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We study S-shaped utility maximisation with VaR constraint and unobservable drift coefficient. Using the Bayesian filter, the concavification principle, and the change of measure, we give a semi-closed integral representation for the dual…

An $(r, s)$-formation is a concatenation of $s$ permutations of $r$ letters. If $u$ is a sequence with $r$ distinct letters, then let $\mathit{Ex}(u, n)$ be the maximum length of any $r$-sparse sequence with $n$ distinct letters which has…

We exhibit a class of "relatively curved" $\vec{\gamma}(t) := (\gamma_1(t),\dots,\gamma_n(t))$, so that the pertaining multi-linear maximal function satisfies the sharp range of H\"{o}lder exponents, \[ \left\| \sup_{r > 0} \ \frac{1}{r}…

We study an effective field theory of interacting nucleons at distances much greater than the pion's Compton wavelength. In this regime the NN potential is conjectured to be the sum of a delta function and its derivatives. The question we…

Let $\tau_k$ be the $k$-fold divisor function. By constructing an approximant of $\tau_k$, denoted as $\tau_k^*$, which is a normalized truncation of the $k$-fold divisor function, we prove that when $\exp\left(C\log^{1/2}X(\log\log…

First, let $u_{g}$ be the unique solution of an elliptic variational inequality with source term $g$. We establish, in the general case, the error estimate between $u_{3}(\mu)=\mu u_{g_{1}}+ (1-\mu)u_{g_{2}}$ %(the convex combination of two…

Let $\sqrt{N}+\lambda_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations behaviour of the limiting $N\rightarrow \infty$…

We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

We consider solutions of the competitive elliptic system \[ \left\{ \begin{array}{ll} -\Delta u_i = - \sum_{j \neq i} u_i u_j^2 & \text{in $\mathbb{R}^N$} \\ u_i >0 & \text{in $\mathbb{R}^N$} \end{array}\right. \qquad i=1,\dots,k. \] We are…

In this article, we consider the problem of sampling from a probability measure $\pi$ having a density on $\mathbb{R}^d$ known up to a normalizing constant, $x\mapsto \mathrm{e}^{-U(x)} / \int_{\mathbb{R}^d} \mathrm{e}^{-U(y)} \mathrm{d}…

In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…

Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…

Given any Borel function $V : \Omega \to [0, +\infty]$ on a smooth bounded domain $\Omega \subset \mathbb{R}^{N}$, we establish that the strong maximum principle for the Schr\"odinger operator $-\Delta + V$ in $\Omega$ holds in each…

We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary…

We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…

The scaling laws guiding modern model training were calibrated for a single regime: data-rich, single-epoch pretraining. The dominant such scaling law form, Chinchilla's $L = E + A/N^\alpha + B/D^\beta$, has three structural limitations…

In this article we consider Wigner matrices $X_N$ with variance profiles (also called Wigner-type matrices) which are of the form $X_N(i,j) = \sigma(i/N,j/N) a_{i,j} / \sqrt{N}$ where $\sigma$ is a symmetric real positive function of…

The purpose of this paper is to study ergodic averages with deterministic weights. More precisely we study the convergence of the ergodic averages of the type $\frac{1}{N} \sum_{k=0}^{N-1} \theta (k) f \circ T^{u_k}$ where $\theta = (\theta…

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…