English
Related papers

Related papers: Where are the logs?

200 papers

We study the existence of solution to the problem $$(-\Delta)^\frac n2u=Qe^{nu}\quad\text{in }\mathbb{R}^{n},\quad \kappa:=\int_{\mathbb{R}^{n}}Qe^{nu}dx<\infty,$$ where $Q\geq 0$, $\kappa\in (0,\infty)$ and $n\geq 3$. Using ODE techniques…

Analysis of PDEs · Mathematics 2017-06-14 Ali Hyder

In this paper, the weak convergence about the discretization error of stochastic iterated integrals in the Skorohod sense are studied, while the integrands and integrators of iterated integrals are supposed to be semimartingales with jumps.…

Probability · Mathematics 2017-06-06 Yuping Song , Hanchao Wang

We estimate and analyze the error rates and the resource overheads of the repetition cat qubit approach to universal and fault-tolerant quantum computation. The cat qubits stabilized by two-photon dissipation exhibit an extremely biased…

Quantum Physics · Physics 2021-04-21 Jérémie Guillaud , Mazyar Mirrahimi

Following an approach presented by N. Frantzikinakis, we prove that any multiple correlation sequence, defined by invertible measure preserving actions of commuting transformations with integer part polynomial iterates, is the sum of a…

Dynamical Systems · Mathematics 2016-09-28 Andreas Koutsogiannis

Using an error models motivated by the Knill, Laflamme, Milburn proposal for efficient linear optics quantum computing [Nature 409,46--52, 2001], error rate thresholds for erasure errors caused by imperfect photon detectors using a 7 qubit…

Quantum Physics · Physics 2007-05-23 Marcus Silva

Randomized quasi-Monte Carlo (RQMC) methods estimate the mean of a random variable by sampling an integrand at $n$ equidistributed points. For scrambled digital nets, the resulting variance is typically $\tilde O(n^{-\theta})$ where…

Numerical Analysis · Mathematics 2026-02-03 Aadit Jain , Fred J. Hickernell , Art B. Owen , Aleksei G. Sorokin

We investigate the Stochastic Krasnoselskii-Mann iterations for expected nonexpansive fixed-point problems in a real Hilbert space. We establish convergence guarantees under significantly weaker assumptions on the variance than those…

Optimization and Control · Mathematics 2026-05-12 Daniel Cortild , Coralia Cartis

We present a family of sharpness examples for Falconer-type single dot product results. In particular, for $d\geq 2,$ for any $s<\frac{d+1}{2},$ we construct a Borel probability measure $\mu$ satisfying the energy estimate…

Classical Analysis and ODEs · Mathematics 2020-06-30 Alex Iosevich , Steven Senger

This paper studies the fundamental limits of the minimum average length of lossless and lossy variable-length compression, allowing a nonzero error probability $\epsilon$, for lossless compression. We give non-asymptotic bounds on the…

Information Theory · Computer Science 2015-10-09 Victoria Kostina , Yury Polyanskiy , Sergio Verdú

We prove optimal convergence rates for certain low-regularity integrators applied to the one-dimensional periodic nonlinear Schr\"odinger and wave equations under the assumption of $H^1$ solutions. For the Schr\"odinger equation we analyze…

Numerical Analysis · Mathematics 2026-04-15 Maximilian Ruff

There has been recent interest in understanding the all loop structure of the subleading power soft and collinear limits, with the goal of achieving a systematic resummation of subleading power infrared logarithms. Most of this work has…

High Energy Physics - Phenomenology · Physics 2020-06-24 Ian Moult , Iain W. Stewart , Gherardo Vita , Hua Xing Zhu

In this paper, we study the approximation of $d$-dimensional $\rho$-weighted integrals over unbounded domains $\mathbb{R}_+^d$ or $\mathbb{R}^d$ using a special change of variables, so that quasi-Monte Carlo (QMC) or sparse grid rules can…

Numerical Analysis · Mathematics 2018-12-12 Peter Kritzer , Friedrich Pillichshammer , Leszek Plaskota , G. W. Wasilkowski

We develop monitoring procedures for cointegrating regressions, testing the null of no breaks against the alternatives that there is either a change in the slope, or a change to non-cointegration. After observing the regression for a…

Econometrics · Economics 2020-03-30 Lorenzo Trapani , Emily Whitehouse

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

We develop a robust uncertainty principle for finite signals in C^N which states that for almost all subsets T,W of {0,...,N-1} such that |T|+|W| ~ (log N)^(-1/2) N, there is no sigal f supported on T whose discrete Fourier transform is…

Classical Analysis and ODEs · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg

We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The method applies random smoothing, using an independent auxiliary…

Methodology · Statistics 2026-05-21 Mous-Abou Hamadou , Martial Longla , Mathias Nthiani Muia , Mahmud Hasan

We prove that a class of A-stable symplectic Runge--Kutta time semidiscretizations (including the Gauss--Legendre methods) applied to a class of semilinear Hamiltonian PDEs which are well-posed on spaces of analytic functions with analytic…

Numerical Analysis · Mathematics 2015-02-10 Claudia Wulff , Marcel Oliver

In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…

Probability · Mathematics 2024-07-23 Elsiddig Awadelkarim , Michel Caffarel , Pierre Del Moral , Ajay Jasra

Multiplication of n-digit integers by long multiplication requires O(n^2) operations and can be time-consuming. In 1970 A. Schoenhage and V. Strassen published an algorithm capable of performing the task with only O(n log(n)) arithmetic…

Numerical Analysis · Computer Science 2010-06-03 Thomas Steinke , Raazesh Sainudiin

We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…

Probability · Mathematics 2026-04-24 Léo Daures