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The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…

Probability · Mathematics 2020-01-03 Marina Riabiz , Tohid Ardeshiri , Ioannis Kontoyiannis , Simon Godsill

In this paper we present the proximal point method for a special class of nonconvex function on a Hadamard manifold. The well definedness of the sequence generated by the proximal point method is guaranteed. Moreover, it is proved that each…

Optimization and Control · Mathematics 2010-04-14 G. C. Bento , O. P. Ferreira , P. R. Oliveira

As a foundation for optimization, convexity is useful beyond the classical settings of Euclidean and Hilbert space. The broader arena of nonpositively curved metric spaces, which includes manifolds like hyperbolic space, as well as metric…

Optimization and Control · Mathematics 2026-03-11 Ariel Goodwin , Adrian S. Lewis , Genaro López-Acedo , Adriana Nicolae

In this paper, we address the bounded/unbounded determination of geodesically convex optimization on Hadamard spaces. In Euclidean convex optimization, the recession function is a basic tool to study the unboundedness, and provides the…

Optimization and Control · Mathematics 2023-06-01 Hiroshi Hirai

This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…

Optimization and Control · Mathematics 2022-10-05 Michael R. Metel , Akiko Takeda

The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.

Probability · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

In this manuscript we consider the set of Dyck paths equipped with the uniform measure, and we study the statistical properties of a deformation of the observable "area below the Dyck path" as the size $N$ of the path goes to infinity. The…

Combinatorics · Mathematics 2020-10-29 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…

Optimization and Control · Mathematics 2015-02-25 Zhou Wei , Qing Hai He

The purpose of this manuscript is to derive new convergence results for several subgradient methods applied to minimizing nonsmooth convex functions with H\"olderian growth. The growth condition is satisfied in many applications and…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Pierre Moulin

A series expansion for Heckman-Opdam hypergeometric functions $\varphi_\lambda$ is obtained for all $\lambda \in \mathfrak a^*_{\mathbb C}.$ As a consequence, estimates for $\varphi_\lambda$ away from the walls of a Weyl chamber are…

Representation Theory · Mathematics 2015-11-16 E. K. Narayanan , A. Pasquale , S. Pusti

Bessel and modified Bessel functions of imaginary order $i\nu$ ($\nu >0$) are studied. Asymptotic expansions are derived as $\nu \to \infty$ that are uniformly valid in unbounded complex domains, with error bounds provided. Coupled with…

Classical Analysis and ODEs · Mathematics 2025-07-04 T. M. Dunster

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…

Probability · Mathematics 2024-10-11 Fabrizio Cinque , Enzo Orsingher

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

Optimization and Control · Mathematics 2026-05-21 Nicholas Pischke

We derive an asymptotic expansion analogous to the Hadamard expansion for powers of advanced/retarded Green's operators associated to a normally hyperbolic operator $P$, as well as expansions for advanced/retarded Green's operators…

Differential Geometry · Mathematics 2023-04-07 Lennart Ronge

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

Classical Analysis and ODEs · Mathematics 2015-03-17 Ricardo Almeida , Delfim F. M. Torres

Some extremalities for quadrature operators are proved for convex functions of higher order. Such results are known in the numerical analysis, however they are often proved under suitable differentiability assumptions. In our considerations…

Functional Analysis · Mathematics 2012-07-17 Szymon Wasowicz

In this work we establish under certain hypotheses the $N \to +\infty$ asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,\Gamma}[V] \, = \, \int_{\Gamma^N} \prod_{ a < b}^{N}(z_a - z_b)^\beta \, \prod_{k=1}^{N} \mathrm{e}^{ - N…

Mathematical Physics · Physics 2024-11-22 Alice Guionnet , Karol Kozlowski , Alex Little

In many physical problems, it is important to capture exponentially-small effects that lie beyond-all-orders of a typical asymptotic expansion; when collected, the full expansion is known as the trans-series. Applied exponential asymptotics…

Classical Analysis and ODEs · Mathematics 2022-08-16 Samuel Crew , Philippe H. Trinh

The investigation of the asymptotic behavior of trigonometric series near the origin is a prominent topic in mathematical analysis. For trigonometric series in one variable, this problem was exhaustively studied by various authors in a…

Classical Analysis and ODEs · Mathematics 2016-06-10 Victor Kozyakin

Asymptotic expansions of series $\sum_{k=0}^\infty \epsilon^k(k+a)^\gamma e^{-(k+a)^\alpha x}$ and $\sum_{k=0}^\infty \epsilon^k(k+a)^\gamma / (x(k+a)^\alpha+1)^\mu}$ in powers of $x$ as $x\to+0$ are found, where $\epsilon=1$ or…

Classical Analysis and ODEs · Mathematics 2010-02-02 Viktor P. Zastavnyi