Related papers: Equilibrium problems for Raney densities
This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…
Starting from an A-stable rational approximation to $\rm{e}^z$ of order $p$, $$r(z)= 1+ z+ \cdots + z^p/ p! + O(z^{p+1}),$$ families of stable methods are proposed to time discretize abstract IVP's of the type $u'(t) = A u(t) + f(t)$. These…
This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noises. The main…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We prove general equidistribution statements (both conditional and unconditional) relating to the Fourier coefficients of arithmetically normalized holomorphic Hecke cusp forms $f_1,\ldots,f_k$ without complex multiplication, of equal…
In this paper, we establish the existence of the efficient solutions for polynomial vector optimization problems on a nonempty closed constraint set without any convexity and compactness assumptions. We first introduce the relative…
We study an initial-boundary value problem for the incompressible Navier-Stokes-Cahn-Hilliard system with non-constant density proposed by Abels, Garcke and Gr\"{u}n in 2012. This model arises in the diffuse interface theory for binary…
Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…
The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…
Given a matrix $A$ with integer entries, a subset $S$ of an abelian group and $r \in \mathbb N$, we say that $S$ is $(A,r)$-Rado if any $r$-colouring of $S$ yields a monochromatic solution to the system of equations $Ax=0$. A classical…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…
We consider the problem of approximating the empirical Shannon entropy of a high-frequency data stream under the relaxed strict-turnstile model, when space limitations make exact computation infeasible. An equivalent measure of entropy is…
This article considers the problem of diffraction by a wedge consisting of two semi-infinite periodic arrays of point scatterers. The solution is obtained in terms of two coupled systems, each of which is solved using the discrete…
The decision problem of perfect matchings in uniform hypergraphs is famously an NP-complete problem. It has been shown by Keevash--Knox--Mycroft [STOC, 2013] that for every $\varepsilon>0$, such decision problem restricted to $k$-uniform…
We study boundary regularity at the infinity point $\boldsymbol{\infty}$ for nonlinear elliptic equations of $p$-Laplace type in unbounded open sets $\Omega \subset \mathbf{R}^n$. We consider the case $p \ge n \ge 2$ and characterize the…
We introduce the $q,t$-Catalan measures, a sequence of piece-wise polynomial measures on $\mathbb{R}^2$. These measures are defined in terms of suitable area, dinv, and bounce statistics on continuous families of paths in the plane, and…
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
The subspace approximation problem Subspace($k$,$p$) asks for a $k$-dimensional linear subspace that fits a given set of points optimally, where the error for fitting is a generalization of the least squares fit and uses the $\ell_{p}$ norm…