Related papers: Local return rates in Sturmian subshifts

Prior work on computable defect-based local error estimators for (linear) time-reversible integrators is extended to nonlinear and nonautonomous evolution equations. We prove that the asymptotic results from the linear case [W. Auzinger and…

Numerical simulation of convective heat transfer over a stationary and transversely oscillating partial super-hydrophobic cylinder has been performed using OpenFOAM libraries. Superhydrophobicity of the cylinder surface has been addressed…

Least-Squares Reverse-Time Migration (LSRTM) is a method that seismologists utilize to compute a high-resolution subsurface image. Nevertheless, LSRTM is a computationally demanding problem. One way to reduce the computational costs of the…

We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…

With regard to a three-step estimation procedure, proposed without theoretical discussion by Li and You in Journal of Applied Statistics and Management, for a nonparametric regression model with time-varying regression function, local…

Superconvergence and a posteriori error estimators of recovery type are analyzed for the 4-node hybrid stress quadrilateral finite element method proposed by Pian and Sumihara (Int. J. Numer. Meth. Engrg., 1984, 20: 1685-1695) for linear…

We explore the probability that a permutation sampled from the symmetric group of order n uniformly at random has cycles of lengths not exceeding r. Asymptotic formulas valid in specified regions for the ratio n/r are obtained using the…

In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

It is pointed out that the concepts and methods introduced by Bachelier and by Mandelbrot to Finance and Economics can be used to examine the fluctuations observed in high-energy hadron production processes. Theoretical arguments and…

We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…

The best known methods for estimating hazard rate functions in survival analysis models are either purely parametric or purely nonparametric. The parametric ones are sometimes too biased while the nonparametric ones are sometimes too…

We study returns in dynamical systems: when a set of points, initially populating a prescribed region, swarms around phase space according to a deterministic rule of motion, we say that the return of the set occurs at the earliest moment…

We couple Fermions to the isospinning (2+1) baby-skyrme model. We show that consistent rotationally invariant localised solutions can be found but the Fermionic solutions to the equations of motion are not in general eigenstates of the…

Restart techniques are common in gradient-free optimization to deal with multimodal functions. Partial warm restarts are also gaining popularity in gradient-based optimization to improve the rate of convergence in accelerated gradient…

Old paper on the abstract scattering theory (ST) of periodic Hamiltonians. Updating of the references and correction of some minor non-mathematical misprints by H.C. Rosu.

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting…

Using the methods of the theory of formal symmetries, we obtain new easily verifiable sufficient conditions for a recursion operator to produce a hierarchy of local generalized symmetries. An important advantage of our approach is that…

This paper investigates locally linear regression for locally stationary time series and develops theoretical results for locally linear smoothing and transfer learning. Existing analyses have focused on local constant estimators and given…

We propose a sample efficient stochastic variance-reduced cubic regularization (Lite-SVRC) algorithm for finding the local minimum efficiently in nonconvex optimization. The proposed algorithm achieves a lower sample complexity of Hessian…