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The paper considers estimates for some sums and products of functions of prime numbers. Several assertions on this topic have been proven. We also study extremal estimates for strongly additive and strongly multiplicative arithmetic…
This article is a lecture note on the potential theory of (possibly non-reversible) Markov processes and on the connection of this theory with quantitative analysis of the metastability of stochastic processes.
We generalize the concept of extremal index of a stationary random sequence to the series scheme of identically distributed random variables with random series sizes tending to infinity in probability. We introduce new extremal indices…
The paper is devoted to the questions connected with the investigation of the S.P. Novikov problem of the description of the geometry of level lines of quasiperiodic functions on a plane with different numbers of quasiperiods. We consider…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure…
Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the tails of probability distributions. They are often used to bound the tail probabilities of sums of Poisson trials, or in regression to…
The approximation of integral functionals with respect to a stationary Markov process by a Riemann-sum estimator is studied. Stationarity and the functional calculus of the infinitesimal generator of the process are used to get a better…
Algorithms and underlying mathematics are presented for numerical computation with periodic functions via approximations to machine precision by trigonometric polynomials, including the solution of linear and nonlinear periodic ordinary…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
In this paper, we study the extremal problem for the Strichartz inequality for the Schr\"{o}dinger equation on the $\mathbb{R} \times \mathbb{R}^2$; we provide a new proof to the characterization of the extremal functions. The only extremal…
Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…
We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…
We study the question of the existence of a dual extremal function for a bounded matrix function on the unit circle in connection with the problem of approximation by analytic matrix functions. We characterize the class of matrix functions,…
Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…
Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…
A unifying framework for some extremal problems on locally compact Abelian groups is considered, special cases of which include the Delsarte and Tur\'an extremal problems. A slight variation of the extremal problem is introduced and the…
In this paper, we present the solution to Kolmogorov's problem for the classes of multiply monotone and completely monotone functions together with its connections to the Markov moment problem, Hermite-Birkhoff interpolation problem, and…
We axiomatize and generalize Markov's approach to the continuity problem for Type 1 computable functions, i.e. the problem of finding sufficient conditions on a computable topological space to obtain a theorem of the form "computable…