Related papers: Asymptotic $C^{1,\gamma}$-regularity for value fun…

We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…

It is defined $\Gamma_{p,q}$ function, a generalize of $\Gamma$ function. Also, we defined $\psi_{p,q}$-analogue of the psi function as the log derivative of $\Gamma_{p,q}$. For the $\Gamma_{p,q}$ -function, are given some properties…

Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results addressing these problems over a fixed…

In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

We derive asymptotic expansions of the Kummer functions $M(a,b,z)$ and $U(a,b+1,z)$ for large positive values of $a$ and $b$, with $z$ fixed. For both functions we consider $b/a\le 1$ and $b/a\ge 1$, with special attention for the case…

We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function from the Bellman equation. For the case that the value…

We consider fully nonlinear uniformly elliptic cooperative systems with quadratic growth in the gradient, such as $$ -F_i(x, u_i, Du_i, D^2 u_i)- \langle M_i(x)D u_i, D u_i \rangle =\lambda c_{i1}(x) u_1 + \cdots + \lambda c_{in}(x) u_n…

We consider degenerate elliptic equations of second order in divergence form with a symmetric random coefficient field $a$. Extending the work of the first author, Fehrman, and Otto [Ann. Appl. Probab. 28 (2018), no. 3, 1379-1422], who…

We prove a $C^{1,1}$ estimate for solutions of a class of fully nonlinear equations introduced by Chen-He. As an application, we prove the $C^{1,1}$ regularity of geodesics in the space of volume forms.

We consider the orthogonal polynomials on $[-1,1]$ with respect to the weight $$ w_c(x)=h(x)(1-x)^{\alpha}(1+x)^{\beta} \Xi_{c}(x), \quad \alpha, \beta >-1, $$ where $h$ is real analytic and strictly positive on $[-1, 1]$, and $\Xi_{c}$ is…

We estimate the number of integer solutions to decomposable form inequalities (both asymptotic estimates and upper bounds are provided) when the degree of the form and the number of variables are relatively prime. These estimates display…

In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…

Consider a bound state (an eigenfunction) $\psi$ of an atom with $N$ electrons. We study the spectra of the one-particle density matrix $\gamma$ and of the one-particle kinetic energy density matrix $\tau$ associated with $\psi$. The paper…

Given a group $\Gamma$, we establish a connection between the unitarisability of its uniformly bounded representations and the asymptotic behaviour of the isoperimetric constants of Cayley graphs of $\Gamma$ for increasingly large…

We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…

Let $G=\mathop{A\ast B}\limits_C$ be an amalgamated product of finite rank free groups $A$, $B$ and $C$. We introduce atomic measures and corresponding asymptotic densities on a set of normal forms of elements in $G$. We also define two…

We study the behavior of second-order degenerate elliptic systems in divergence form with random coefficients which are stationary and ergodic. Assuming moment bounds like Chiarini and Deuschel [Arxiv preprint 1410.4483, 2014] on the…

In this paper we analyze the asymptotic behavior of several fractional eigenvalue problems by means of Gamma-convergence methods. This method allows us to treat different eigenvalue problems under a unified framework. We are able to recover…