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Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…

Optimization and Control · Mathematics 2016-11-03 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…

Probability · Mathematics 2014-08-19 Lev B. Klebanov , Lenka Slámová , Ashot Kakosyan , Gregory Temnov

Computable reducibility is a well-established notion that allows to compare the complexity of various equivalence relations over the natural numbers. We generalize computable reducibility by introducing degree spectra of reducibility and…

Logic · Mathematics 2018-10-09 Ekaterina Fokina , Dino Rossegger , Luca San Mauro

This paper is a contribution to the growing investigation of strong reducibilities between $\Pi^1_2$ statements of second-order arithmetic, viewed as an extension of the traditional analysis of reverse mathematics. We answer several…

Logic · Mathematics 2015-04-09 Damir D. Dzhafarov

The notion of slow entropy, both upper and lower slow entropy, was defined by Katok and Thouvenot as a more refined measure of complexity for dynamical systems, than the classical Kolmogorov-Sinai entropy. For any subexponential rate…

Dynamical Systems · Mathematics 2020-07-17 Terry Adams

The aim of this paper is to present an elementary computable theory of random variables, based on the approach to probability via valuations. The theory is based on a type of lower-measurable sets, which are controlled limits of open sets,…

Logic in Computer Science · Computer Science 2021-01-05 Pieter Collins

We address the study of topologically invariant means and almost convergence on the real numbers $\mathbb{R}$. Here, the former is a certain class of invariant means on $L^{\infty}(\mathbb{R})$ and the latter is a summability method defined…

Functional Analysis · Mathematics 2023-01-05 Ryoichi Kunisada

We correct Miyabe's proof of van Lambalgen's Theorem for truth-table Schnorr randomness (which we will call uniformly relative Schnorr randomness). An immediate corollary is one direction of van Lambalgen's theorem for Schnorr randomness.…

Logic · Mathematics 2013-05-02 Kenshi Miyabe , Jason Rute

Sofic entropy is an invariant for probability-preserving actions of sofic groups. It was introduced a few years ago by Lewis Bowen, and shown to extend the classical Kolmogorov-Sinai entropy from the setting of amenable groups. Some parts…

Dynamical Systems · Mathematics 2016-06-14 Tim Austin

Recursive analysis was introduced by A. Turing [1936], A. Grzegorczyk [1955], and D. Lacombe [1955]. It is based on a discrete mechanical framework that can be used to model computation over the real numbers. In this context the…

Computational Complexity · Computer Science 2009-11-13 Walid Gomaa

Avila's Almost Reducibility Conjecture (ARC) is a powerful statement linking purely analytic and dynamical properties of analytic one frequency $SL(2,\mathbb{C})$ cocycles. It is also a fundamental tool in the study of spectral theory of…

Dynamical Systems · Mathematics 2023-09-12 Lingrui Ge

Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…

Statistics Theory · Mathematics 2025-09-04 Antonio Di Noia , Fabrizio Ruggeri , Antonietta Mira

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

Probability · Mathematics 2017-08-31 Jinlu Li , Robert Mendris

We establish the fundamental limits of lossless analog compression by considering the recovery of arbitrary m-dimensional real random vectors x from the noiseless linear measurements y=Ax with n x m measurement matrix A. Our theory is…

Functional Analysis · Mathematics 2024-10-03 Giovanni Alberti , Helmut Bölcskei , Camillo De Lellis , Günther Koliander , Erwin Riegler

In the paper [G.Pantsulaia, On Uniformly Distributed Sequences on [-1/2,1/2], Georg. Inter. J. Sci. Tech.,4(3) (2013), 21--27], it was shown that $\mu$-almost every element of $\mathbf{R}^{\infty}$ is uniformly distributed in…

Classical Analysis and ODEs · Mathematics 2016-08-17 Gogi Rauli Pantsulaia

We consider one-frequency analytic SL(2,R) cocycles. Our main result establishes the Almost Reducibility Conjecture in the case of exponentially Liouville frequencies. Together with our earlier work, this implies that all cocycles close to…

Dynamical Systems · Mathematics 2010-06-04 Artur Avila

Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric…

Probability · Mathematics 2018-10-24 Björn Böttcher , Martin Keller-Ressel , René L. Schilling

A complete analysis is given of the computable reductions that hold between $\mathsf{SRT}^2_2$, $\mathsf{SPT}^2_2$, and $\mathsf{SIPT}^2_2$. In particular, while $\mathsf{D}^2_2\le_{\rm sW}\mathsf{SIPT}^2_2\le_{\rm…

Logic · Mathematics 2017-11-20 David Nichols

Solomonoff unified Occam's razor and Epicurus' principle of multiple explanations to one elegant, formal, universal theory of inductive inference, which initiated the field of algorithmic information theory. His central result is that the…

Machine Learning · Computer Science 2008-06-26 Marcus Hutter

We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…

Probability · Mathematics 2015-11-16 Pierre Youssef