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We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Functional data analysis involves data described by regular functions rather than by a finite number of real valued variables. While some robust data analysis methods can be applied directly to the very high dimensional vectors obtained…

Machine Learning · Statistics 2012-01-06 Fabrice Rossi , Yves Lechevallier

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Probability · Mathematics 2020-05-19 Magda Peligrad

We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…

Probability · Mathematics 2024-06-07 Ran Xie , Iain Johnstone

We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…

Probability · Mathematics 2016-12-26 Ben Berckmoes , Geert Molenberghs

There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…

Methodology · Statistics 2019-07-05 Tommaso Rigon

We construct a $C^r$ transformation of the interval (or the torus) which is topologically mixing but has no invariant measure of maximal entropy. Whereas the assumption of $C^{\infty}$ ensures existence of maximal measures for an interval…

Dynamical Systems · Mathematics 2019-01-03 Sylvie Ruette

Let $e^{-tL}$ be a analytic semigroup generated by $-L$, where $L$ is a non-negative self-adjoint operator on $L^2(\mathbb{R}^d)$. Assume that the kernels of $e^{-tL}$, denoted by $p_t(x,y)$, only satisfy the upper bound: for all $N>0$,…

Classical Analysis and ODEs · Mathematics 2025-03-04 Yongming Wen , Huoxiong Wu

Within the framework of residual symmetry, two $\mathbb{Z}_2$ type associate $\mu\tau$ interchange symmetries robustly constrain the Dirac CP phase $\delta$ in a model independent way. Both of them predict simultaneous maximality of…

High Energy Physics - Phenomenology · Physics 2020-01-08 Rome Samanta , Roopam Sinha , Ambar Ghosal

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

Dynamical Systems · Mathematics 2025-12-08 Kasun Fernando , Tanja I. Schindler

From the works of Rauzy and Thurston, we know how to construct (multiple) tilings of some Euclidean space using the conjugates of a Pisot unit $\beta$ and the greedy $\beta$-transformation. In this paper, we consider different…

Dynamical Systems · Mathematics 2012-02-21 Charlene Kalle , Wolfgang Steiner

In this paper we improve the bounds for the Carath\'eodory number, especially on algebraic varieties and with small gaps (not all monomials are present). We provide explicit lower and upper bounds on algebraic varieties, $\mathbb{R}^n$, and…

Functional Analysis · Mathematics 2021-07-20 Philipp J. di Dio , Mario Kummer

We present results of a combined analysis in neutrino oscillations without unitarity assumption in the $3\nu$ mixing picture. Constraints on neutrino mixing matrix elements are based on recent data from the reactor, solar and long-baseline…

High Energy Physics - Phenomenology · Physics 2021-02-24 Zhuojun Hu , Jiajie Ling , Jian Tang , TseChun Wang

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

Probability · Mathematics 2014-11-12 David Barrera

This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…

Probability · Mathematics 2018-07-24 B. A. Surya

We explicitly solve a variational problem related to upper bounds on the optimal constants in the Cwikel--Lieb--Rozenblum (CLR) and Lieb--Thirring (LT) inequalities, which has recently been derived in [Invent. Math. 231 (2023), no.1,…

Mathematical Physics · Physics 2025-03-24 Thiago Carvalho Corso , Tobias Ried

This paper proposes a mixed variational formulation for the problem of two coupled plates with a rigid {junction}. The proposed mixed {formulation} introduces {the union of} stresses and moments as {an auxiliary variable}, which {are}…

Numerical Analysis · Mathematics 2024-03-28 Jun Hu , Zhen Liu , Rui Ma , Ruishu Wang

Clustering functional data is a challenging task due to intrinsic infinite-dimensionality and the need for stable, data-adaptive partitioning. In this work, we propose a clustering framework based on Random Projections, which simultaneously…

Methodology · Statistics 2025-12-18 Matteo Mori , Laura Anderlucci

If particles interact according to isotropic pair potentials that favor multiple length scales, in principle a large variety of different complex structures can be achieved by self-assembly. We present, motivate, and discuss a conjecture…

Soft Condensed Matter · Physics 2018-11-07 Erdal C. Oğuz , Aleksandar Mijailović , Michael Schmiedeberg

We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…

Optimization and Control · Mathematics 2018-10-22 Nathalie Khalil , Sofia O. Lopes