Related papers: V. Markov's problem for monotone polynomials
Explicit solution of an infinite horizon optimal stopping problem for a Levy processes with a polynomial reward function is given, in terms of the overall supremum of the process, when the solution of the problem is one-sided. The results…
We consider a natural $q$-deformation of the classical Markov numbers. This $q$-deformation is closely related to $q$-deformed rational numbers recently introduced by two of us. Both notions, those of $q$-rationals and $q$-Markov numbers,…
We study the problem of minimizing the supremum norm, on a segment of the real line or on a compact set in the plane, by polynomials with integer coefficients. The extremal polynomials are naturally called integer Chebyshev polynomials.…
For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…
Markov's inequality for algebraic polynomials on $\left[-1,1\right]$ goes back to more than a century and it is widely used in approximation theory. Its asymptotically sharp form for unions of finitely many intervals has been found only in…
We study inequalities connecting a product of uniform norms of polynomials with the norm of their product. Generalizing Gel'fond-Mahler inequality for the unit disk and Kneser-Borwein inequality for the segment $[-1,1]$, we prove an…
A family of recently investigated Bernstein functions is revisited and those functions for which the derivatives are logarithmically completely monotonic are identified. This leads to the definition of a class of Bernstein functions, which…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
According to the Kouchnirenko theorem, for a generic (precisely non-degenerate in the Kouchnirenko sense) isolated singularity $f$ its Milnor number $\mu (f)$ is equal to the Newton number $\nu (\Gamma_{+}(f))$ of a combinatorial object…
Let $w_{\lambda}(t) := (1-t^2)^{\lambda-1/2}$, where $\lambda > -\frac{1}{2}$, be the Gegenbauer weight function, let $\|\cdot\|_{w_{\lambda}}$ be the associated $L_2$-norm, $$ \|f\|_{w_{\lambda}} = \left\{\int_{-1}^1 |f(x)|^2…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…
We find a new formula for the orthonormal polynomials corresponding to a measure mu on the unit circle whose Verblunsky coefficients are periodic. The formula is presented using the Chebyshev polynomials of the second kind and the…
A quadrature rule of a measure $\mu$ on the real line represents a convex combination of finitely many evaluations at points, called nodes, that agrees with integration against $\mu$ for all polynomials up to some fixed degree. In this…
The Numerov method for linear second-order differential equations is generalized to include equations containing a first derivative term. The method presented has the same degree of accuracy as the ordinary Numerov sixth-order method. A…
The estimates of the uniform norm of the Chebyshev polynomials associated with a compact set $K$ in the complex plane are established. These estimates are exact (up to a constant factor) in the case where $K$ consists of a finite number of…
In this paper, we present a novel stochastic method for solving variational inequalities (VI) in the context of Markovian noise. By leveraging Extragradient technique, we can productively solve VI optimization problems characterized by…
This is an English translation of the paper in which N. I. Akhiezer discovered his famous orthogonal polynomials on two intervals in a connection with a generalization of the Korkin-Zolotarev (Korkine-Zolotaref) problem (see the small…
Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Markov's inequality. It states that a non-negative…
This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…