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Both the mean square polynomial stability and exponential stability of $\theta$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each $0\le\theta\le 1$ by using an auxiliary function $F$…
Let $f$ be a zero-mean continuous stationary Gaussian process on ${\mathbb R}$ whose spectral measure vanishes in a $\delta$-neighborhood of the origin. Then the probability that $f$ stays non-negative on an interval of length $L$ is at…
A $\textit{square-full}$ number is a positive integer for which all its prime divisors divide itself at least twice. The counting function of square-full integers of the form $f(n)$ for $n\leqslant N$ is denoted by…
Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…
We prove the following superexponential distribution inequality: for any integrable $g$ on $[0,1)^{d}$ with zero average, and any $\lambda>0$ \[ |\{ x \in [0,1)^{d} \; :\; g \geq\lambda \}| \leq e^{-…
Let $\alpha\in(0,1)\setminus{\Bbb Q}$ and $K=\{(e^z,e^{\alpha z}):\,|z|\leq1\}\subset{\Bbb C}^2$. If $P$ is a polynomial of degree $n$ in ${\Bbb C}^2$, normalized by $\|P\|_K=1$, we obtain sharp estimates for $\|P\|_{\Delta^2}$ in terms of…
We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…
A differentiable function is pseudoconvex if and only if its restrictions over straight lines are pseudoconvex. A differentiable function depending on one variable, defined on some closed interval $[a,b]$ is pseudoconvex if and only if…
We obtain asymptotic formulae for the second discrete moments of the Riemann zeta function over arithmetic progressions $\frac{1}{2} + i(a n + b)$. It reveals noticeable relation between the discrete moments and the continuous moment of the…
An algorithm$^{\ref{Fig1}}$ has been developed with the purpose of obtaining inverse potentials, where the Riccati-type non-linear differential equation, also called phase equation, has been kept in tandem with the Variational Monte Carlo…
Let f be a function defined on positive numbers. The subject is the trace inequality $Tr f(A) + Tr f(P_2AP_2) \le Tr f(P_{12}AP_{12}) + \Tr f(P_{23}AP_{23})$, where $A$ is a positive operator, $P_1,P_2,P_3$ are orthogonal projections such…
We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…
Many continuous wavelets are defined in the frequency domain and do not have analytical expressions in the time domain. Meyer wavelet is ordinarily defined in this way. In this note, we derive new straightforward analytical expressions for…
Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given European option price is presented in terms of the cumulative…
An efficient numerical quadrature is proposed for the approximate calculation of the potential energy in the context of pseudo potential electronic structure calculations with Daubechies wavelet and scaling function basis sets. Our…
In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to…
An isotropic passive scalar field $T$ advected by a rapidly-varying velocity field is studied. The tail of the probability distribution $P(\theta,r)$ for the difference $\theta$ in $T$ across an inertial-range distance $r$ is found to be…
We consider the following problem in stochastic portfolio theory. Are there portfolios that are relative arbitrages with respect to the market portfolio over very short periods of time under realistic assumptions? We answer a slightly…
The main purpose of this paper is to compute all irreducible spherical functions on $G=\SU(3)$ of arbitrary type $\delta\in \hat K$, where $K={\mathrm{S}}(\mathrm{U}(2)\times\mathrm{U}(1))\simeq\mathrm{U}(2)$. This is accomplished by…
We consider in this paper a Gaussian sequence model of observations $Y_i$, $i\geq 1$ having mean (or signal) $\theta_i$ and variance $\sigma_i$ which is growing polynomially like $i^\gamma$, $\gamma >0$. This model describes a large panel…