Related papers: Scaling Limits of Processes with Fast Nonlinear Me…
Bit reset is a basic operation in irreversible computing. This costs work and dissipates energy in the computer, creating a limit on speeds and energy efficiency of future irreversible computers. It was recently shown in [Phys. Rev. Lett.…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
This paper deals with the realisation of affine constraints on nonreversible stochastic differential equations (SDE) by strong confining forces. We prove that the confined dynamics converges pathwise and on bounded time intervals to the…
This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at different time lags are investigated in the topology of their…
We show that the mean inverse populations of nondecreasing, square integrable, continuous-time branching processes decrease to zero like the inverse of their mean population if and only if the initial population $k$ is greater than a first…
This paper focuses on recursive estimation of time varying autoregressive processes in a nonparametric setting. The stability of the model is revisited and uniform results are provided when the time-varying autoregressive parameters belong…
We present new tight bounds for averaging differential inclusions, which we apply to multi-frequency inclusions consisting of a sum of time periodic set-valued mappings. For this family of inclusions we establish an a tight estimate of…
In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…
Motivated by the extensive application of approximate gradients in machine learning and optimization, we investigate inexact subgradient methods subject to persistent additive errors. Within a nonconvex semialgebraic framework, assuming…
In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…
The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…
There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…
We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor…
The paper contains sufficient conditions on the function $f$ and the stochastic process $X$ that supply the rate of divergence of the integral functional $\int_0^Tf(X_t)^2dt$ at the rate $T^{1-\epsilon}$ as $T\to\infty$ for every…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
The paper studies scaling limits of random skew plane partitions confined to a box when the inner shapes converge uniformly to a piecewise linear function V of arbitrary slopes in [-1,1]. It is shown that the correlation kernels in the bulk…
We give estimates for the convolution product of an arbitrary number of endlessly continuable functions. This allows us to deal with nonlinear operations for the corresponding resurgent series, e.g. substitution into a convergent power…
We prove an invariance principle for a tagged particle in a simple exclusion process out of equilibrium. The scaling limit is a time-inhomogeneous process of independent increments, related to the solution of a fractional heat equation.
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…