Related papers: Bounding Ornstein-Uhlenbeck Processes and Alikes

Let $f(z)=\sum_{n=1}^\infty a(n)q^n\in S^{\text{new}}_ k (\Gamma_0(N))$ be a newform with squarefree level $N$ that does not have complex multiplication. For a prime $p$, define $\theta_p\in[0,\pi]$ to be the angle for which $a(p)=2p^{( k…

An approximate maximum likelihood method of estimation of diffusion parameters $(\vartheta,\sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We…

First, we provide an exposition of a theorem due to Slodkowski regarding the largest "eigenvalue" of a convex function. In his work on the Dirichlet problem, Slodkowski introduces a generalized second-order derivative which for $C^2$…

Let $(\lambda_-,\lambda_+)$ be a spectral gap of a periodic Schr\"odinger operator $A$ on the lattice ${\mathbb Z}^d$. Consider the operator $A(\alpha)=A-\alpha V$ where $V$ is a decaying positive potential on ${\mathbb Z}^d$. We study the…

We study spectral properties of Dirac operators on bounded domains $\Omega \subset \mathbb{R}^3$ with boundary conditions of electrostatic and Lorentz scalar type and which depend on a parameter $\tau\in\mathbb{R}$; the case $\tau = 0$…

In this note we consider autonomous SDEs admitting smooth invariant measures. We present a method in finding (almost everywhere) good bounds for $\sup \{\|X_t\|: t \in [0, T]\}$ for strong solutions $X_{\cdot}$ to such SDEs, which in many…

Let $S(t) = \tfrac{1}{\pi} \arg \zeta (\frac12 + it)$ be the argument of the Riemann zeta-function at the point $\tfrac12 + it$. For $n \geq 1$ and $t>0$ define its iterates \begin{equation*} S_n(t) = \int_0^t S_{n-1}(\tau) \,{\rm d}\tau\,…

Let $\{X,X_n,n\ge 1\}$ be a sequence of identically distributed, negatively dependent (NA) random variables under sub-linear expectations, and denote $S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. Assume that $h(\cdot)$ is a positive non-decreasing…

Let $\pi S(t)$ denote the argument of the Riemann zeta-function, $\zeta(s)$, at the point $s=\frac{1}{2}+it$. Assuming the Riemann hypothesis, we present two proofs of the bound $$ |S(t)| \leq \left(\tfrac{1}{4} + o(1) \right)\tfrac{\log…

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

We prove that among 1 and the odd zeta values $\zeta(3)$, $\zeta(5)$, \ldots, $\zeta(s)$, at least $ 0.21 \sqrt{s}/\sqrt{\log s}$ are linearly independent over the rationals, for any sufficiently large odd integer $s$. This is the first…

We obtain an a-priori $W_{loc}^{1,\infty }\ ( \Omega ;\mathbb{R}^{m}\ ) -$bound for solutions in $\Omega \subset \mathbb{R}^{n} $, $n\geq 2$, to the elliptic system \begin{equation*} \sum_{i=1}^{n}\frac{\partial }{\partial x_{i}}\ (…

We strengthen and generalise a result of Kirsch and Simon on the behaviour of the function $N_L(E)$, the number of bound states of the operator $L = \Delta+V$ in $\R^d$ below $-E$. Here $V$ is a bounded potential behaving asymptotically…

We concern a family $\{(u_{\varepsilon},v_{\varepsilon})\}_{\varepsilon > 0}$ of solutions of the Lane-Emden system on a smooth bounded convex domain $\Omega$ in $\mathbb{R}^N$ \[\begin{cases} -\Delta u_{\varepsilon} = v_{\varepsilon}^p…

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

Suppose that a solution $\widetilde{\mathbf{x}}$ to an underdetermined linear system $\mathbf{b} = \mathbf{A} \mathbf{x}$ is given. $\widetilde{\mathbf{x}}$ is approximately sparse meaning that it has a few large components compared to…

Let $(X_t)_{t \ge 0}$ be the solution of the stochastic differential equation $$dX_t = b(X_t) dt+A dZ_t, \quad X_{0}=x,$$ where $b: \mathbb{R}^d \rightarrow \mathbb R^d$ is a Lipschitz function, $A \in \mathbb R^{d \times d}$ is a positive…

Spectral properties of bounded linear operators play a crucial role in several areas of mathematics and physics. For each self-adjoint, trace-class operator $O$ we define a set $\Lambda_n\subset \mathbb{R}$, and we show that it converges to…

A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…