Related papers: Riesz Means and Beurling Moving Averages
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…
In Arguin & Tai (2018), the authors prove the convergence of the two-overlap distribution at low temperature for a randomized Riemann zeta function on the critical line. We extend their results to prove the Ghirlanda-Guerra identities. As a…
In this paper, some inequalities of bounds for the Neuman-S\'{a}ndor mean in terms of weighted arithmetic means of two bivariate means are established. Bounds involving weighted arithmetic means are sharp.
We conjecture the true rate of growth of the maximum size of the Riemann zeta function and other $L$-functions. We support our conjecture using arguments from random matrix theory, conjectures for moments of $L$-functions, and also by…
In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which includes the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. Instead of using the Parzen…
We consider the convergence of moving averages in the general setting of ergodic theory or stationary ergodic processes. We characterize when there is universal convergence of moving averages based on complete convergence to zero of the…
In this paper we derive a new strong convergence theorem of Riesz logarithmic means of the one-dimensional Vilenkin-Fourier (Walsh-Fourier) series. The corresponding inequality is pointed out and it is also proved that the inequality is in…
We study bounds on the Riesz means of the mixed Steklov-Neumann and Steklov-Dirichlet eigenvalue problem on a bounded domain $\Omega$ in $\mathbb{R}^n$. The Steklov-Neumann eigenvalue problem is also called the sloshing problem. We obtain…
We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…
We use techniques of proof mining to extract computable and uniform rates of metastability (in the sense of Tao) for iterations of continuous functions on the unit interval, firstly (following earlier work of Gaspar) out of convergence…
When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by…
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
In this paper we describe the alternative approach to the sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of a distribution of the argument maximum. For a centered…
This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…
Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…
The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes…
A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…
The Nyman-Beurling criterion is an approximation problem in the space of square integrable functions on $(0,\infty)$, which is equivalent to the Riemann hypothesis. This involves dilations of the fractional part function by factors…