Related papers: Lower Estimate on Square Function of an Indicator …

Let $f$ be a holomorphic modular form of prime level $p$ and trivial nebentypus. We show that there exists a computable $\delta>0$, such that $$ L\left(\tfrac{1}{2},\mathrm{Sym}^2 f\right)\ll p^{\tfrac{1}{2}-\delta}, $$ with the implied…

For an arbitrary del Pezzo surface S, we compute alpha(S), which is the volume of a certain polytope in the dual of the effective cone of S, using Magma and Polymake. The constant alpha(S) appears in Peyre's conjecture for the leading term…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

In an increasing number of applications, it is of interest to recover an approximately low-rank data matrix from noisy observations. This paper develops an unbiased risk estimate---holding in a Gaussian model---for any spectral estimator…

We settle an open problem of several years standing by showing that the least-squares mean for positive definite matrices is monotone for the usual (Loewner) order. Indeed we show this is a special case of its appropriate generalization to…

In this article we consider Bayesian parameter inference for a type of partially observed stochastic Volterra equation (SVE). SVEs are found in many areas such as physics and mathematical finance. In the latter field they can be used to…

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

It is proved that if a smooth function $u(x)$, $x\in \mathbb{R}^3$, such that $\inf_{s\in S}|u_N(s)|>0$, where $u_N$ is the normal derivative of $u$ on $S$, has a closed smooth surface $S$ of zeros, then the function $u(x)+\epsilon v(x)$…

Consider a semiclassical Hamiltonian $H := h^{2} \Delta + V - E$ where $\Delta$ is the positive Laplacian on $\mathbb{R}^{d}$, $V \in C^{\infty}_{0}(\mathbb{R}^{d})$ and $E > 0$ is an energy level. We prove that under an appropriate…

We compute the probability mass function of the random variable which returns the smallest denominator of a reduced fraction in a randomly chosen real interval of radius $\delta/2$. As an application, we prove that the expected value of the…

In this article, we count the number of consecutive zeros of the Epstein zeta-function, associated to a certain quadratic form, on the critical line with ordinates lying in $[0,T], T$ sufficiently large and which are separated apart by a…

We consider a percolation model on square lattices with sites weighted by beta-distributed random variables $S\sim \mathrm{Beta}(a,b)$ with a positive real parameters $a>0$ and $b>0$. Using the Monte Carlo method, we estimate the…

It is well-known that entire functions whose spectrum belongs to a fixed bounded set $S$ admit real uniformly discrete uniqueness sets $\Lambda$. We show that the same is true for much wider spaces of continuous functions. In particular,…

We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…

Let $\lambda (n)$ denote the Liouville function. Complementary to the prime number theorem, Chowla conjectured that \vspace{1mm} \noindent {\bf Conjecture (Chowla).} {\em \begin{equation} \label{a.1} \sum_{n\le x} \lambda (f(n)) =o(x)…

Let $\eta$ be a fixed positive integer. Let $S$ be a subset of $\mathbb{Z}$, $\star:S\times S\to \mathbb{Z}$ be a binary function, and $\zeta_{\eta}:\{\xi\in \mathbb{Z}:\gcd(\xi,\eta)=1\}\to \{0,1\}$ be a function. For a simple connected…

The S matrix of e--e scattering has the structure of a projection operator that projects incoming separable product states onto entangled two-electron states. In this projection operator the empirical value of the fine-structure constant…

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

We give simple proofs that for a continuous local martingale M_t: 1) \liminf_{\epsilon->0} \epsilon \log Ee^{(1-\epsilon) <M>_\infty /2} < \infty ==> E\exp(M_\infty - <M>_\infty /2) = 1, 2) \liminf_{\epsilon->0} \epsilon \log\sup_{t>=0}…

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters $\lambda \in ]0.1], \theta = 1/2$. Hopelessly, apart from the case $\lambda = 1$, the polynomials we derive are no…