Related papers: The coding complexity of L\'evy processes
The likelihood encoder with a random codebook is demonstrated as an effective tool for source coding. Coupled with a soft covering lemma (associated with channel resolvability), likelihood encoders yield simple achievability proofs for…
Various perturbation series are factorially divergent. The behavior of their high-order terms can be found by Lipatov's method, according to which they are determined by the saddle-point configurations (instantons) of appropriate functional…
We investigate the regularity in $L^p$ ($p>2$) of the gradient of any weak solution of a Cauchy problem with mixed Neumann-power type boundary conditions. Under suitable assumptions we prove the existence of weak solutions that satisfy…
We derive general bounds for the large time size of supnorm values of solutions to one-dimensional advection-diffusion equations with initial data in Lp0 (R) \cap L1 for some 1 <= p0 < \infty, and arbitrary bounded advection speeds b(x, t),…
This paper establishes strong and weak convergence rates for slow-fast systems driven by $\alpha$-stable processes with jump coefficients. Unlike existing studies on multiscale systems driven by additive L\'{e}vy white noise, our model…
L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…
This paper classifies the complexity of various teaching models by their position in the arithmetical hierarchy. In particular, we determine the arithmetical complexity of the index sets of the following classes: (1) the class of uniformly…
Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…
We initiate the probabilistic analysis of linear programming (LP) decoding of low-density parity-check (LDPC) codes. Specifically, we show that for a random LDPC code ensemble, the linear programming decoder of Feldman et al. succeeds in…
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…
The simplex method in Linear Programming motivates several problems of asymptotic convex geometry. We discuss some conjectures and known results in two related directions -- computing the size of projections of high dimensional polytopes…
It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representation is that upper and lower bounds on the functional can…
In the successive refinement problem, a fixed-length sequence emitted from an information source is encoded into two codewords by two encoders in order to give two reconstructions of the sequence. One of two reconstructions is obtained by…
This paper provides rate-efficient estimators of the volatility parameter in the presence of L\'{e}vy jumps
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…
We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…
In this paper we analyse time change equations (TCEs) for L\'evy-type processes in detail. To this end we establish a connection between TCEs and classical one-dimensional initial value problems (IVPs) which are easier to handle. Properties…
Long-time limit of one-dimensional L\'{e}vy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
This paper considers the problem of variable-length lossy source coding. The performance criteria are the excess distortion probability and the cumulant generating function of codeword lengths. We derive a non-asymptotic fundamental limit…