Related papers: Note on a Theoretical Justification for Approximat…
The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…
We prove an arithmetic analogue of Fujita's approximation theorem in Arakelov geometry, conjectured by Moriwaki, by using slope method and measures associated to $\mathbb R$-filtrations.
We establish new estimates for the constant $J_a(k,\alpha)$ in the Brudnyi-Jackson inequality for approximation of $f \in C[-1,1]$ by algebraic polynomials: $$ E_{n}^a (f) \le J_a(k, \alpha) \ \omega_k (f, \alpha \pi /n ), \quad \alpha >0…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…
This paper offers a newly created integral approach for operators employing the orthogonal modified Laguerre polynomials and P\u{a}lt\u{a}nea basis. These operators approximate the functions over the interval $[0,\infty)$. Further, the…
Congruences of Fourier coefficients of modular forms have long been an object of central study. By comparison, the arithmetic of other expansions of modular forms, in particular Taylor expansions around points in the upper-half plane, has…
We prove that the logarithm of an arbitrary tau-function of the KdV hierarchy can be approximated, in the topology of graded formal series by the logarithmic expansions of hyperelliptic theta-functions of finite genus, up to at most…
A Fixed-Parameter Tractable (\FPT) $\rho$-approximation algorithm for a minimization (resp. maximization) parameterized problem $P$ is an FPT algorithm that, given an instance $(x, k)\in P$ computes a solution of cost at most $k \cdot…
A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered. It is proved that changing the integrator by the corresponding…
Unitary best approximation to the exponential function on an interval on the imaginary axis has been introduced recently. In the present work two algorithms are considered to compute this best approximant: an algorithm based on rational…
An alternative form of Fermats equation[1] is proposed. It represents a portion of the identity that includes three terms of Fermats original equation. This alternative form permits an elementary and compact proof of the first case of…
The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
Following recent advances in combining approximation algorithms with fixed-parameter tractability (FPT), we study FPT-time approximation algorithms for minimum-norm $k$-clustering problems, parameterized by the number $k$ of open…
The Koml\'os$\unicode{x2013}$Major$\unicode{x2013}$Tusn\'ady (KMT) inequality for partial sums is one of the most celebrated results in probability theory. Yet its practical application has been hindered by a lack of practical constants.…
Forward-looking correlations are of interest in different financial applications, including factor-based asset pricing, forecasting stock-price movements or pricing index options. With a focus on non-FX markets, this paper defines necessary…
We consider the question of approximating any real number $\alpha$ by sums of $n$ rational numbers $\frac{a_1}{q_1} + \frac{a_2}{q_2} + ... + \frac{a_n}{q_n}$ with denominators $1 \leq q_1, q_2, ..., q_n \leq N$. This leads to an inquiry on…
We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.
As a variant of the Area Under the ROC Curve (AUC), the partial AUC (PAUC) focuses on a specific range of false positive rate (FPR) and/or true positive rate (TPR) in the ROC curve. It is a pivotal evaluation metric in real-world scenarios…