Related papers: Improvement of two Hungarian bivariate theorems
Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically…
We establish generalized Gaussian bounds and local limit theorems with Gaussian-type error for the convolution powers of certain complex-valued functions on $\mathbb{Z}^d$. These global space-times estimates/error, which are sharp in…
Walfisz (1963) proved the asymptotic formula \[ \sum_{n\le x}\varphi(n) = \frac{3}{\pi^2}x^2+O(x(\log x)^{\frac{2}{3}}(\log\log x)^{\frac{4}{3}}), \] which improved the error term estimate of Mertens (1874) and had been the best possible…
Probabilistic rounding error analysis can yield much sharper bounds than classical worst-case theory, but existing results typically rely on zero-mean rounding errors and often leave the confidence parameter implicit. This work revisits…
This paper is concerned with the global-in-time convergence from bipolar Euler-Poisson system (BEP) to unipolar one (UEP) through the infinity-ion-mass limit by letting the ratio of the mass of ion $m_i$ over that of electron $m_e$ goes to…
In traditional work on numerical schemes for solving stochastic differential equations (SDEs), it is usually assumed that the coefficients are globally Lipschitz. This assumption has been used to establish a powerful analysis of the…
We derive normal approximation bounds for generalized $U$-statistics of the form \begin{equation*} S_{n,k}(f):=\sum_{ 1 \leq \beta (1),\dots,\beta (k) \leq n \atop \beta (i)\ne\beta (j), \ 1\leq i\ne j \leq k} f\big(X_{\beta…
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional…
We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…
We consider the further development of the formalism of the estimates of higher-order perturbative corrections in the Euclidean region, which is based on the application of the scheme-invariant methods, namely the principle of minimal…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of…
Recent work by M. Afifurrahman established the first asymptotic estimates with error terms for the number of $2\times 2$ matrices with fixed non-zero determinant $n\in\mathbb{N}$, and with coefficients bounded in absolute value by $X$. In…
We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimensional Bessel process. To prove such results, we use the…
A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study…
Assuming the Riemann Hypothesis, we derive explicit bounds for the error terms in short interval analogues of the prime number theorem and Mertens' theorems using a smoothing argument. Our results improve upon previous bounds in both…
We analyse the forward error in the floating point summation of real numbers, from algorithms that do not require recourse to higher precision or better hardware. We derive informative explicit expressions, and new deterministic and…