Asymptotic Behavior of Stable Measures

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

Asymptotic Spectral Measures , Quantization

We study the relationship between POV-measures in quantum theory and asymptotic morphisms in the operator algebra E-theory of Connes-Higson. This is done by introducing the theory of “asymptotic” PV-measures and their integral correspondence with positive asymptotic morphisms on locally compact spaces. Examples and applications involving various aspects of quantum physics, including quantum noi...

Asymptotic behavior of ACMA

The algebraic constant modulus algorithm (ACMA) is a noniterative blind source separation algorithm. It computes jointly beamforming vectors for all constant modulus sources as the solution of a joint diagonalization problem. In this paper we analyze its asymptotic properties and show that (unlike the iterative CMA) it converges to the Wiener solution in samples or SNR. We also sketch its conne...

Finding generically stable measures

This work builds on [6] and [7] where Keisler measures over NIP theories are studied. We discuss two constructions for obtaining generically stable measures in this context. First, we show how to symmetrize an arbitrary invariant measure to obtain a generically stable one from it. Next, we show that suitable sigma-additive probability measures give rise to generically stable Keisler measures. A...

Estimation of stable spectral measures

We present two new estimators of a stable spectral measure. One is based on the empirical characteristic function, the other is based on one dimensional projections of the data. We compare these estimators with the Rachev-Xin-Cheng estimator in an empirical study. Their applications in modeling nancial portfolios are also discussed.