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In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

Probability · Mathematics 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown $z$. Using linearization technique and BMO martingale theory, we first apply fixed point…

Probability · Mathematics 2022-02-16 Ying Hu , Remi Moreau , Falei Wang

Let $\mathbb{B}_p^N$ be the $N$-dimensional unit ball corresponding to the $\ell_p$-norm. For each $N\in\mathbb N$ we sample a uniform random subspace $E_N$ of fixed dimension $m\in\mathbb{N}$ and consider the volume of $\mathbb{B}_p^N$…

Probability · Mathematics 2024-12-23 Joscha Prochno , Christoph Thaele , Philipp Tuchel

We establish a connection between the function space BMO and the theory of quasisymmetric mappings on \emph{spaces of homogeneous type} $\widetilde{X} :=(X,\rho,\mu)$. The connection is that the logarithm of the generalised Jacobian of an…

Classical Analysis and ODEs · Mathematics 2021-06-29 Trang T. T. Nguyen , Lesley A. Ward

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran

A modified narrow-width approximation that allows for O(Gamma/M)-accurate predictions for resonant particle decay with similar intermediate masses is proposed and applied to MSSM processes to demonstrate its importance for searches for…

High Energy Physics - Phenomenology · Physics 2008-11-26 N. Kauer

In this paper we prove existence of nonnegative bounded solutions for the non-autonomous prescribed mean curvature problem in non-parametric form on an open bounded domain $\Omega$ of $\mathbb{R}^N$. The mean curvature, that depends on the…

Analysis of PDEs · Mathematics 2024-06-10 Daniela Giachetti , Francescantonio Oliva , Francesco Petitta

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

Probability · Mathematics 2017-07-07 Yanghui Liu , Samy Tindel

We survey various aspects of the theory of nonlinear spectral gaps. In particular, we present a self-contained proof of Naor's average John theorem.

Metric Geometry · Mathematics 2022-02-01 Alexandros Eskenazis

We formulate em algorithm in the framework of Bregman divergence, which is a general problem setting of information geometry. That is, we address the minimization problem of the Bregman divergence between an exponential subfamily and a…

Information Theory · Computer Science 2024-09-10 Masahito Hayashi

The Merriman-Bence-Osher (MBO) scheme, also known as thresholding or diffusion generated motion, is an efficient numerical algorithm for computing mean curvature flow (MCF). It is fairly well understood in the case of hypersurfaces. This…

Analysis of PDEs · Mathematics 2018-04-04 Tim Laux , Aaron Yip

We consider the problem of determining the boundary perturbations of an object from far-field electric or acoustic measurements. Assuming that the unknown object boundary is a small perturbation of a circle, we develop a linearized relation…

Classical Analysis and ODEs · Mathematics 2009-11-13 Mikyoung Lim , Kaouthar Louati , Habib Zribi

A class of distortions termed functional Bregman divergences is defined, which includes squared error and relative entropy. A functional Bregman divergence acts on functions or distributions, and generalizes the standard Bregman divergence…

Information Theory · Computer Science 2007-07-13 B. A. Frigyik , S. Srivastava , M. R. Gupta

It is shown that certain diffeomorphism or homeomorphism groups with no restriction on support of an open manifold with finite number of ends are bounded. It follows that these groups are uniformly perfect. In order to characterize the…

Differential Geometry · Mathematics 2011-04-20 Tomasz Rybicki

It is shown that every homeomorphism f of finite distortion in the plane is the so-called lower Q-homeomorphism with Q(z)=K_f(z), and, on this base, it is developed the theory of the boundary behavior of such homeomorphisms.

Complex Variables · Mathematics 2010-11-19 D. Kovtonyuk , I. Petkov. , V. Ryazanov

In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

Machine Learning · Computer Science 2010-03-31 Arvind Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

We establish a Cram\'er-type moderate deviation theorem for double-index permutation statistics (DIPS). To the best of our knowledge, previous results only provided Berry-Esseen type bounds for DIPS, which cannot yield moderate deviation…

Probability · Mathematics 2026-03-27 Songhao Liu , Qiman Shao , Jingyu Xu

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

Computation · Statistics 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

We study the problem of conjugating a diffeomorphism of the interval to (positive) powers of itself. Although this is always possible for homeomorphisms, the smooth setting is rather interesting. Besides the obvious obstruction given by…

Dynamical Systems · Mathematics 2024-05-21 Hélène Eynard-Bontemps , Andrés Navas

We introduce a randomized iterative fragmentation procedure for finite metric spaces, which is guaranteed to result in a polynomially large subset that is $D$-equivalent to an ultrametric, where $D\in (2,\infty)$ is a prescribed target…

Metric Geometry · Mathematics 2010-03-23 Assaf Naor , Terence Tao
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