Related papers: Pade approximants of random Stieltjes series

The resummation of superfactorially divergent series represents a significant computational challenge in mathematical physics. In the present paper the resummation of a specific class of Stieltjes series characterized by a moment sequence…

In the present paper we prove a Stieltjes type theorem on the convergence of a sequence of rational functions associated with a mixed type Hermite-Pad\'e approximation problem of a Nikishin system of functions and analyze the ratio…

The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

We introduce and study the approximation properties of $g$-polynomials, defined as linear combinations of iterated Stieltjes integrals of a constant function. Focusing on the case where the derivator $g$ has finitely many discontinuities,…

The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents…

This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

Given a sequence of complex square matrices, $a_n$, consider the sequence of their partial products, defined by $p_n=p_{n-1}a_{n}$. What can be said about the asymptotics as $n\to\infty$ of the sequence $f(p_n)$, where $f$ is a continuous…

Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…

This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…

It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…

Let f be a germ of an analytic function at infinity that can be analytically continued along any path in the complex plane deprived of a finite set of points, f \in\mathcal{A}(\bar{\C} \setminus A), \sharp A <\infty. J. Nuttall has put…

The inspiral of two compact objects in gravitational wave astronomy is described by a post-Newtonian expansion in powers of $(v/c)$. In most cases, it is believed that the post-Newtonian expansion is asymptotically divergent. A standard…

In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…

A {\it two-dimensional continued fraction expansion} is a map $\mu$ assigning to every $x \in\mathbb R^2\setminus\mathbb Q^2$ a sequence $\mu(x)=T_0,T_1,\dots$ of triangles $T_n$ with vertices $x_{ni}=(p_{ni}/d_{ni},q_{ni}/d_{ni})\in\mathbb…

We study perturbations of random dynamical systems whose associated transfer operators admit a uniform spectral gap. We provide a $k^{\text{th}}$-order approximation for the invariant density of the associated random dynamical system. We…

The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

We consider solutions to so-called stochastic fixed point equation $R \stackrel{d}{=} \Psi(R)$, where $\Psi $ is a random Lipschitz function and $R$ is a random variable independent of $\Psi$. Under the assumption that $\Psi$ can be…

Let d\mu(t) be a probability measure on [0,+\infty) such that its moments are finite. Then the Cauchy-Stieltjes transform S of d\mu(t) is a Stieltjes function, which admits an expansion into a Stieltjes continued fraction. In the present…