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The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…

Methodology · Statistics 2016-09-29 Nikita Zvonarev , Nina Golyandina

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

This manuscript discusses the approximation of a global maximizer of the Kantorovich mass transfer problem through the approach of $p$-Laplacian equation. Using an approximation mechanism, the primal maximization problem can be transformed…

Optimization and Control · Mathematics 2016-09-12 Yanhua Wu , Xiaojun Lu

In this paper, we have proved four theorems on the degree of approximation of continuous functions by matrix means of their Fourier series which is expressed in terms of the modulus of continuity and a non-negative mediate function.

Classical Analysis and ODEs · Mathematics 2023-06-22 Xhevat Z. Krasniqi

The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d.…

Analysis of PDEs · Mathematics 2012-03-16 Jean-Christophe Mourrat

In this paper, using the concept of $A$-statistical convergence which is a regular (non-matrix) summability method, we obtain a general Korovkin type approximation theorem which concerns the problem of approximating a function $f$ by means…

Classical Analysis and ODEs · Mathematics 2007-05-23 Esra Erkus , Oktay Duman

In the present manuscript, we present a new sequence of operators, $i.e.$, $\alpha$-Bernstein-Schurer-Kantorovich operators depending on two parameters $\alpha\in[0,1]$ and $\rho>0$ for one and two variables to approximate measurable…

General Mathematics · Mathematics 2022-08-29 Nadeem Rao , Mamta Rani , Adem Kiliçman , Pradeep Malik , Mohammad Ayman-Mursaleen

This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…

Probability · Mathematics 2021-11-24 Ao Zhang , Jinqiao Duan

We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $\alpha$-mixing sequences.

Probability · Mathematics 2023-01-16 Jérôme Dedecker , Florence Merlevède

Bobkov (J. Theoret. Probab. 18(2) (2005) 399-412) investigated an approximate de Finetti representation for probability measures, on product measurable spaces, which are symmetric under permutations of coordinates. One of the main results…

Probability · Mathematics 2014-01-03 Bero Roos

In the present paper, we introduce Stancu-variant of generalized Baskakov operators and study the rate of convergence using modulus of continuity, order of approximation for the derivative of function f . Direct estimate is proved using…

Numerical Analysis · Mathematics 2015-08-06 Nadeem Rao , Abdul Wafi

Reconstructing a band-limited function from its finite sample data is a fundamental task in signal analysis. A Gaussian regularized Shannon sampling series has been proved to be able to achieve exponential convergence for uniform sampling.…

Signal Processing · Electrical Eng. & Systems 2022-10-10 Yunfei Yang , Haizhang Zhang

We prove that the logarithm of an arbitrary tau-function of the KdV hierarchy can be approximated, in the topology of graded formal series by the logarithmic expansions of hyperelliptic theta-functions of finite genus, up to at most…

Mathematical Physics · Physics 2018-07-11 Boris Dubrovin

We consider a finite number of orientation preserving $C^2$ interval diffeomorphisms and apply them randomly in such a way that the expected Lyapunov exponents at the boundary points are positive. We prove the exponential decay of…

Dynamical Systems · Mathematics 2026-01-05 Klaudiusz Czudek

We consider linear cocycles over non-uniformly hyperbolic dynamical systems. The base system is a diffeomorphism $f$ of a compact manifold $X$ preserving a hyperbolic ergodic probability measure $\mu$. The cocycle $A$ over $f$ is Holder…

Dynamical Systems · Mathematics 2017-07-20 Boris Kalinin , Victoria Sadovskaya

In the present paper we propose a Kantorovich variant of (p,q)-analogue of Szasz-Mirakjan operators. We establish the moments of the operators with the help of a recurrence relation that we have derived and then prove the basic convergence…

Classical Analysis and ODEs · Mathematics 2015-12-14 M. Mursaleen , Khursheed J. Ansari , Abylkassymova Elmira

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…

Numerical Analysis · Mathematics 2023-07-25 Yohei M. Koyama

We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…

Statistics Theory · Mathematics 2017-02-20 Evan Greene , Jon A. Wellner