Related papers: The functional equation of the smoothing transform

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

We study the stability of the Positive Mass Theorem (PMT) in the case where a sequence of regions of manifolds with positive scalar curvature $U_T^i\subset M_i^3$ are foliated by a smooth solution to Inverse Mean Curvature Flow (IMCF) which…

Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize…

Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…

This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

Ever since the proof of asymptotic normality of maximum likelihood estimator by Cramer (1946), it has been understood that a basic technique of the Taylor series expansion suffices for asymptotics of $M$-estimators with…

We prove a continuity result for the shearlet transform when restricted to the space of smooth and rapidly decreasing functions with all vanishing moments. We define the dual shearlet transform, called here the shearlet synthesis operator,…

We study very smooth functions on the real line, namely Schwartz functions, that satisfy a finite identity relating their translates and a single modulation. Concretely, we assume there is a nontrivial linear combination of translates of…

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

We study a class of stochastic processes of the type $\frac{d^n x}{dt^n}= v_0\, \sigma(t)$ where $n>0$ is a positive integer and $\sigma(t)=\pm 1$ represents an `active' telegraphic noise that flips from one state to the other with a…

Given a regular Dirichlet form $(\mathcal{E},\mathcal{F})$ on a fixed domain $E$ of $\mathbb{R}^d$, we first indicate that the basic assumption $C_c^\infty(E)\subset \mathcal{F}$ is equivalent to the fact that each coordinate function…

In the context of global optimization of mixed-integer nonlinear optimization formulations, we consider smoothing univariate functions $f$ that satisfy $f(0)=0$, $f$ is increasing and concave on $[0,+\infty)$, $f$ is twice differentiable on…

We prove that every continuous function on a separable infinite-dimensional Hilbert space X can be uniformly approximated by smooth functions with no critical points. This kind of result can be regarded as a sort of very strong approximate…

Let $X_1,\dots, X_n$ be i.i.d. random variables sampled from a normal distribution $N(\mu,\Sigma)$ in ${\mathbb R}^d$ with unknown parameter $\theta=(\mu,\Sigma)\in \Theta:={\mathbb R}^d\times {\mathcal C}_+^d,$ where ${\mathcal C}_+^d$ is…

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

This article introduces a weak pseudo-inverse of a monotone function, which is applied to characterize the associativity of a two-place function $T: [0,1]^2\rightarrow [0,1]$ defined by $T(x,y)=t^{[-1]}(F(t(x),t(y)))$ where…

We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for $0<\alpha<1$ and every $\alpha$ stable L\'evy motion $\mathbb{W}$, there exists a function f…

An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…

This paper develops an analytic framework to design both stress-controlled and displacement-controlled T-periodic loadings which make the quasistatic evolution of a one-dimensional network of elastoplastic springs converging to a unique…