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We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays.…

Optimization and Control · Mathematics 2025-06-23 Amit Attia , Ofir Gaash , Tomer Koren

Partial rigidity is a quantitative notion of recurrence and provides a global obstruction which prevents the system from being strongly mixing. A dynamical system $(X, \mathcal{X}, \mu, T)$ is partially rigid if there is a constant $\delta…

Dynamical Systems · Mathematics 2024-12-13 Tristán Radić

For an ergodic map $T$ and a non-constant, real-valued $f \in L^1$, the ergodic averages $\mathbb{A}_N f(x) = \frac{1} {N} \sum_{n=1}^N f(T^n x)$ converge a.e., but the convergence is never monotone. Depending on particular properties of…

Dynamical Systems · Mathematics 2025-01-03 Sovanlal Mondal , Joe Rosenblatt , Máté Wierdl

Let $\psi(n)\to +0$ and a square-integrable function $f$ be non-zero, then for the typical mixing automorphism $T$ the set $\{n:\, |(T^nf,f) |>\psi( n)\}$ is infinite. The mildly mixing automorphisms $T$ do not have convergences of non-zero…

Dynamical Systems · Mathematics 2024-03-29 Valery V. Ryzhikov

We determine a lower gap property for the growth of an unbounded \(\mathbb{Z}\)-valued \(k\)-regular sequence. In particular, if \(f:\mathbb{N}\to\mathbb{Z}\) is an unbounded \(k\)-regular sequence, we show that there is a constant \(c>0\)…

Number Theory · Mathematics 2014-10-22 Jason P. Bell , Michael Coons , Kevin G. Hare

In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…

Machine Learning · Computer Science 2019-07-16 Adam Breuer , Eric Balkanski , Yaron Singer

This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…

Analysis of PDEs · Mathematics 2020-03-05 Carsten Hartmann , Lara Neureither , Upanshu Sharma

We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…

Optimization and Control · Mathematics 2026-05-11 Morenikeji Neri , Nicholas Pischke , Thomas Powell

Th\^eo1 is a frequency stability statistic which is similar to the Allan variance but can provide stability estimates at longer averaging factors and with higher confidence. However, the calculation of Th\^eo1 is significantly slower than…

Data Analysis, Statistics and Probability · Physics 2021-06-08 Ben Lewis

Let $L^2(X,\Sigma,\mu,\tau)$ be a measure-preserving system, with $\tau$ a $\mathbb{Z}$-action. In this note, we prove that the ergodic averages along integer-valued polynomials, $P(n)$, \[ M_N(f):= \frac{1}{N}\sum_{n \leq N} \tau^{P(n)} f…

Classical Analysis and ODEs · Mathematics 2014-02-11 Ben Krause

We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…

Probability · Mathematics 2021-06-23 Yunpeng Zhao

We consider an abstract system of Timoshenko type $$ \begin{cases} \rho_1{{\ddot \varphi}} + a A^{\frac12}(A^{\frac12}\varphi + \psi) =0\\ \rho_2{{\ddot \psi}} + b A \psi + a (A^{\frac12}\varphi + \psi) - \delta A^\gamma {\theta} = 0\\…

Analysis of PDEs · Mathematics 2015-06-23 Valeria Danese , Filippo Dell'Oro , Vittorino Pata

Why can the world resist the law of entropy increase and produce self-organizing structure? Does the entropy of an isolated system always only increase and never decrease? Can be thermodymamic degradation and self-organizing evolution…

Statistical Mechanics · Physics 2007-10-26 Xiu-San Xing

We consider a Markov chain $(M_{n})_{n\ge 0}$ on the set $\mathbb{N}_{0}$ of nonnegative integers which is eventually decreasing, i.e. $\mathbb{P}\{M_{n+1}<M_{n}|M_{n}\ge a\}=1$ for some $a\in\mathbb{N}$ and all $n\ge 0$. We are interested…

Probability · Mathematics 2015-09-08 Gerold Alsmeyer , Alexander Marynych

The dominated convergence theorem implies that if (f_n) is a sequence of functions on a probability space taking values in the interval [0,1], and (f_n) converges pointwise a.e., then the sequence of integrals converges to the integral of…

Functional Analysis · Mathematics 2014-01-03 Jeremy Avigad , Edward Dean , Jason Rute

In this paper, we propose an overlapping additive Schwarz method for total variation minimization based on a dual formulation. The $O(1/n)$-energy convergence of the proposed method is proven, where $n$ is the number of iterations. In…

Numerical Analysis · Mathematics 2021-02-05 Jongho Park

Many physicists think that the maximum entropy formalism is a straightforward application of Bayesian statistical ideas to statistical mechanics. Some even say that statistical mechanics is just the general Bayesian logic of inductive…

Statistical Mechanics · Physics 2007-05-23 Cosma Rohilla Shalizi

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell