Related papers: The functional equation of the smoothing transform

Let $\xi$ be a (possibly killed) subordinator with Laplace exponent $\phi$ and denote by $I_{\phi}=\int_0^{\infty}\mathrm{e}^{-\xi_s}\,\mathrm{d}s$, the so-called exponential functional. Consider the positive random variable $I_{\psi_1}$…

We study trace functions on the form $ t\to\tr f(A+tB) $ where $ f $ is a real function defined on the positive half-line, and $ A $ and $ B $ are matrices such that $ A $ is positive definite and $ B $ is positive semi-definite. If $ f $…

In this paper, strongly $(\alpha,T)$-convex functions, i.e., functions $f:D\to \R$ satisfying the functional inequality $$ f(tx+(1-t)y)\leq tf(x)+(1-t)f(y)-t\alpha\big((1-t)(x-y)\big)-(1-t)\alpha\big(t(y-x)\big)$$ for $x,y\in D$ and $t\in…

We give a simple proof of the existence of response solutions in some quasi-periodically forced systems with a degenerate fixed points. The same questions were answered in \cite{ss18} using two versions of KAM theory. Our method is based on…

This contribution is a follow-up of a recent paper by the authors on adaptive, non-linear time-frequency transforms, focusing on the STFT based transforms. The adaptivity is provided by a focus function, that depends on the analyzed…

When smoothing a function $f$ via convolution with some kernel, it is often desirable to adapt the amount of smoothing locally to the variation of $f$. For this purpose, the constant smoothing coefficient of regular convolutions needs to be…

Let $X(t,\omega),$ $t \in \textit{R}$ be a symmetric stable process with index $\alpha \in (1,2]$ and $a_n$ be the Fourier-Jacobi coefficients of $f \in L^p,$ where $p \geq \alpha.$ For $\gamma, \delta> 0,$ $t \in [-1,1],$ define…

The functional relation coming from the $x-y$ symplectic transformation of Topological Recursion has a lot of applications, for instance it is the higher order moment-cumulant relation in free probability or can be used to compute…

Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…

In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

We provide a new characterisation of Duquesne and Le Gall's $\alpha$-stable tree, $\alpha\in(1,2]$, as the solution of a recursive distribution equation (RDE) of the form $\mathcal{T}\overset{d}{=}g(\xi,\mathcal{T}_i, i\geq0)$, where $g$ is…

A classical result of variational analysis, known as Attouch theorem, establishes the equivalence between epigraphical convergence of a sequence of proper convex lower semicontinuous functions and graphical convergence of the corresponding…

We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…

Long-time-integrated quantities in stochastic processes, in or out of equilibrium, usually exhibit rare but huge fluctuations. Work or heat production is such a quantity, of which the probability distribution function displays an…

We study a regression problem on a compact manifold M. In order to take advantage of the underlying geometry and topology of the data, the regression task is performed on the basis of the first several eigenfunctions of the Laplace-Beltrami…

We consider C^2 families of C^4 unimodal maps f_t whose critical point is slowly recurrent, and we show that the unique absolutely continuous invariant measure of f_t depends differentiably on t, as a distribution of order 1. The proof uses…

Consider an open set $\mathbb{D}\subseteq\mathbb{R}^n$, equipped with a probability measure $\mu$. An important characteristic of a smooth function $f:\mathbb{D}\rightarrow\mathbb{R}$ is its \emph{second-moment matrix} $\Sigma_{\mu}:=\int…

We propose a new algorithm that finds an $\varepsilon$-approximate fixed point of a smooth function from the $n$-dimensional $\ell_2$ unit ball to itself. We use the general framework of finding approximate solutions to a variational…

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

Let $S=\sum_{i=1}^{+\infty}\lambda_{i}Z_{i}$ where the $Z_{i}$'s are i.d.d. positive with $\mathbb{E}\| Z\| ^{3}<+\infty$ and $(\lambda_{i})_{i\in\mathbb{N}}$ a positive nonincreasing sequence such that $\sum\lambda_{i}<+\infty$. We study…