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We seek random versions of some classical theorems on complex approximation by polynomials and rational functions, as well as investigate properties of random compact sets in connection to complex approximation.
The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…
Derivative-matching approximations are constructed as power series built from functions. The method assumes the knowledge of special values of the Bell polynomials of the second kind, for which we refer to the literature. The presented…
In this article, after recalling and discussing the conventional extremality, local extremality, stationarity and approximate stationarity properties of collections of sets and the corresponding (extended) extremal principle, we focus on…
Asymptotic approximations of the first three cumulants of the quasi-stationary distribution of the stochastic power law logistic model are derived. The results are based on a system of ODEs for the first three cumulants. We deviate from the…
In this paper we study time semi-discrete approximations of a class of polynomially stable infinite dimensional systems modeling the damped vibrations. We prove that adding a suitable numerical viscosity term in the numerical scheme, one…
The perimeter and area generating functions of exactly solvable polygon models satisfy q-functional equations, where q is the area variable. The behaviour in the vicinity of the point where the perimeter generating function diverges can…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
We study nonstationary dynamical systems formed by sequential concatenation of nonuniformly expanding maps with a uniformly expanding first return map. Assuming a polynomially decaying upper bound on the tails of first return times that is…
We describe polynomials of the best uniform approximation to sgn(x) on the union of two intervals in terms of special conformal mappings. This permits us to find the exact asymptotic behavior of the error of this approximation.
Multiple binomial sums form a large class of multi-indexed sequences, closed under partial summation, which contains most of the sequences obtained by multiple summation of products of binomial coefficients and also all the sequences with…
This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some of the output variables are also input variables, linked by a linear dependency. Fundamental examples…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
Hooley proved that if $f\in \Bbb Z [X]$ is irreducible of degree $\ge 2$, then the fractions $\{ r/n\}$, $0<r<n$ with $f(r)\equiv 0\pmod n$, are uniformly distributed in $(0,1)$. In this paper we study such problems for reducible…
Given a nonnegative polynomial f, we provide an explicit expression for its best $\ell_1$-norm approximation by a sum of squares of given degree.
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random…
Polynomial remainder sequences contain the intermediate results of the Euclidean algorithm when applied to (non-)commutative polynomials. The running time of the algorithm is dependent on the size of the coefficients of the remainders.…
While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this convergence for a particular equation with quadratic…
This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…