Related papers: Optimal approximation rate of certain stochastic i…
Suppose $f : [0,1]^2 \rightarrow \mathbb{R}$ is a $(c,\alpha)$-mixed H\"older function that we sample at $l$ points $X_1,\ldots,X_l$ chosen uniformly at random from the unit square. Let the location of these points and the function values…
We study the approximation of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H>1/2$. For the mean-square error at a single point we derive the optimal rate of convergence that can be achieved…
Motivated by a problem on comonotone approximation of $C^n$ functions by entire functions, for increasing functions $f\colon[0,1]\to[0,1]$, we characterize the possible values of $(a,b,c)$, where $a=I(f)(1)$, $b=I^2(f)(1)$, $c=I^3(f)(1)$…
In the previous paper of this series, we proposed a new function to fit halo density profiles out to large radii. This truncated Einasto profile models the inner, orbiting matter as $\rho_{\rm orb} \propto \exp \left[-2/\alpha\ (r / r_{\rm…
In the stochastic matching problem, we are given a general (not necessarily bipartite) graph $G(V,E)$, where each edge in $E$ is realized with some constant probability $p > 0$ and the goal is to compute a bounded-degree (bounded by a…
Estimating quantum partition functions is a critical task in a variety of fields. However, the problem is classically intractable in general due to the exponential scaling of the Hamiltonian dimension $N$ in the number of particles. This…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
Let A be a finite subset of an abelian group (G, +). Let h $\ge$ 2 be an integer. If |A| $\ge$ 2 and the cardinality |hA| of the h-fold iterated sumset hA = A + $\times$ $\times$ $\times$ + A is known, what can one say about |(h -- 1)A| and…
Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…
Let $\tau_k$ be the $k$-fold divisor function. By constructing an approximant of $\tau_k$, denoted as $\tau_k^*$, which is a normalized truncation of the $k$-fold divisor function, we prove that when $\exp\left(C\log^{1/2}X(\log\log…
The upper estimates for the optimal constants of the multilinear Bohnenblust--Hille inequality obtained in [J. Funct. Anal. 264 (2013), 429--463] are here improved to: {0.1cm} {enumerate} For real scalars:…
The density profiles of dark matter haloes are commonly described by fitting functions such as the NFW or Einasto models, but these approximations break down in the transition region where halos become dominated by newly accreting matter.…
In Ahlfors' covering surface theory, it is well known that there exists a positive constant $h$ such that for any nonconstant holomorphic mapping $f:% \bar{\Delta}\to S,$ if $f(\Delta)\cap \{0,1,\infty \}=\emptyset ,$ then% A(f,\Delta)\leq…
The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra…
The Nyman-Beurling criterion, equivalent to the Riemann hypothesis (RH), is an approximation problem in the space of square integrable functions on $(0,\infty)$, involving dilations of the fractional part function by factors…
Although adaptive gradient methods have been extensively used in deep learning, their convergence rates proved in the literature are all slower than that of SGD, particularly with respect to their dependence on the dimension. This paper…
We provide a general framework to study stochastic sequences related to individual learning in economics, learning automata in computer sciences, social learning in marketing, and other applications. More precisely, we study the asymptotic…
It is shown that the maximum of $|\zeta(1/2+it)|$ on the interval $T^{1/2}\le t \le T$ is at least $\exp\left((1/\sqrt{2}+o(1)) \sqrt{\log T \log\log\log T/\log\log T}\right)$. Our proof uses Soundararajan's resonance method and a certain…
In this article, an uniform discretization of stochastic integrals $\int_{0}^{1} f'_-(B_t)\ud B_t$, with respect to fractional Brownian motion with Hurst parameter $H \in (1/2,1)$, for a large class of convex functions $f$ is considered. In…
The {\em Total Influence} ({\em Average Sensitivity) of a discrete function is one of its fundamental measures. We study the problem of approximating the total influence of a monotone Boolean function \ifnum\plusminus=1 $f: \{\pm1\}^n…