Related papers: On universality in penalisation problems with mult…
Explicit solution of an infinite horizon optimal stopping problem for a Levy processes with a polynomial reward function is given, in terms of the overall supremum of the process, when the solution of the problem is one-sided. The results…
Turing machines and spin models share a notion of universality according to which some simulate all others. Is there a theory of universality that captures this notion? We set up a categorical framework for universality which includes as…
In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…
We present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level up to time t) of a large class of null recurrent diffusions. Our results rely on hypotheses on the L\'evy…
On the basis of a limited number of reasonable axioms, we discuss the classification of all the possible universality classes of diffeomorphisms invariant metric theories of quantum gravity. We use the language of the renormalization group…
In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…
A qualitative comparison of total variation like penalties (total variation, Huber variant of total variation, total generalized variation, ...) is made in the context of global seismic tomography. Both penalized and constrained…
We show how localization and smoothing techniques can be used to establish universality at the edge of the spectrum for a fixed positive measure on [-1,1]. Assume that the measure is a regular measure, and is absolutely continuous in some…
We give a brief review of the problem of quantum gravity. After the discussion of the nonrenormalizability of general relativity, we briefly mention the main research directions which aim to resolve this problem. Our attention then focuses…
We prove matching direct and inverse theorems for uniform polynomial approximation with $A^*$ weights (a subclass of doubling weights suitable for approximation in the $L_\infty$ norm) having finitely many zeros and not too "rapidly…
We define generalized Hamming weights for almost affine codes. We show how various aspects and applications of generalized Hamming weights for linear codes, such as Wei duality, generalized Kung's bound, profiles, connection to wire-tap…
We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…
We discuss the problem of possible boundary terms at poles of the drift in the complex Langevin method, which spoil correctness of the method. For the simplest, however paradigmatic cases we can find complete answers. Lessons for more…
In this paper, we propose a unified theoretical and practical spherical approximation framework for functional inverse problems on the hypersphere. More specifically, we consider recovering spherical fields directly in the continuous domain…
Metric independent $\sigma$ models are constructed. These are field theories which generalise the membrane idea to situations where the target space has fewer dimensions than the base manifold. Instead of reparametrisation invariance of the…
The generalized Hamming weights of a linear code have been extensively studied since Wei first use them to characterize the cryptography performance of a linear code over the wire-tap channel of type II. In this paper, we investigate the…
For classical finite time horizon stopping problems driven by a Brownian motion \[V(t,x) = \sup_{t\leq\tau\leq0}E_{(t,x)}[g(\tau,W_{\tau})],\] we derive a new class of Fredholm type integral equations for the stopping set. For large problem…
Recently a nice work about the understanding of one-loop integrals has been done in [1] using the tricks of the projective space language associated to their Feynman parametrization. We find this language is also very suitable to deal with…
Measurability with respect to ideals is tightly connected with absoluteness principles for certain forcing notions. We study a uniformization principle that postulates the existence of a uniformizing function on a large set, relative to a…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…