Related papers: Averaging almost periodic functions along exponent…
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - \nu t) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the…
The goal of this work is to study the space of continuous functions whose ergodic averages converge everywhere towards a continuous function. We will connect, as in the case of a metric study, the convergence of the ergodic averages and the…
In this paper we introduce an equivalence relation on the classes of almost periodic functions of a real or complex variable which is used to refine Bochner's result that characterizes these spaces of functions. In fact, with respect to the…
Recent work has generalized the Furstenberg correspondence between sets of integers and dynamical systems to versions which involve sequences of finite graphs or sequences of $L^\infty$ functions. We give a unified version of the theorem…
Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…
Martingale methods are used to study the almost everywhere convergence of general function series. Applications are given to ergodic series, which improves recent results of Fan \cite{FanETDS}, and to dilated series, including Davenport…
We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…
For Lebesgue generic $(x_1,x_2)\in \mathbb{R}^2$, we investigate the distribution of small values of products $q\cdot \|qx_1\| \cdot \|qx_2\|$ with $q\in\mathbb{N}$, where $\|\cdot \|$ denotes the distance to the closest integer. The main…
Simple methods permit to generalize the concepts of iteration and of recursive processes. We shall see briefly on several examples what these methods generate. In additive sequences, we shall encounter not only the golden or the silver…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
We establish a new asymptotic formula for the number of polynomials of degree $n$ with $k$ prime factors over a finite field $\mathbb{F}_q$. The error term tends to $0$ uniformly in $n$ and in $q$, and $k$ can grow beyond $\log n$.…
We derive the necessary and sufficient condition for almost sure convergence of the sequence of measurable functions, and consider some applications in the theory of Fourier series and in the theory of random fields.
The concern of this paper is a famous combinatorial formula known under the name "exponential formula". It occurs quite naturally in many contexts (physics, mathematics, computer science). Roughly speaking, it expresses that the exponential…
We study pointwise convergence of entangled averages of the form \[ \frac{1}{N^k}\sum_{1\leq n_1,\ldots, n_k\leq N} T_m^{n_{\alpha(m)}}A_{m-1}T^{n_{\alpha(m-1)}}_{m-1}\ldots A_2T_2^{n_{\alpha(2)}}A_1T_1^{n_{\alpha(1)}} f, \] where $f\in…
A matrix approach to continuous iteration is proposed for general formal series. It leads, in particular, to an order{to{order iteration of the exponential function, and consequently to an algorithmic approach to tetration. Lower{order…
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…
The paper considers the problem of calculating the distribution function of a strictly stable law at $x\to\infty$. To solve this problem, an expansion of the distribution function in a power series was obtained, and an estimate of the…
Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…
We study the asymptotic consistency properties of $\alpha$-R\'enyi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with a member of a tractable family of distributions, the…
We give a constructive, metastable formulation of a theorem about the exchange of limits for convergent sequence $L^1$ functions. A crucial tool is a one-dimensional version of Szemeredi's regularity lemma for $L^1$ functions.