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$ \newcommand{\cclass}[1]{{\textsf{#1}}} $The classical Grothendieck inequality has applications to the design of approximation algorithms for $\cclass{NP}$-hard optimization problems. We show that an algorithmic interpretation may also be…
An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.
We consider sums of independent identically distributed random variables whose distributions have $d+1$ atoms. Such distributions never admit an Edgeworth expansion of order $d$ but we show that for almost all parameters the Edgeworth…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
This paper is devoted to the study of pointwise convergence of Fourier series for group von Neumann algebras and quantum groups. It is well-known that a number of approximation properties of groups can be interpreted as summation methods…
We develop a higher-order asymptotic analysis for the semi-hard triplet loss using the Edgeworth expansion. It is known that this loss function enforces that embeddings of similar samples are close while those of dissimilar samples are…
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…
The paper presents transfer functions for limited memory time-invariant linear integral predictors for continuous time processes such that the corresponding predicting kernels have bounded support. It is shown that processes with…
It is well-known that the Fourier extension operator for the paraboloid in $\mathbb{R}^d$ cannot be weak-type bounded at the restriction endpoint $q = 2d/(d-1)$, since such an estimate would imply bounds for the Kakeya maximal function…
The problem to establish not only the asymptotic distribution results for statistical estimators but also the moment convergence of the estimators has been recognized as an important issue in advanced theories of statistics. One of the main…
We derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (LUEn), respectively. Using these large n kernel expansions,…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…
We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…
We elucidate why an interval algorithm that computes the exact bounds on the amplitude and phase of the discrete Fourier transform can run in polynomial time. We address this question from a formal perspective to provide the mathematical…
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered method-of-moments approach to simultaneously estimate singularity…
For $a/q\in\mathbb{Q}$ the Estermann function is defined as $D(s,a/q):=\sum_{n\geq1}d(n)n^{-s}\operatorname{e}(n\frac aq)$ if $\Re(s)>1$ and by meromorphic continuation otherwise. For $q$ prime, we compute the moments of $D(s,a/q)$ at the…
We introduce a small change in the definition of the Fourier series so that we can guarantee the coincidence with the given function at the endpoints of the interval even if the function does not assume the same value at the endpoints. This…
We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for both column and row sums. These results are used to prove the…