Related papers: Approximating Shepp's constants for the Slepian pr…
Let $X=(X_t)_{t\ge0}$ be a stable L\'{e}vy process of index $\alpha \in(1,2)$ with no negative jumps and let $S_t=\sup_{0\le s\le t}X_s$ denote its running supremum for $t>0$. We show that the density function $f_t$ of $S_t$ can be…
This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…
The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…
In this paper we study continuous time adaptive extremum localization of an arbitrary quadratic function $F(\cdot)$ based on Hessian estimation, using measured the signal intensity by a sensory agent. The function $F(\cdot)$ represents a…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
We give the first constant-factor approximation for the Directed Latency problem in quasi-polynomial time. Here, the goal is to visit all nodes in an asymmetric metric with a single vehicle starting at a depot $r$ to minimize the average…
We propose skewed stable random projections for approximating the pth frequency moments of dynamic data streams (0<p<=2), which has been frequently studied in theoretical computer science and database communities. Our method significantly…
While the well-established $GW$ approximation corresponds to a resummation of the direct ring diagrams and is particularly well suited for weakly-correlated systems, the $T$-matrix approximation does sum ladder diagrams up to infinity and…
We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S(t)f=\lim_{n\to\infty}I(\frac{t}{n})^n f$ for bounded continuous functions $f$. Under suitable conditions on the…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
A passive approximation problem is formulated where the target function is an arbitrary complex valued continuous function defined on an approximation domain consisting of a finite union of closed and bounded intervals on the real axis. The…
Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…
We study the convergence of a class of asymptotic preserving numerical schemes initially proposed by F. Filbet & S. Jin \cite{filb1} and G. Dimarco & L. Pareschi \cite{DimarcoP} in the context of nonlinear and stiff kinetic equations. Here,…
Shapiro's lethargy theorem states that if {A_n} is any non-trivial linear approximation scheme on a Banach space X, then the sequences of errors of best approximation E(x,A_n) = \inf_{a \in A_n} ||x - a_n||_X decay almost arbitrarily…
In this paper we consider symmetric, positive semidefinite (SPSD) matrix $A$ and present two algorithms for computing the $p$-Schatten norm $\|A\|_p$. The first algorithm works for any SPSD matrix $A$. The second algorithm works for…
We study the $P_1$ finite element approximation of the best constant in the classical Hardy inequality over bounded domains containing the origin in $\mathbb{R}^N$, for $N \geq 3$. Despite the fact that this constant is not attained in the…
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…
In a previous letter, we computed the decay constants of heavy pseudoscalar mesons in the framework of relativistic (instantaneous) Bethe-Salpeter method (full $0^-$ Salpeter equation), in this letter, we solve the full $1^-$ Salpeter…
We study parameterized approximability of three optimization problems related to stable matching: (1) Min-BP-SMI: Given a stable marriage instance and a number k, find a size-at-least-k matching that minimizes the number $\beta$ of blocking…
Tau leaping is a popular method for performing fast approximate simulation of certain continuous time Markov chain models typically found in chemistry and biochemistry. This method is known to perform well when the transition rates satisfy…