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We develop a statistical mechanical framework, based on a variational approximation, to describe closed loop plectonemes. This framework incorporates weak helix structure dependent forces into the determination of the free energy and…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…
Estimating the probabilistic Worst-Case Execution Time (pWCET) is essential for ensuring the timing correctness of real-time applications, such as in robot IoT systems and autonomous driving systems. While methods based on Extreme Value…
Motivated by recent experiments with two-component Bose-Einstein condensates, we study fully-connected spin models subject to an additional constraint. The constraint is responsible for the Hilbert space dimension to scale only linearly…
The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…
In the article we generalize the Marcinkiewicz sampling theorem in the context of Orlicz spaces. We establish conditions under which sampling theorem holds in terms of restricted submultiplicativity and supermultiplicativity of an…
Let $F$ be a class of functions on a probability space $(\Omega,\mu)$ and let $X_1,...,X_k$ be independent random variables distributed according to $\mu$. We establish high probability tail estimates of the form $\sup_{f \in F} |\{i :…
In this paper we introduce a notion of tightness for a family of nonlinear expectations and show that the tightness can be applied to obtain weak compactness in a framework of nonlinear expectation space. This criterion is very useful for…
We represent in this note the solutions of the electronic Schr\"odinger equation as traces of higher-dimensional functions. This allows to decouple the electron-electron interaction potential but comes at the price of a degenerate elliptic…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…
We solve a weakly singular integral equation by Laplace transformation over a finite interval of R. The equation is transformed into a Cauchy integral equation, whose resolution amounts to solving two Fredholm integral equations of the…
This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…
We prove the existence of a weakly dependent strictly stationary solution of the equation $ X_t=F(X_{t-1},X_{t-2},X_{t-3},...;\xi_t)$ called {\em chain with infinite memory}. Here the {\em innovations} $\xi_t$ constitute an independent and…
We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…
We prove the following characterization of the weak expectation property for operator systems in terms of Wittstock's matricial Riesz separation property: an operator system $S$ satisfies the weak expectation property if and only if…
In this paper, we study VC-minimal theories and explore related concepts. We first define the notion of convex orderablility and show that this lies strictly between VC-minimality and dp-minimality. Next, we define the notion of weak…
In this paper we prove a weak necessary and sufficient maximum principle for Markovian regime switching stochastic optimal control problems. Instead of insisting on the maximum condition of the Hamiltonian, we show that 0 belongs to the sum…