Related papers: Saddle-point integration of $C_\infty$ "bump" func…
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
We develop the theory of a new type of asymptotic expansions for functions of two variables the coefficients of which contain functions of one of the variables as well as functions of the quotient of these two variables. These combined…
We develop the theory of a new type of asymptotic expansions for functions of two variables the coefficients of which contain functions of one of the variables as well as functions of the quotient of these two variables. These combined…
An integer is said to be $y$-friable if its greatest prime factor is less than $y$. In this paper, we obtain estimates for exponential sums over $y$-friable numbers up to $x$ which are non-trivial when $y \geq \exp\{c \sqrt{\log x} \log…
In this paper we provide a reconstruction algorithm for piecewise-smooth functions with a-priori known smoothness and number of discontinuities, from their Fourier coefficients, posessing the maximal possible asymptotic rate of convergence…
The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…
This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…
We provide a comprehensive analysis of spot volatility inference in pure-jump semimartingales under two asymptotic settings: fixed-$k$, where each local window uses a fixed number of observations, and large-$k$, where this number grows with…
A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…
We examine convergent representations for the sum of a decaying exponential and a Bessel function in the form \[\sum_{n=1}^\infty \frac{e^{-an}}{(\frac{1}{2} bn)^\nu}\,J_\nu(bn),\] where $J_\nu(x)$ is the Bessel function of the first kind…
Instead of sampling a function at a single point, average sampling takes the weighted sum of function values around the point. Such a sampling strategy is more practical and more stable. In this note, we present an explicit method with an…
The elementary resolution of singularities algorithm of the author's earlier paper (math.CA/0609217) is developed further, replacing the quasibump functions in the blown up coordinates with the characteristic function of a rectangle times a…
We consider a combined state and drift estimation problem for the linear stochastic heat equation. The infinite-dimensional Bayesian inference problem is formulated in terms of the Kalman-Bucy filter over an extended state space, and its…
The Fourier-based analysis customarily employed to analyze the dynamics of a simple pendulum is here revisited to propose an elementary iterative scheme aimed at generating a sequence of analytical approximants of the exact law of motion.…
We present efficient approximation of the error function obtained by Fourier expansion of the exponential function $\exp [{- {(t - 2 \sigma)^2}/4}]$. The error analysis reveals that it is highly accurate and can generate numbers that match…
We introduce block maps for subfactors and study their dynamic systems. We prove that the limit points of the dynamic system are positive multiples of biprojections and zero. For the Z2 case, the asymptotic phenomenon of the block map…
This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…
This contribution presents an asymptotic formulation for the stick-slip behaviour of incomplete contacts under oscillatory variation of normal load, moment, shear load and differential bulk tension. The asymptotic description allows us not…