Related papers: Error calculus and regularity of Poisson functiona…

In this work we show a compactness Theorem for discrete functions on Poisson point clouds. We consider sequences with equibounded non-local $p$-Dirichlet energy: the novelty consists in the intermediate-interaction regime at which the…

We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…

We propose a new least squares finite element method to solve the Poisson equation. By using a piecewisely irrotational space to approximate the flux, we split the classical method into two sequential steps. The first step gives the…

We apply the method of multiple Dirichlet series to develop $L$-functions ratios conjecture with one shift in both the numerator and denominator in certain ranges for the family of quartic Hecke $L$-functions of prime moduli over the…

We obtain estimation error rates and sharp oracle inequalities for regularization procedures of the form \begin{equation*} \hat f \in argmin_{f\in F}\left(\frac{1}{N}\sum_{i=1}^N\ell(f(X_i), Y_i)+\lambda \|f\|\right) \end{equation*} when…

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of $L_p$-type functionals of kernel estimators $(1 \leq p < \infty)$. Drawing on the approach of…

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison…

We consider a doubly stochastic Poisson process with stochastic intensity $\lambda_t =n q\left(X_t\right)$ where $X$ is a continuous It\^o semimartingale and $n$ is an integer. Both processes are observed continuously over a fixed period…

We consider Bernoulli distributions and their regularizations, which are measures on the $p$-adic integers $\mathbb{Z}_p$. It is well known that their Mellin transform can be used to define $p$-adic $L$-functions. We show that for $p>2$ one…

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…

In this paper, some existence results for sign-changing critical points of locally Lipschitz functionals in real Banach space are obtained by the method combining the invariant sets of descending ow method with a quantitative deformation.…

We propose new weak error bounds and expansion in dimension one for optimal quantization-based cubature formula for different classes of functions, such that piecewise affine functions, Lipschitz convex functions or differentiable function…

We prove in this article that functions satisfying a dynamic programming principle have a local interior Lipschitz type regularity. This DPP is partly motivated by the connection to the normalized parabolic $p$-Laplace operator.

We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on…