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This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

It is well known and readily seen that the maximum of $n$ independent and uniformly on $[0,1]$ distributed random variables, suitably standardised, converges in total variation distance, as $n$ increases, to the standard negative…

Probability · Mathematics 2020-05-06 Michael Falk , Simone A. Padoan , Stefano Rizzelli

We prove convergence rates of linear sampling recovery of functions in abstract Bochner spaces satisfying weighted summability of their generalized polynomial chaos expansion coefficients. The underlying algorithm is a function-valued…

Numerical Analysis · Mathematics 2026-03-31 Felix Bartel , Dinh Dũng

For an $N \times N$ random unitary matrix $U_N$, we consider the random field defined by counting the number of eigenvalues of $U_N$ in a mesoscopic arc of the unit circle, regularized at an $N$-dependent scale $\epsilon_N>0$. We prove that…

Probability · Mathematics 2018-04-20 Gaultier Lambert , Dmitry Ostrovsky , Nick Simm

We generalize the family of $\alpha$-divergences using a pair of strictly comparable weighted means. In particular, we obtain the $1$-divergence in the limit case $\alpha\rightarrow 1$ (a generalization of the Kullback-Leibler divergence)…

Information Theory · Computer Science 2022-11-23 Frank Nielsen

We obtain the tail probability of generalized sub-Gaussian canonical processes. It can be viewed as a variant of the Bernstein-type inequality in the i.i.d case, and we further get a tighter bound of concentration inequality through…

Probability · Mathematics 2024-02-02 Yiming Chen , Yuxuan Wang , Kefan Zhu

There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…

Number Theory · Mathematics 2019-01-07 Douglas Bowman , James Mc Laughlin

We show that the sets in a family with finite VC dimension can be uniformly approximated within a given error by a finite partition. Immediate corollaries include the fact that VC classes have finite bracketing numbers, satisfy uniform laws…

Probability · Mathematics 2010-07-26 Terrence M. Adams , Andrew B. Nobel

We prove an inhomogeneous analogue of W. M. Schmidt's (1969) theorem on Hausdorff dimension of the set of badly approximable systems of linear forms. The proof is based on ideas and methods from the theory of dynamical systems, in…

Number Theory · Mathematics 2007-05-23 Dmitry Kleinbock

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

Probability · Mathematics 2012-09-11 Yuri Kifer

This paper presents a family of rapidly convergent summation formulas for various finite sums of analytic functions. These summation formulas are obtained by applying a series acceleration transformation involving Stirling numbers of the…

Number Theory · Mathematics 2016-02-02 Raphael Schumacher

Given a finite collection of estimators or classifiers, we study the problem of model selection type aggregation, that is, we construct a new estimator or classifier, called aggregate, which is nearly as good as the best among them with…

Statistics Theory · Mathematics 2008-11-10 A. Juditsky , P. Rigollet , A. B. Tsybakov

In this master's thesis, we introduce expansion systems as a general framework to describe a large variety of approximation algorithms, such as Taylor approximation, decimal expansion and continued fraction. We consider some basic…

Classical Analysis and ODEs · Mathematics 2012-06-05 V. A. Pessers

We study aggregations for ordinary differential equations induced by fluid semantics for Markovian process algebra which can capture the dynamics of performance models and chemical reaction networks. Whilst previous work has required…

Performance · Computer Science 2014-06-10 Max Tschaikowski , Mirco Tribastone

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

Dynamical Systems · Mathematics 2025-09-03 Dmitry Dolgopyat , Sixu Liu

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

Probability · Mathematics 2020-07-14 Bob Pepin

We take advantage of a rigidity result for the equation satisfied by an extremal function associated with a special case of the Caffarelli-Kohn-Nirenberg inequalities to get a symmetry result for a larger set of inequali-ties. The main…

Analysis of PDEs · Mathematics 2014-12-02 Jean Dolbeault , Maria J. Esteban , Stathis Filippas , Achiles Tertikas

An approach is suggested defining effective sums of divergent series in the form of self-similar exponential approximants. The procedure of constructing these approximants from divergent series with arbitrary noninteger powers is developed.…

Statistical Mechanics · Physics 2009-10-31 V. I. Yukalov , S. Gluzman

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

Probability · Mathematics 2025-08-22 Congzao Dong , Alexander Iksanov

We prove a new family of inequalities involving squares of random variables belonging to the Wiener chaos associated with a given Gaussian field. Our result provides a substantial generalisation, as well as a new analytical proof, of an…

Probability · Mathematics 2015-03-10 Dominique Malicet , Ivan Nourdin , Giovanni Peccati , Guillaume Poly
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