Related papers: Hilbert transform, spectral filters and option pri…
We extend the usual Hilbert property for varieties over fields to arithmetic schemes over integral domains by demanding the set of near-integral points (as defined by Vojta) to be non-thin. We then generalize results of…
In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…
We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…
We use the method of Faltings (Arakelov, Par\v{s}in, Szpiro) in order to explicitly study integral points on a class of varieties over $\mathbb Z$ called Hilbert moduli schemes. For instance, integral models of Hilbert modular varieties are…
This paper formulates an utility indifference pricing model for investors trading in a discrete time financial market under non-dominated model uncertainty. The investors preferences are described by strictly increasing concave random…
We investigate the question of studying spectral clustering in a Hilbert space where the set of points to cluster are drawn i.i.d. according to an unknown probability distribution whose support is a union of compact connected components. We…
The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known on the context…
In the past decade, several multi-resolution representation theories for graph signals have been proposed. Bipartite filter-banks stand out as the most natural extension of time domain filter-banks, in part because perfect reconstruction,…
We use WMAP 9-year bispectrum data to constrain the free parameters of an 'effective field theory' describing fluctuations in single-field inflation. The Lagrangian of the theory contains a finite number of operators associated with unknown…
We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…
Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…
The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…
In this paper, we consider option pricing in a framework of the fractional Heston-type model with $H>1/2$. As it is impossible to obtain an explicit formula for the expectation $\mathbb E f(S_T)$ in this case, where $S_T$ is the asset price…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…
We study spectral theory for bounded Borel subsets of $\br$ and in particular finite unions of intervals. For Hilbert space, we take $L^2$ of the union of the intervals. This yields a boundary value problem arising from the minimal operator…
We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…
We propose an extension of the Higgs inflation to the hybrid metric-Palatini gravity, where we introduce non-minimal couplings between Higgs and both the metric-type and the Palatini-type Ricci scalars. We study the inflationary…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…