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The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…

Optimization and Control · Mathematics 2016-08-12 Vladimir Gaitsgory , Sergey Rossomakhine

The existence of unimodular forms with small norms on sequence spaces is crucial in a variety of problems in modern analysis. We prove that the infimum of $\left\Vert A\right\Vert $ over all unimodular $d$-linear (complex or real) forms $A$…

Functional Analysis · Mathematics 2019-12-16 Nacib Gurgel Albuquerque , Lisiane Rezende

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

We consider sums of $n$ i.i.d. random variables with tails close to $\exp\{-x^\beta\}$ for some $\beta>1$. Asymptotics developed by Rootz\'en (1987) and Balkema, Kl\"uppelberg & Resnick (1993) are discussed from the point of view of tails…

Probability · Mathematics 2017-12-13 Søren Asmussen , Enkelejd Hashorva , Patrick J. Laub , Thomas Taimre

We develop sufficient conditions for the existence of the weak sharp minima at infinity property for nonsmooth optimization problems via asymptotic cones and generalized asymptotic functions. Next, we show that these conditions are also…

Optimization and Control · Mathematics 2024-10-08 Felipe Lara , Nguyen Van Tuyen , Tran Van Nghi

This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review…

Probability · Mathematics 2021-08-24 Aladji Babacar Niang , Gane Samb Lo , Moumouni Diallo

In this paper, we consider the Cauchy problem for the semilinear beam equation in the subcritical case. We prove an asymptotic stability result of self-similar solutions of the associated parabolic problem. The proof of our results are…

Analysis of PDEs · Mathematics 2026-05-04 Mohamed Ali Hamza , Yuta Wakasugi , Shuji Yoshikawa

A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…

Statistics Theory · Mathematics 2020-02-18 Ba Amadou Diadie , Lo Gane Samb

Robin problem for the Laplacian in a bounded planar domain with a smooth boundary and a large parameter in the boundary condition is considered. We prove a two-sided three-term asymptotic estimate for the negative eigenvalues. Furthermore,…

Mathematical Physics · Physics 2019-12-10 Pavel Exner , Alexander Minakov , Leonid Parnovski

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…

Statistics Theory · Mathematics 2011-07-20 Nils Lid Hjort , David Pollard

We consider minimization problems in the calculus of variations set in a sequence of domains the size of which tends to infinity in certain directions and such that the data only depend on the coordinates in the directions that remain…

Analysis of PDEs · Mathematics 2018-01-22 Hervé Le Dret , Amira Mokrane

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

Probability · Mathematics 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

Assume that claims in a portfolio of insurance contracts are described by independent and identically distributed random variables with regularly varying tails and occur according to a near mixed Poisson process. We provide a collection of…

Probability · Mathematics 2014-02-26 Hansjoerg Albrecher , Christian Robert , Jef Teugels

In this paper, we are concerned with the existence and asymptotic behavior of minimizers for a minimization problem related to some quasilinear elliptic equations. Firstly, we proved that there exist minimizers when the exponent $q$ equals…

Analysis of PDEs · Mathematics 2017-03-02 Xiaoyu Zeng , Yimin Zhang

The aim of this paper is investigating the existence of solutions of some semilinear elliptic problems on open bounded domains when the nonlinearity is subcritical and asymptotically linear at infinity and there is a perturbation term which…

Analysis of PDEs · Mathematics 2012-01-06 R. Bartolo , A. M. Candela , A. Salvatore

The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…

Econometrics · Economics 2021-06-30 Guy Tchuente

We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…

Probability · Mathematics 2019-07-17 Igor Cialenco , Yicong Huang

For a dynamical system on n-dimensional projective space over a number field or a function field, we show that semi-stable reduction implies the minimality of the resultant. We use this to show that every such dynamical system over a number…

Dynamical Systems · Mathematics 2012-12-17 Lucien Szpiro , Michael Tepper , Phillip Williams

We consider a bivariate rational generating function F(x,y) = P(x,y) / Q(x,y) = sum_{r, s} a_{r,s} x^r y^s under the assumption that the complex algebraic curve $\sing$ on which $Q$ vanishes is smooth. Formulae for the asymptotics of the…

Combinatorics · Mathematics 2012-07-24 Timothy DeVries , Joris van der Hoeven , Robin Pemantle

For the classical continuous-time quickest change-point detection problem it is shown that the randomized Shiryaev-Roberts-Pollak procedure is asymptotically nearly minimax-optimal (in the sense of Pollak 1985) in the class of randomized…

Statistics Theory · Mathematics 2017-04-12 Aleksey S. Polunchenko