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Family of replica matrices, related to general ultrametric spaces, is introduced. These matrices generalize the known Parisi matrices. Some functionals of replica approach are computed.

Disordered Systems and Neural Networks · Physics 2009-11-11 A. Yu. Khrennikov , S. V. Kozyrev

By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…

Portfolio Management · Quantitative Finance 2013-08-01 Nikolai Dokuchaev

This paper is concerned with applications of the theory of approximation and interpolation based on compensated convex transforms developed in [K. Zhang, E. Crooks, A. Orlando, Compensated convexity methods for approximations and…

Metric Geometry · Mathematics 2018-09-11 Kewei Zhang , Elaine Crooks , Antonio Orlando

We derive functional convergence of the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of…

Probability · Mathematics 2024-07-23 Danijel Krizmanic

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…

Probability · Mathematics 2016-02-12 Yoichi Nishiyama

We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…

Optimization and Control · Mathematics 2024-06-24 Ewa Bednarczuk , Giovanni Bruccola , Gabriele Scrivanti , The Hung Tran

We introduce a ZFC method that enables us to build spaces (in fact special dense subspaces of certain Cantor cubes) in which we have "full control" over all dense subsets. Using this method we are able to construct, in ZFC, for each…

General Topology · Mathematics 2007-05-23 Istvan Juhasz , Lajos Soukup , Zoltan Szentmiklossy

We investigate a particular form of weak convergence of the local empirical process.

Statistics Theory · Mathematics 2012-02-22 Davit Varron

We propose an adaptive finite element method for the solution of a coefficient inverse problem of simultaneous reconstruction of the dielectric permittivity and magnetic permeability functions in the Maxwell's system using limited boundary…

Numerical Analysis · Mathematics 2016-01-26 Larisa Beilina , Samar Hosseinzadegan

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

Topology may be interpreted as the study of verifiability, where opens correspond to semi-decidable properties. In this paper we make a distinction between verifiable properties themselves and processes which carry out the verification…

General Topology · Mathematics 2026-04-15 Peter F. Faul , Graham Manuell

Ptychography is now integrated as a tool in mainstream microscopy allowing quantitative and high-resolution imaging capabilities over a wide field of view. However, its ultimate performance is inevitably limited by the available coherent…

Computational Physics · Physics 2024-06-12 Wenhui Xu , Shoucong Ning , Pengju Sheng , Huixiang Lin , Angus I Kirkland , Yong Peng , Fucai Zhang

We establish the global existence of weak martingale solutions to the simplified stochastic Ericksen--Leslie system modeling the nematic liquid crystal flow driven by Wiener-type noises on the two-dimensional bounded domains. The…

Analysis of PDEs · Mathematics 2020-11-19 Hengrong Du , Changyou Wang

Replicability analysis aims to identify the findings that replicated across independent studies that examine the same features. We provide powerful novel replicability analysis procedures for two studies for FWER and for FDR control on the…

Methodology · Statistics 2019-03-01 Marina Bogomolov , Ruth Heller

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

The work concerns the superposition between the Zakai equations and the Fokker-Planck equations on measure spaces. First, we prove a superposition principle for the Fokker-Planck equations on $\mR^\mN$ under the integrable condition. And…

Probability · Mathematics 2020-07-07 Huijie Qiao

The problem of high-dimensional and large-scale representation of visual data is addressed from an unsupervised learning perspective. The emphasis is put on discrete representations, where the description length can be measured in bits and…

Machine Learning · Computer Science 2019-01-25 Sohrab Ferdowsi

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

We analyze the notion of reproducing pair of weakly measurable functions, which generalizes that of continuous frame. We show, in particular, that each reproducing pair generates two Hilbert spaces, conjugate dual to each other. Several…

Functional Analysis · Mathematics 2016-03-09 Jean-Pierre Antoine , Michael Speckbacher , Camillo Trapani

Polynomial reproduction plays a relevant role in deriving error estimates for various approximation schemes. Local reproduction in a quasi-uniform setting is a significant factor in the estimation of error and the assessment of stability…

Numerical Analysis · Mathematics 2024-11-25 Stefano De Marchi , Giacomo Cappellazzo