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Related papers: On moving averages

200 papers

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik

The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…

Probability · Mathematics 2024-06-21 Yuri Kifer

For any measure preserving system $(X,\mathcal{B},\mu,T_1,\ldots,T_d),$ where we assume no commutativity on the transformations $T_i,$ $1\leq i\leq d,$ we study the pointwise convergence of multiple ergodic averages with iterates of…

Dynamical Systems · Mathematics 2017-11-07 Sebastián Donoso , Andreas Koutsogiannis , Wenbo Sun

We show that, in general, the translational average over a spatial variable---discussed by Backus \cite{backus}, and referred to as the equivalent-medium average---and the rotational average over a symmetry group at a point---discussed by…

Geophysics · Physics 2017-12-20 Len Bos , David R. Dalton , Michael A. Slawinski

In this paper, we extend recent results on the convergence of ergodic averages along sequences generated by return times to shrinking targets in rapidly mixing systems, partially answering questions posed by the first author, Maass and the…

Dynamical Systems · Mathematics 2026-03-03 Sebastián Donoso , Sovanlal Mondal , Vicente Saavedra-Araya

In this paper we introduce and study a class of structured set-valued operators which we call union averaged nonexpansive. At each point in their domain, the value of such an operator can be expressed as a finite union of single-valued…

Optimization and Control · Mathematics 2020-04-06 Minh N. Dao , Matthew K. Tam

In this paper, we present some common fixed point theorems for a commuting pair of mappings, including a generalized nonexpansive single valued mapping and a generalized nonexpansive multivalued mapping in strictly convex Banach spaces. The…

Functional Analysis · Mathematics 2011-02-09 Ali Abkar , Mohammad Eslamian

The paper considers an extension of factor analysis to moving average processes. The problem is formulated as a rank minimization of a suitable spectral density. It is shown that it can be adequately approximated via a trace norm convex…

Optimization and Control · Mathematics 2015-08-26 Mattia Zorzi , Rodolphe Sepulchre

We offer a generalization of the recent result of Tao (building on earlier results of Conze and Lesigne, Furstenberg and Weiss, Zhang, Host and Kra, Frantzikinakis and Kra and Ziegler) that the nonconventional ergodic averages associated to…

Dynamical Systems · Mathematics 2009-02-25 Tim Austin

For a Dunford-Schwartz operator in the $L^p-$space, $1\leq p< \infty$ , of an arbitrary measure space, we prove pointwise convergence of the conventional and Besicovitch weighted ergodic averages. Pointwise convergence of various types of…

Functional Analysis · Mathematics 2016-09-21 Vladimir Chilin , Dogan Comez , Semyon Litvinov

In this work, we consider a continuous dynamical system associated with the fixed point set of a nonexpansive operator which was originally studied by Bo\c{t} & Csetnek (2015). Our main results establish convergence rates for the system's…

Optimization and Control · Mathematics 2021-06-09 Ernö Robert Csetnek , Andrew Eberhard , Matthew K. Tam

Let $(X, \mathcal{B}, \mu)$ be a probability measure space and $T_1$, $T_2$, $T_3$ three not necessarily commuting measure preserving transformations on $(X, \mathcal{B}, \mu)$. We prove that for all bounded functions $f_1$, $f_2$, $f_3$…

Dynamical Systems · Mathematics 2007-05-23 Idris Assani

To provide generalized solutions if a given problem admits no actual solution is an important task in mathematics and the natural sciences. It has a rich history dating back to the early 19th century when Carl Friedrich Gauss developed the…

Functional Analysis · Mathematics 2011-02-09 Heinz H. Bauschke , Xianfu Wang , Calvin J. S. Wylie

Let $(X,\mathcal{B},\mu, T)$ be a measure preserving system. We prove the pointwise convergence of the averages $$\frac{1}{N^2}\sum_{n,m= 0}^{N-1} f_1(T^nx)f_2(T^mx)f_3(T^{n+m}x)$$ and of similar averages with seven bounded functions.

Dynamical Systems · Mathematics 2007-05-23 Idris Assani

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

Optimization and Control · Mathematics 2026-05-21 Nicholas Pischke

In this note we prove convexity, in the sense of Colding-Naber, of the regular set of solutions to some complex Monge-Ampere equations with conical singularities along simple normal crossing divisors. In particular, any two points in the…

Differential Geometry · Mathematics 2014-07-07 Ved V. Datar

The problem of imaging of a moving target is formulated as a Coefficient Inverse Problem for a hyperbolic equation with its coefficient depending on all three spatial variables and time. As the initial condition, the point source running…

Numerical Analysis · Mathematics 2025-12-23 Michael V. Klibanov , Jingzhi Li , Vladimir G. Romanov , Zhipeng Yang

We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…

Probability · Mathematics 2009-06-25 Kenneth Falconer , Ronan Le Guével , Jacques Lévy-Véhel

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta