Related papers: On Vaughan's approximation: The first moment
This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix…
We consider first passage percolation (FPP) on T_d x Z, where T_d is the d-regular tree (d>=3). It is shown that for a fixed vertex v in the tree, the fluctuation of the distance in the FPP metric between the points (v,0) and (v,n) is of…
We obtain an initial value representation for the quantum Loschmidt echo from the semiclassical theory of Wigner function evolution, together with classical first-order perturbation theory. In the limit of small actions, the amplitude of…
We study the conjugacy approximation method in the context of Bayesian ranking and selection with unknown correlations. Under the assumption of normal-inverse-Wishart prior distribution, the posterior distribution remains a…
Recently, many results have been established drawing a parallel between Bernoulli percolation and models given by levels of smooth Gaussian fields with unbounded, strongly decaying correlation. In a previous work with D. Gayet , we started…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…
We investigate performance of approximations put forth in \citeNP{[Malinovskii 2017a]} and \citeNP{[Malinovskii 2017b]} for the distribution of the time of first level $u$ crossing by the random process $\homV{s}-cs$, $s>0$, where…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…
In the thirties of the last century, I. M. Vinogradov proved that the inequality $||p\alpha||\le p^{-1/5+\varepsilon}$ has infinitely prime solutions $p$, where $||.||$ denotes the distance to a nearest integer. This result has subsequently…
Instead of a strong quantitative form of the Hardy-Littlewood prime $k$-tuple conjecture, one can assume an average form of it and still obtains the same distribution result on $\psi(x+h) - \psi(x)$ by Montgomery and Soundararajan [1].
We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…
We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…
A method for computing the mixed moments of (not necessarily commutative) random vectors from the first order moments, the $q$-commutators between the annihilation and creation operators, and the $q$-commutators between the annihilation and…
We modify the path integral representation of exciton transport in open quantum systems such that an exact description of the quantum fluctuations around the classical evolution of the system is possible. As a consequence, the time…
Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…