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Related papers: Nonstandard Convergence Gives Bounds on Jumps

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We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We analyze the effect of interference on the convergence rate of average consensus algorithms, which iteratively compute the measurement average by message passing among nodes. It is usually assumed that these algorithms converge faster…

Information Theory · Computer Science 2015-05-20 Sundaram Vanka , Martin Haenggi , Vijay Gupta

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

Nonstandard graphs have been defined and examined in prior works. The present work does the same for nonstandard digraphs. Since digraphs have more structure than do graphs, the present discussion requires more complicated definitions and…

Combinatorics · Mathematics 2009-04-28 A. H. Zemanian

We consider an oscillatory obstacle problem where the coincidence set and free boundary are also highly oscillatory. We establish a rate of convergence for a regularized notion of free boundary to the free boundary of a corresponding…

Analysis of PDEs · Mathematics 2022-08-10 Farhan Abedin , William M Feldman

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of $n^{-1/2}$ in the uniform metric, in other words, when…

Probability · Mathematics 2022-03-31 Moritz Jirak

We give an upper bound on the number of perfect matchings in an undirected simple graph $G$ with an even number of vertices, in terms of the degrees of all the vertices in $G$. This bound is sharp if $G$ is a union of complete bipartite…

Combinatorics · Mathematics 2008-03-07 Shmuel Friedland

We consider a bivariate process $X_t=(X^1_t,X^2_t)$, which is observed on a finite time interval $[0,T]$ at discrete times $0,\Delta_n,2\Delta_n,....$ Assuming that its two components $X^1$ and $X^2$ have jumps on $[0,T]$, we derive tests…

Statistics Theory · Mathematics 2009-08-14 Jean Jacod , Viktor Todorov

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

Probability · Mathematics 2010-10-22 Julien Barral , Xiong Jin , Beno\^{ı}t Mandelbrot

We consider a family of multivariate autoregressive stochastic sequences that restart when hit a neighbourhood of the origin, and study their distributional limits when the autoregressive coefficient tends to one, the noise scaling…

Probability · Mathematics 2020-11-20 Sergey Foss , Matthias Schulte

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…

Probability · Mathematics 2014-07-08 Guangqiang Lan , Jiang-Lun Wu

We obtain upper bounds (in most cases, sharp) for the hitting times of random walks on finite undirected graphs expressed as functions of the graph's number of edges. In particular, we show that the maximum hitting time for a simple random…

Combinatorics · Mathematics 2017-02-15 Dmitri Fomin

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Optimization and Control · Mathematics 2019-04-16 Damien Scieur , Alexandre d'Aspremont , Francis Bach

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

Optimization and Control · Mathematics 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-05 Christophe Gallesco , Serguei Popov

We consider self-averaging sequences in which each term is a weighted average over previous terms. For several sequences of this kind it is known that they do not converge to a limit. These sequences share the property that $n$th term is…

Probability · Mathematics 2016-10-04 Eric Cator , Henk Don

Sequence transformations accomplish an acceleration of convergence or a summation in the case of divergence by detecting and utilizing regularities of the elements of the sequence to be transformed. For sufficiently large indices, certain…

Numerical Analysis · Mathematics 2025-10-20 Ernst Joachim Weniger

We prove that the restriction of the vertex-reinforced jump process to a subset of the vertex set is a mixture of vertex-reinforced jump processes. A similar statement holds for the non-linear hyperbolic supersymmetric sigma model. This is…

Probability · Mathematics 2024-11-12 Margherita Disertori , Franz Merkl , Silke W. W. Rolles

Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…

Statistical Mechanics · Physics 2023-08-09 Timur Aslyamov , Massimiliano Esposito