Related papers: Optimal approximation rate of certain stochastic i…
The approximation ratio has become one of the dominant measures in mechanism design problems. In light of analysis of algorithms, we define the \emph{smoothed approximation ratio} to compare the performance of the optimal mechanism and a…
A classical inequality due to H.F. Bohnenblust and E. Hille states that for every positive integer $n$ there is a constant $C_{n}>0$ so that…
For $f$ a Rademacher or Steinhaus random multiplicative function, we prove that $$ \max_{\theta \in [0,1]} \frac{1}{\sqrt{N}} \Bigl| \sum_{n \leq N} f(n) \mathrm{e} (n \theta) \Bigr| \gg \sqrt{\log N} ,$$ asymptotically almost surely as $N…
Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…
In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…
Let $n\in\mathbb{N}$, $\vec{\alpha}=(\alpha_1,\ldots,\alpha_n)\in (0,\infty)^n$, $\vec{\beta}=(\beta_1,\ldots,\beta_n)\in (\mathbb{R}\setminus\{0\})^n$, $\vec{f}:=(f_1,\ldots, f_n)\in \mathcal{S}^n(\mathbb{R})$ and set…
We investigate the locality of electronic interactions in aluminum as a function of smearing/electronic temperature in the context of $\mathcal{O}(N)$ Density Functional Theory calculations. Specifically, we determine the convergence in…
We consider almost sure convergence of the SDE $dX_t=\alpha_t d t + \beta_t d W_t$ under the existence of a $C^2$-Lyapunov function $F:\mathbb R^d \to \mathbb R$. More explicitly, we show that on the event that the process stays local we…
The paper proposes an approximate expression for calculating very complex one-dimensional integrals depending on the parameter $a$. These integrals often occur in computational problems theory of magnetic solitons. The resulting analytical…
Fourier extensions have been shown to be an effective means for the approximation of smooth, nonperiodic functions on bounded intervals given their values on an equispaced, or in general, scattered grid. Related to this method are two…
In a real Hilbert space $\mathcal{H}$. Given any function $f$ convex differentiable whose solution set $\argmin_{\mathcal{H}}\,f$ is nonempty, by considering the Proximal Algorithm $x_{k+1}=\text{prox}_{\b_k f}(d x_k)$, where $0<d<1$ and…
Functional autoregressive models of order one (FAR(1)) are predominantly estimated by projecting curves onto leading functional principal components and fitting a vector autoregression in score space, requiring a discrete truncation level…
We combine the unbiased estimators in Rhee and Glynn (Operations Research: 63(5), 1026-1043, 2015) and the Heston model with stochastic interest rates. Specifically, we first develop a semi-exact log-Euler scheme for the Heston model with…
Sun, in 2022, introduced a conjectured evaluation for a series of convergence rate $\frac{1}{2}$ involving harmonic numbers. We prove both this conjecture and a stronger version of this conjecture, using a summation technique based on a…
Given a sequence $\mathscr{A}=\{a_0<a_1<a_2\ldots\}\subseteq \mathbb{N}$, let $r_{\mathscr{A},h}(n)$ denote the number of ways $n$ can be written as the sum of $h$ elements of $\mathscr{A}$. Fixing $h\geq 2$, we show that if $f$ is a…
The Sinc approximation is known to be a highly efficient approximation formula for rapidly decreasing functions. For unilateral rapidly decreasing functions, which rapidly decrease as $x\to\infty$ but does not as $x\to-\infty$, an…
We show examples of total Boolean functions that depend on $n$ variables and have spectral sensitivity $\Theta(\sqrt{\log n})$, which is asymptotically minimal. Our main new function combines the Hamming code with the Boolean address…
In this paper, we establish improved effective irrationality measures for certain numbers of the form $\sqrt[3]{n}$, using approximations obtained from hypergeometric functions. These results are very close to the best possible using this…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an…