Related papers: Exponential approximation and Stein's method of ex…
We provide a recursive method for constructing product formula approximations to exponentials of commutators, giving the first approximations that are accurate to arbitrarily high order. Using these formulas, we show how to approximate…
A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…
In this paper we are interested in the approximation of fractional powers of self-adjoint positive operators. Starting from the integral representation of the operators, we apply the trapezoidal rule combined with a single-exponential and a…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
We consider the distribution of cycle counts in a random regular graph, which is closely linked to the graph's spectral properties. We broaden the asymptotic regime in which the cycle counts are known to be approximately Poisson, and we…
We introduce a new method for Estimation of Signal Parameters based on Iterative Rational Approximation (ESPIRA) for sparse exponential sums. Our algorithm uses the AAA algorithm for rational approximation of the discrete Fourier transform…
We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F(\xi_n,\xi_{2n},...,\xi_{\ell n})-\bar F)$.
In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the…
We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
We show that the evolution equation of the effective potential in the auxiliary mass method corresponds to a leading approximation of a certain series. This series is derived from an evolution equation of an effective action using a…
The form factor of the unitary group U(N) endowed with the Haar measure characterizes the correlations within the spectrum of a typical unitary matrix. It can be decomposed into a sum over pairs of ``periodic orbits'', where by periodic…
In this paper, we derive a new method for optimal $\ell^{1}$- and $\ell^2$-approximation of discrete signals on ${\mathbb N}_{0}$ whose entries can be represented as an exponential sum of finite length. Our approach employs Prony's method…
In this article, we analyze the approximation properties of the new family of Durrmeyer type exponential sampling operators. We derive the point-wise and uniform approximation theorem and Voronovskaya type theorem for these generalized…
We explain the recent numerical successes obtained by Tao Xiang's group, who developed and applied Tensor Renormalization Group methods for the Ising model on square and cubic lattices, by the fact that their new truncation method sharply…
This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…