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Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We complete the picture how the asymptotic behavior of a dynamical system is reflected by properties of the associated Perron-Frobenius operator. Our main result states that strong convergence of the powers of the Perron-Frobenius operator…

Dynamical Systems · Mathematics 2017-03-30 Moritz Gerlach

This paper proves continuity of value functions in discounted periodic-review single-commodity total-cost inventory control problems with \revision{continuous inventory levels,} fixed ordering costs, possibly bounded inventory storage…

Optimization and Control · Mathematics 2022-07-27 Eugene A. Feinberg , David N. Kraemer

The main aim of the paper is to present a general version of the Fourier Tauberian theorem for monotone functions. This result, together with Berezin's inequality, allows us to obtain a refined version the Li-Yau estimate for the counting…

Spectral Theory · Mathematics 2007-05-23 Y Safarov

The aim of this work is to prove a Tauberian theorem for the Ingham summability method. The Tauberian theorem we prove is then applied to analyze asymptotics of mean values of multiplicative functions on natural numbers.

Number Theory · Mathematics 2011-04-12 Vytas Zacharovas

Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…

Dynamical Systems · Mathematics 2020-03-03 Jonathan Ben-Artzi , Baptiste Morisse

It is well known that the Fourier--Bohr coefficients of regular model sets exist and are uniformly converging, volume-averaged exponential sums. Several proofs for this statement are known, all of which use fairly abstract machinery. For…

Dynamical Systems · Mathematics 2023-08-15 Michael Baake , Alan Haynes

We prove the continuity and the H\"older equivalence w.r.t.\ an Euclidean distance of the value function associated with the $L^1$ cost of the control-affine system $\dot q = \drift(q)+\sum_{j=1}^m u_j f_j(q)$, satisfying the strong…

Optimization and Control · Mathematics 2019-02-20 Dario Prandi

We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…

Statistics Theory · Mathematics 2016-12-06 Adil Ahidar-Coutrix , Philippe Berthet

In this paper we give a representation formula for the limit of the fnite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon…

Optimization and Control · Mathematics 2014-07-01 Monica Motta , Caterina Sartori

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

An abstract convergence theorem for a class of generalized descent methods that explicitly models relative errors is proved. The convergence theorem generalizes and unifies several recent abstract convergence theorems. It is applicable to…

Optimization and Control · Mathematics 2017-11-22 Peter Ochs

The universal approximation theorem is generalised to uniform convergence on the (noncompact) input space $\mathbb{R}^n$. All continuous functions that vanish at infinity can be uniformly approximated by neural networks with one hidden…

Machine Learning · Computer Science 2024-03-05 Teun D. H. van Nuland

Level-based and share-based loss functions are asymptotically equivalent if, in the limit, their averages converge almost surely to a constant ratio. These loss functions take a target value and its realization as arguments and are often…

Statistics Theory · Mathematics 2025-11-20 Charles D. Coleman

This paper aims to explore the quasiasymptotic behavior of distributions through the fractional Hankel transform. We present Tauberian result that connects the asymptotic behavior of generalized functions in the Zemanian space with the…

Functional Analysis · Mathematics 2025-04-30 Sanja Atanasova , Smiljana Jakšić , Snježana Maksimović , Stevan Pilipović

In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between…

Optimization and Control · Mathematics 2023-10-25 Vincenzo Basco

Given an observation of the uniform empirical process $\alp_n$, its functional increments $\alp_n(u+a_n\cdot)-\alp_n(u)$ can be viewed as a single random process, when $u$ is distributed under the Lebesgue measure. We investigate the almost…

Statistics Theory · Mathematics 2012-01-27 Davit Varron

We study the asymptotic behavior of the solutions to a family of discounted Hamilton Jacobi equations, posed in the Euclidean N dimensional space, when the discount factor goes to zero. The ambient space being noncompact, we introduce an…

Analysis of PDEs · Mathematics 2019-08-05 Hitoshi Ishii , Antonio Siconolfi

In ergodic stochastic problems the limit of the value function $V_\lambda$ of the associated discounted cost functional with infinite time horizon is studied, when the discounted factor $\lambda$ tends to zero. These problems have been well…

Probability · Mathematics 2017-08-09 Juan Li , Nana Zhao

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori