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In this note, we investigate the density of the exponential functional of the fractional Brownian motion. Based on the techniques of Malliavin's calculus, we provide a log-normal upper bound for the density.

Probability · Mathematics 2021-09-23 Nguyen Tien Dung , Nguyen Thu Hang , Pham Thi Phuong Thuy

We show that the variational representations for f-divergences currently used in the literature can be tightened. This has implications to a number of methods recently proposed based on this representation. As an example application we use…

Machine Learning · Computer Science 2012-06-22 Avraham Ruderman , Mark Reid , Dario Garcia-Garcia , James Petterson

The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in $[0,1]$. This distance plays a fundamental role in machine learning and signal…

Machine Learning · Computer Science 2018-07-02 Frank Nielsen , Ke Sun

The work is devoted to the construction of a new interval arithmetic which would combine algorithmic efficiency and high quality estimation of the ranges of expressions.

Numerical Analysis · Mathematics 2022-04-21 Dmitry A. Skorik

We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…

Statistics Theory · Mathematics 2018-02-09 Yun Yang , Debdeep Pati , Anirban Bhattacharya

We introduce twisted permutation codes, which are frequency permutation arrays analogous to repetition permutation codes, namely, codes obtained from the repetition construction applied to a permutation code. In particular, we show that a…

Combinatorics · Mathematics 2014-02-24 Neil I. Gillespie , Cheryl E. Praeger , Pablo Spiga

We extend the $L^4$-square function estimates for the parabola and the half-cone to quadratic manifolds in higher dimensions and their conical extensions. To this end, we require transversality for the tangent spaces of the quadratic…

Classical Analysis and ODEs · Mathematics 2025-02-20 Robert Schippa

We investigate numerical differentiation formulas on irregular centers in two or more variables that are exact for polynomials of a given order and minimize an absolute seminorm of the weight vector. Error bounds are given in terms of a…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov , Robert Schaback

In this work we extend classical results for subgraphs of functions of bounded variation in $\mathbb{R}^n\times\mathbb{R}$ to the setting of $\mathsf{X}\times\mathbb{R}$, where $\mathsf{X}$ is an ${\rm RCD}(K,N)$ metric measure space. In…

Metric Geometry · Mathematics 2023-10-19 Gioacchino Antonelli , Camillo Brena , Enrico Pasqualetto

We shall consider a result of Fel'dman, where a sharp Baker-type lower bound is obtained for linear forms in the values of some E-functions. Fel'dman's proof is based on an explicit construction of Pad\'e approximations of the first kind…

Number Theory · Mathematics 2017-04-07 Keijo Väänänen

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

Probability · Mathematics 2012-11-26 Alexandru Amarioarei

For the fractional Brownian motion $B^H$ with the Hurst parameter value $H$ in (0,1/2), we derive new upper and lower bounds for the difference between the expectations of the maximum of $B^H$ over [0,1] and the maximum of $B^H$ over the…

Probability · Mathematics 2018-02-06 Konstantin Borovkov , Yuliya Mishura , Alexander Novikov , Mikhail Zhitlukhin

We establish sharp upper bounds on shifted moments of quadratic Dirichlet $L$-functions over function fields. As an application, we prove some bounds for moments of quadratic Dirichlet character sums over function fields.

Number Theory · Mathematics 2025-04-10 Peng Gao , Liangyi Zhao

We introduce Lipschitz continuous and $C^{1,1}$ geometric approximation and interpolation methods for sampled bounded uniformly continuous functions over compact sets and over complements of bounded open sets in $\mathbb{R}^n$ by using…

Metric Geometry · Mathematics 2016-09-29 Kewei Zhang , Elaine Crooks , Antonio Orlando

We establish variational estimates related to the problem of restricting the Fourier transform of a three-dimensional function to the two-dimensional Euclidean sphere. At the same time, we give a short survey of the recent field of maximal…

Classical Analysis and ODEs · Mathematics 2021-09-16 Vjekoslav Kovač , Diogo Oliveira e Silva

In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.

Statistics Theory · Mathematics 2008-03-07 Xinjia Chen

Given a convex set $C$ in a real vector space $E$ and two points $x,y\in C$, we investivate which are the possible values for the variation $f(y)-f(x)$, where $f:C\longrightarrow [m,M]$ is a bounded convex function. We then rewrite the…

Optimization and Control · Mathematics 2015-03-18 Joon Kwon

This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…

Probability · Mathematics 2026-01-13 Konstantin A. Rybakov

The minimum distance of a code is an important concept in information theory. Hence, computing the minimum distance of a code with a minimum computational cost is a crucial process to many problems in this area. In this paper, we present…

Information Theory · Computer Science 2024-05-01 Fernando Hernando , Francisco D. Igual , Gregorio Quintana-Ortí

For any dynamical system, we show that higher variation-norms for the sequence of ergodic bilinear averages of two functions satisfy a large range of bilinear Lp estimates. It follows that, with probability one, the number of fluctuations…

Classical Analysis and ODEs · Mathematics 2015-04-29 Yen Do , Richard Oberlin , Eyvindur A. Palsson
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