Related papers: Effective estimates for the smallest parts functio…
We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds…
We bound Kloosterman-like sums of the shape \[ \sum_{n=1}^N \exp(2\pi i (x \lfloor f(n)\rfloor+ y \lfloor f(n)\rfloor^{-1})/p), \] with integers parts of a real-valued, twice-differentiable function $f$ is satisfying a certain limit…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
We investigate the Local Asymptotic Property for fractional Brownian models based on discrete observations contaminated by a Gaussian moving average process. We consider both situations of low and high-frequency observations in a unified…
We obtain the estimate of incomplete Kloosterman sum to powerful modulus $q$. The length $N$ of the sum lies in the interval $e^{c(\log{q})^{2/3}}\le N\le \sqrt{q}$.
This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…
The Landau-Selberg-Delange (LSD) method gives an asymptotic formula for the partial sums of a multiplicative function $f$ whose prime values are $\alpha$ on average. In the literature, the average is usually taken to be $\alpha$ with a very…
We obtain statistical results on the possible distribution of all partial sums of a Kloosterman sum modulo a prime, by computing explicitly the support of the limiting random Fourier series of our earlier functional limit theorem for…
We generalize the asymptotic estimates by Bubboloni, Luca and Spiga (2012) on the number of $k$-compositions of $n$ satisfying some coprimality conditions. We substantially refine the error term concerning the number of $k$-compositions of…
We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…
This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…
We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the…
We prove new bounds on bilinear forms with Kloosterman sums, complementing and improving a series of results by \'E. Fouvry, E. Kowalski and Ph. Michel (2014), V. Blomer, \'E. Fouvry, E. Kowalski, Ph. Michel and D. Mili\'cevi\'c (2017), E.…
We obtain asymptotics for sums of the form $$ \sum_{n=1}^P e(\alpha_kn^k + \alpha_1n), $$ involving lower order main terms. As an application, we show that for almost all $\alpha_2 \in [0,1)$ one has $$ \sup_{\alpha_1 \in [0,1)} \Big|…
Sharp upper and lower estimates are obtained of the approximation numbers of a Sobolev embedding and an integral operator of Volterra type. These lead to asymptotic formulae for the approximation numbers and certain other s-numbers.
We study the asymptotic properties of an estimator of Hurst parameter of a stochastic differential equation driven by a fractional Brownian motion with $H > 1/2$. Utilizing the theory of asymptotic expansion of Skorohod integrals introduced…
We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains…
We consider the problem of estimating an unknown function f* and its partial derivatives from a noisy data set of n observations, where we make no assumptions about f* except that it is smooth in the sense that it has square integrable…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
We establish improved bounds for bilinear forms with Kloosterman fractions of the form ${\sum\sum}_{m,n} \alpha_m \beta_n e(a\overline{m}/(bn))$ with $M<m\le 2M$, $N < n \le 2N$ and $(m,n)=1$. Our approach works directly with arbitrary…