Related papers: Bounding Ornstein-Uhlenbeck Processes and Alikes

As the default optimizer for training large language models, AdamW has achieved remarkable success in deep learning. However, its convergence behavior is not theoretically well-understood. This paper establishes the convergence rate…

We study the problem of approximating stationary points of Lipschitz and smooth functions under $(\varepsilon,\delta)$-differential privacy (DP) in both the finite-sum and stochastic settings. A point $\widehat{w}$ is called an…

We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for…

It is shown that the maximum of $|\zeta(1/2+it)|$ on the interval $T^{1/2}\le t \le T$ is at least $\exp\left((1/\sqrt{2}+o(1)) \sqrt{\log T \log\log\log T/\log\log T}\right)$. Our proof uses Soundararajan's resonance method and a certain…

Let $G$ be a $d$-regular graph $G$ on $n$ vertices. Suppose that the adjacency matrix of $G$ is such that the eigenvalue $\lambda$ which is second largest in absolute value satisfies $\lambda=o(d)$. Let $G_p$ with $p=\frac{\alpha}{d}$ be…

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

In this paper we study differential operators of the form \begin{align*} \left[\mathcal{L}_\infty v \right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x) \right\rangle - Bv(x), \,x \in \mathbb{R}^d, \,d \geqslant 2, \end{align*} for…

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

We show that for an Erd\H{o}s-R\'{e}nyi graph on $N$ vertices with expected degree $d$ satisfying $\log^{-1/9}N\leq d\leq \log^{1/40}N$, the largest eigenvalues can be precisely determined by small neighborhoods around vertices of close to…

Let $f$ be a Rademacher or a Steinhaus random multiplicative function. Let $\varepsilon>0$ small. We prove that, as $x\rightarrow +\infty$, we almost surely have $$\bigg|\sum_{\substack{n\leq x\\…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

We study the bias and the mean-squared error of the maximum likelihood estimators (MLE) of parameters associated with a two-parameter mean-reverting process for a finite time $T$. Using the likelihood ratio process, we derive the…

Consider a multidimensional SDE of the form $X_t = x+\int_{0}^{t} b(X_{s-})ds+\int{0}^{t} f(X_{s-})dZ_s$ where $(Z_s)_{s\ge 0}$ is a symmetric stable process. Under suitable assumptions on the coefficients the unique strong solution of the…

For an $n$-by-$n$ complex matrix $A$, we define its zero-dilation index $d(A)$ as the largest size of a zero matrix which can be dilated to $A$. This is the same as the maximum $k$ ($\ge 1$) for which 0 is in the rank-$k$ numerical range of…

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

Superpositions of Ornstein-Uhlenbeck processes allow a flexible dependence structure, including long range dependence for OU-type processes. Their complex asymptotics are governed by three effects: the behavior of the L\'evy measure both at…

Let $X_{m} = G_{1}\ldots G_{m}$ denote the product of $m$ independent random matrices of size $N \times N$, with each matrix in the product consisting of independent standard Gaussian variables. Denoting by $N_{\mathbb{R}}(m)$ the total…

We prove that for all values of the edge probability p(n) the largest eigenvalue of a random graph G(n,p) satisfies almost surely: \lambda_1(G)=(1+o(1))max{\sqrt{\Delta},np}, where \Delta is a maximal degree of G, and the o(1) term tends to…

Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…

We combine our version of the resonance method with certain convolution formulas for $\zeta(s)$ and $\log\, \zeta(s)$. This leads to a new $\Omega$ result for $|\zeta(1/2+it)|$: The maximum of $|\zeta(1/2+it)|$ on the interval $1 \le t \le…