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This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…

High Energy Physics - Phenomenology · Physics 2010-11-11 Fred James , Jiri Hoogland , Ronald Kleiss

Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

Optimization and Control · Mathematics 2018-04-17 Patrick L. Combettes , Jean-Christophe Pesquet

We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…

Statistics Theory · Mathematics 2025-08-20 José A. Adell , J. T. Alcalá , C. Sangüesa

The use of Fermat-Torricelli points can be an effective mathematical tool for analyzing numerical series that have a large variance, a pronounced nonlinear trend, or do not have a normal distribution of a random variable. Linear…

Risk Management · Quantitative Finance 2024-08-20 Sergey Yekimov

We present some results concerning the almost sure behaviour of the operator norm or random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some…

Probability · Mathematics 2008-03-24 Radosław Adamczak

A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…

Statistics Theory · Mathematics 2026-04-28 Mikhail Ermakov

Let $M$ be a semifinite von Neumann algebra and $T$ a positive contraction on both $L^1(M)$ and $L^\infty(M)$. We consider ergodic averages along a random sparse subsequence determined by independent Bernoulli variables $(X_n)_{n\geq 1}$…

Operator Algebras · Mathematics 2026-04-29 Christian Le Merdy , Safoura Zadeh

Inspired by the success of recent data augmentation methods for signals which act on time-frequency representations, we introduce an operator which convolves the short-time Fourier transform of a signal with a specified kernel. Analytical…

Functional Analysis · Mathematics 2025-10-17 Simon Halvdansson

We control a broad class of singular (or "rough") Fourier multipliers by geometrically-defined maximal operators via general weighted $L^2(\mathbb{R})$ norm inequalities. The multipliers involved are related to those of Coifman--Rubio de…

Classical Analysis and ODEs · Mathematics 2016-01-20 Jonathan Bennett

In a recent paper (Efron (2004)), Efron pointed out that an important issue in large-scale multiple hypothesis testing is that the null distribution may be unknown and need to be estimated. Consider a Gaussian mixture model, where the null…

Statistics Theory · Mathematics 2009-11-20 Jiashun Jin , Jie Peng , Pei Wang

We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…

Mathematical Physics · Physics 2021-07-13 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

The classical sampling theorem for bandlimited functions has recently been generalized to apply to so-called bandlimited operators, that is, to operators with band-limited Kohn-Nirenberg symbols. Here, we discuss operator sampling versions…

Functional Analysis · Mathematics 2009-03-06 Yoon Mi Hong , Goetz E. Pfander

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…

Statistics Theory · Mathematics 2025-06-23 Omar Al-Ghattas , Daniel Sanz-Alonso

The computation of wave-energy distributions in the mid-to-high frequency regime can be reduced to ray-tracing calculations. Solving the ray-tracing problem in terms of an operator equation for the energy density leads to an inhomogeneous…

Chaotic Dynamics · Physics 2020-10-28 J Slipantschuk , M Richter , D J Chappell , G Tanner , W Just , O F Bandtlow

We study double ergodic averages with respect to two general commuting transformations and establish a sharp quantitative result on their convergence in the norm. We approach the problem via real harmonic analysis, using recently developed…

Dynamical Systems · Mathematics 2019-02-01 Polona Durcik , Vjekoslav Kovač , Kristina Ana Škreb , Christoph Thiele

We extend some previous results of our work [1] on the error of the averaging method, in the one-frequency case. The new error estimates apply to any separating family of seminorms on the space of the actions; they generalize our previous…

Mathematical Physics · Physics 2011-02-18 Carlo Morosi , Livio Pizzocchero

In this survey we review useful tools that naturally arise in the study of pointwise convergence problems in analysis, ergodic theory and probability. We will pay special attention to quantitative aspects of pointwise convergence phenomena…

Dynamical Systems · Mathematics 2022-09-07 Mariusz Mirek , Tomasz Z. Szarek , James Wright

A subshift with linear block complexity has at most countably many ergodic measures, and we continue of the study of the relation between such complexity and the invariant measures. By constructing minimal subshifts whose block complexity…

Dynamical Systems · Mathematics 2019-02-26 Van Cyr , Bryna Kra

We present a sublinear randomized algorithm to compute a sparse Fourier transform for nonequispaced data. Suppose a signal S is known to consist of N equispaced samples, of which only L<N are available. If the ratio p=L/N is not close to 1,…

Numerical Analysis · Mathematics 2007-05-23 Jing Zou

Based on Beurling's theory of balayage, we develop the theory of non-uniform sampling in the context of the theory of frames for the settings of the Short Time Fourier Transform and pseudo-differential operators. There is sufficient…

Functional Analysis · Mathematics 2013-10-10 Enrico Au-Yeung , John J. Benedetto
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