Related papers: Pointwise analog of the Ste\v{c}kin approximation …

We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…

This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…

We suggest a new approach to Artin's constant that leads to its representation as an infinite sum divided by another infinite sum. The same approach works well for Stephens' constant and higher rank Artin's constants. The main results are…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

In the present paper we prove a Stieltjes type theorem on the convergence of a sequence of rational functions associated with a mixed type Hermite-Pad\'e approximation problem of a Nikishin system of functions and analyze the ratio…

Vapnik--Chervonenkis' theorem is a seminal result in machine learning. It establishes sufficient conditions for empirical probabilities to converge to theoretical probabilities, uniformly over families of events. It also provides an…

In this paper we study optimal stopping problems for nonlinear Markov processes driven by a McKean-Vlasov SDE and aim at solving them numerically by Monte Carlo. To this end we propose a novel regression algorithm based on the corresponding…

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

We present Korovkin approximation theorems that incorporate summability methods. These result allows us to obtain a unified treatment of several previous results, focusing on the underlying structure and the properties that a summability…

A rigorous convergence analysis of the Strang splitting algorithm with a discontinuous Galerkin approximation in space for the Vlasov--Poisson equations is provided. It is shown that under suitable assumptions the error is of order…

We study strong approximation of the equation N_{L/k}(x) = \prod_{i=1}^n p_i(t) where L/k is a finite extension of number fields and p_i(t)'s are distinct irreducible polynomials over k. We prove this equation satisfies strong approximation…

We give a probabilistic interpretation of the coefficients of the elementary symmetric function expansion of the chromatic quasisymmetric function for any unit interval graph. As a corollary, we prove the Stanley--Stembridge conjecture.

An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on…

We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm.

We develop a general framework for the analysis of approximations to stochastic scalar conservation laws. Our aim is to prove, under minimal consistency properties and bounds, that such approximations are converging to the solution to a…

We obtain direct and inverse approximation theorems of functions of several variables by Taylor-Abel-Poisson means in the integral metrics. We also show that norms of multipliers in the spaces $L_{p,Y}(\mathbb T^d)$ are equivalent for all…

A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The representation involves both an exponential and a branching process. The stochastic representation, besides providing an alternative existence…

Let F be a number field, and let F\subset K be a field extension of degree n. Suppose that we are given 2r sufficiently general linear polynomials in r variables over F. Let X be the variety over F such that the F-points of X bijectively…

We prove approximation results about sequences of Berezin transforms of finite sums of finite product of Toeplitz operators (and bounded linear maps, in general) in the spirit of Ramadanov and Skwarczynski theorems that are about…

We study how well moments of sums of independent symmetric random variables with logarithmically concave tails may be approximated by moments of Gaussian random variables.