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We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated variance IV proposed in Mancini 2009 is…

Statistical Finance · Quantitative Finance 2017-08-16 José E. Figueroa-López , Cecilia Mancini

The random greedy algorithm for constructing a large partial Steiner-Triple-System is defined as follows. Begin with a complete graph on $n$ vertices and proceed to remove the edges of triangles one at a time, where each triangle removed is…

Combinatorics · Mathematics 2012-10-29 Tom Bohman , Alan Frieze , Eyal Lubetzky

Let $\Sigma_d^{++}$ be the set of positive definite matrices with determinant 1 in dimension $d\ge 2$. Identifying any two $SL_d(\mathbb{Z})$-congruent elements in $\Sigma_d^{++}$ gives rise to the space of reduced quadratic forms of…

Number Theory · Mathematics 2016-07-18 Faustin Adiceam , Evgeniy Zorin

We prove that $(1+o(1))\sqrt{e/n}$ is the sharp threshold for the appearance of the square of a Hamilton cycle in $G(n,p)$, confirming the conjecture of Kahn, Narayanan, and Park. We also find the exact asymptotics of the threshold for the…

Combinatorics · Mathematics 2025-06-26 Maksim Zhukovskii

We consider the problem of evaluating $I(\varphi):=\int_{[0,1)^s}\varphi(x) dx$ for a function $\varphi \in L^2[0,1)^{s}$. In situations where $I(\varphi)$ can be approximated by an estimate of the form $N^{-1}\sum_{n=0}^{N-1}\varphi(x^n)$,…

Computation · Statistics 2015-06-09 Mathieu Gerber

We design new approximation algorithms for the Multiway Cut problem, improving the previously known factor of 1.32388 [Buchbinder et al., 2013]. We proceed in three steps. First, we analyze the rounding scheme of Buchbinder et al., 2013 and…

Data Structures and Algorithms · Computer Science 2014-05-13 Ankit Sharma , Jan Vondrák

For $k \geq 4$, we establish that $p = (e/n)^{1/k}$ is a sharp threshold for the existence of the $k$-th power $H$ of a Hamilton cycle in the binomial random graph model. Our proof builds upon an approach by Riordan based on the second…

Combinatorics · Mathematics 2025-02-21 Tamás Makai , Matija Pasch , Kalina Petrova , Leon Schiller

Recently, Brandt, Maus and Uitto [PODC'19] showed that, in a restricted setting, the dependency of the complexity of the distributed Lov\'asz Local Lemma (LLL) on the chosen LLL criterion exhibits a sharp threshold phenomenon: They proved…

Data Structures and Algorithms · Computer Science 2020-06-09 Sebastian Brandt , Christoph Grunau , Václav Rozhoň

In 1977, Strassen presented a deterministic and rigorous algorithm for solving the problem of computing the prime factorization of natural numbers $N$. His method is based on fast polynomial arithmetic techniques and runs in time…

Number Theory · Mathematics 2019-10-22 Markus Hittmeir

This paper considers the problem of completing a rating matrix based on sub-sampled matrix entries as well as observed social graphs and hypergraphs. We show that there exists a \emph{sharp threshold} on the sample probability for the task…

Machine Learning · Computer Science 2026-05-29 Zhongtian Ma , Qiaosheng Zhang , Zhen Wang

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

Hittmeir recently presented a deterministic algorithm that provably computes the prime factorisation of a positive integer $N$ in $N^{2/9+o(1)}$ bit operations. Prior to this breakthrough, the best known complexity bound for this problem…

Number Theory · Mathematics 2020-10-13 David Harvey

An efficient algorithm is presented to compute the characteristic polynomial of a threshold graph. Threshold graphs were introduced by Chv\'atal and Hammer, as well as by Henderson and Zalcstein in 1977. A threshold graph is obtained from a…

Data Structures and Algorithms · Computer Science 2015-03-03 Martin Fürer

A Bernoulli factory is an algorithmic procedure for exact sampling of certain random variables having only Bernoulli access to their parameters. Bernoulli access to a parameter $p \in [0,1]$ means the algorithm does not know $p$, but has…

Data Structures and Algorithms · Computer Science 2024-02-21 Rad Niazadeh , Renato Paes Leme , Jon Schneider

We undertake a systematic study of sketching a quadratic form: given an $n \times n$ matrix $A$, create a succinct sketch $\textbf{sk}(A)$ which can produce (without further access to $A$) a multiplicative $(1+\epsilon)$-approximation to…

Data Structures and Algorithms · Computer Science 2026-02-23 Alexandr Andoni , Jiecao Chen , Robert Krauthgamer , Bo Qin , David P. Woodruff , Qin Zhang

In this paper, we consider a conjecture of Erd\H{o}s and Rosenfeld when the number is a perfect square. In particular, we show that every perfect square $n$ can have at most five divisors between $\sqrt{n} - c \sqrt[4]{n}$ and $\sqrt{n} + c…

Number Theory · Mathematics 2013-03-11 Tsz Ho Chan

A key fact in the theory of Boolean functions $f : \{0,1\}^n \to \{0,1\}$ is that they often undergo sharp thresholds. For example: if the function $f : \{0,1\}^n \to \{0,1\}$ is monotone and symmetric under a transitive action with…

Combinatorics · Mathematics 2010-11-17 Gil Kalai , Elchanan Mossel

We revisit the classical broken sample problem: Two samples of i.i.d. data points $\mathbf{X}=\{X_1,\cdots, X_n\}$ and $\mathbf{Y}=\{Y_1,\cdots,Y_m\}$ are observed without correspondence with $m\leq n$. Under the null hypothesis,…

Statistics Theory · Mathematics 2025-03-20 Simiao Jiao , Yihong Wu , Jiaming Xu

We prove that for every $D \in \N$, and large enough constant $d \in \N$, with high probability over the choice of $G \sim G(n,d/n)$, the \Erdos-\Renyi random graph distribution, the canonical degree $2D$ Sum-of-Squares relaxation fails to…

Data Structures and Algorithms · Computer Science 2024-06-27 Pravesh Kothari , Aaron Potechin , Jeff Xu

Let $H$ be a fixed graph on $v$ vertices. For an $n$-vertex graph $G$ with $n$ divisible by $v$, an $H$-{\em factor} of $G$ is a collection of $n/v$ copies of $H$ whose vertex sets partition $V(G)$. In this paper we consider the threshold…

Combinatorics · Mathematics 2008-03-25 A. Johansson , J. Kahn , V. Vu