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For suitable families of locally infinitely divisible Markov processes $\{\xi^{{\epsilon}}_t\}_{0\leq t\leq T}$ with frequent small jumps depending on a small parameter $\epsilon>0,$ precise asymptotics for large deviations of integral…
In the present work, the notion of Cubic Spline Super Fractal Interpolation Function (SFIF) is introduced to simulate an object that depicts one structure embedded into another and its approximation properties are investigated. It is shown…
We suggest new closely related methods for numerical inversion of $Z$-transform and Wiener-Hopf factorization of functions on the unit circle, based on sinh-deformations of the contours of integration, corresponding changes of variables and…
Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal…
The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…
We generalize the exponential family of probability distributions. In our approach, the exponential function is replaced by a $\varphi$-function, resulting in a $\varphi$-family of probability distributions. We show how $\varphi$-families…
BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…
The inverse of the error function, $\operatorname{inverf}(x),$ has applications in diffusion problems, chemical potentials, ultrasound imaging, etc. We analyze the derivatives $\frac{d^{n}}{dz^{n}} \operatorname*{inverf}(z) |_{z=0}$, as…
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…
The renormalization of composite operators is a fundamental aspect of quantum field theory, relevant for the description of phase transitions and high energy phenomenology. We calculate the anomalous dimensions of a large set of operators…
We investigate the structure of Polchinski's formulation of the flow equations for the continuum Wilson effective action. Reinterpretations in terms of I.R. cutoff greens functions are given. A promising non-perturbative approximation…
Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…
The generalised Gegenbauer functions of fractional degree (GGF-Fs), denoted by ${}^{r\!}G^{(\lambda)}_\nu(x)$ (right GGF-Fs) and ${}^{l}G^{(\lambda)}_\nu(x)$ (left GGF-Fs) with $x\in (-1,1),$ $\lambda>-1/2$ and real $\nu\ge 0,$ are special…
Using geometric considerations, we provide a clear derivation of the integral representation for the error function, known as the Craig formula. We calculate the corresponding power series expansion and prove the convergence. The same…
Consider the Mills ratio $f(x)=\big(1-\Phi(x)\big)/\phi(x), \, x\ge 0$, where $\phi$ is the density function of the standard Gaussian law and $\Phi$ its cumulative distribution.We introduce a general procedure to approximate $f$ on the…
We investigate the rational approximation of fractional powers of unbounded positive operators attainable with a specific integral representation of the operator function. We provide accurate error bounds by exploiting classical results in…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
In this article, we obtain explicit approximations of the modified error function introduced in Cho, Sunderland. Journal of Heat Transfer 96-2 (1974), 214-217, as part of a Stefan problem with a temperature-dependent thermal conductivity.…
In this paper we show how to find the exact error (not just an estimate of the error) of a conforming mixed approximation by using the functional type a posteriori error estimates in the spirit of Repin. The error is measured in a mixed…
We establish asymptotic estimates for the least upper bounds of approximations in the uniform metric by Fourier sums of order $n-1$ of classes of $2\pi$-periodic Weyl--Nagy differentiable functions, $W^r_{\beta,p}, 1\le p\le \infty,…