Related papers: A law of the iterated logarithm sublinear expectat…
It is known that for any smooth periodic function $f$ the sequence $(f(2^kx))_{k\ge 1}$ behaves like a sequence of i.i.d.\ random variables, for example, it satisfies the central limit theorem and the law of the iterated logarithm. Recently…
For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
A mathematical analysis is presented for a class of interior penalty (IP) discontinuous Galerkin approximations of elliptic boundary value problems. In the framework of the present theory one can derive some overpenalized IP bilinear forms…
We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…
We review recent progress in potential theory of second-order elliptic operators and on the metastable behavior of Markov processes.
Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2, p\ge 2 and the case…
We analyze the capacity scaling laws of clustered ad hoc networks in which nodes are distributed according to a doubly stochastic shot-noise Cox process. We identify five different operational regimes, and for each regime we devise a…
This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily-computable exact formulas for quantities that involve expectations and higher moments of the logarithm…
We consider the scattering by a one-dimensional random potential and derive the probability distribution of the corresponding Wigner time delay. It is shown that the limiting distribution is the same for two different models and coincides…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1$, $2,\ldots$, with probability $p_k$ of hitting the box $k$. For $j,n\in\mathbb{N}$, denote by $\mathcal{K}^*_j(n)$ the number of…
We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by…
We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
Zipf's law in its basic incarnation is an empirical probability distribution governing the frequency of usage of words in a language. As Terence Tao recently remarked, it still lacks a convincing and satisfactory mathematical explanation.…
Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…
We study an extension of the Distributive Full Non-associative Lambek Calculus with iterative division operators. The iterative operators can be seen as representing iterative composition of linguistic resources or of actions. A complete…