Related papers: Asymptotic behaviour of integer programming and th…

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…

In this paper, we discuss an alternative approach to determine an asymptotic equivalent of the partial sum of the reciprocals of prime numbers. This well-known result, related to Merten's second theorem, is usually derived through methods…

We use elementary arguments to prove results on the order of magnitude of certain sums concerning the gcd's and lcm's of $k$ positive integers, where $k\ge 2$ is fixed. We refine and generalize an asymptotic formula of Bordell\`{e}s (2007),…

We investigate the asymptotic behavior of solutions for quasilinear parabolic equations in bounded intervals. In particular, we are concerned with a special class of solutions, called interface solutions, which exhibit e metastable…

Using recent results from the theory of integer points close to smooth curves, we give an asymptotic formula for the distribution of values of a class of integer-valued prime-independent multiplicative functions.

We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…

We consider the problem of computing the family of operator norms recently introduced in arXiv:0909.3907. We develop a family of semidefinite programs that can be used to exactly compute them in small dimensions and bound them in general.…

By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…

Generalized nonlinear programming is considered without any convexity assumption, capturing a variety of problems that include nonsmooth objectives, combinatorial structures, and set-membership nonlinear constraints. We extend the augmented…

We use the convolution method for arithmetic functions of several variables to deduce an asymptotic formula for the number of $k$-tuples of positive integers with components which are pairwise non-coprime and $\le x$. More generally, we…

Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…

The paper considers asymptotics of summation functions of additive and multiplicative arithmetic functions. We also study asymptotics of summation functions of natural and prime arguments. Several assertions on this subject are proved and…

In this paper, we propose a subgradient algorithm with a non-asymptotic convergence guarantee to solve copositive programming problems. The subproblem to be solved at each iteration is a standard quadratic programming problem, which is…

We deduce an asymptotic formula with error term for the sum $\sum_{n_1,\ldots,n_k \le x} f([n_1,\ldots, n_k])$, where $[n_1,\ldots, n_k]$ stands for the least common multiple of the positive integers $n_1,\ldots, n_k$ ($k\ge 2$) and $f$…

In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…

We introduce IsalProgram (Instruction Set and Language for Programming), a novel assembly-like programming language with three distinctive theoretical properties: (1) it is a regular language in the sense of formal language theory, meaning…

We analyze the asymptotic properties a special solution of the $(3,4)$ string equation, which appears in the study of the multicritical quartic $2$-matrix model. In particular, we show that in a certain parameter regime, the corresponding…

We introduce the notion of asymptotic integrability into the theory of nonlinear wave equations. It means that the Hamiltonian structure of equations describing propagation of high-frequency wave packets is preserved by hydrodynamic…

We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…