of the noise correlation function, is proposed. A non-asymptotic upper bound for quadratic risk (oracle inequality) has been derived under mild conditions on the noise. For the Ornstein-Uhlenbeck noise the risk upper bound is shown to be uniform in the nuisance parameter. In the case of gaussian white noise the constructed procedure has some advantages as compared with the procedure based on the least squares estimates (LSE). The asymptotic minimaxity of the estimates has been proved. The proposed model selection scheme is extended also to the estimation problem based on the discrete data applicably to the situation when high frequency sampling can not be provided

A stochastic network with mobile users in heavy traffic

We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by Lambert and Simatos which provides a general principle to establish scaling limits of regenerative processes based on the convergence of their excursions. We also prove weak convergence of the sequences of stationary joint queue length distributions and stationary sojourn times.Comment: Final version accepted for publication in Queueing Systems, Theory and Application

Orthogonalities and functional equations

In this survey we show how various notions of orthogonality appear in the theory of functional equations. After introducing some orthogonality relations, we give examples of functional equations postulated for orthogonal vectors only. We show their solutions as well as some applications. Then we discuss the problem of stability of some of them considering various aspects of the problem. In the sequel, we mention the orthogonality equation and the problem of preserving orthogonality. Last, but not least, in addition to presenting results, we state some open problems concerning these topics. Taking into account the big amount of results concerning functional equations postulated for orthogonal vectors which have appeared in the literature during the last decades, we restrict ourselves to the most classical equations

Asymptotically dense nonbinary codes correcting a constant number of localized errors [Manuskript]

Ahlswede R, Bassalygo LA, Pinsker MS. Asymptotically dense nonbinary codes correcting a constant number of localized errors [Manuskript]. Comptes rendus de l' Académie bulgare des Sciences. 1993;46(1):35-37