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Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function $Z$. Having two such functions $Z$ and $\widetilde Z$ we provide estimates…

Statistics Theory · Mathematics 2020-08-13 Michael Habeck , Daniel Rudolf , Björn Sprungk

It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…

Probability · Mathematics 2020-03-25 Alexander Marynych , Ilya Molchanov

The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…

Probability · Mathematics 2023-10-24 Takatoshi Hirano , Ryuya Namba

We use the theory of quantization to introduce non-commutative versions of metric on state space and Lipschitz seminorm. We show that a lower semicontinuous matrix Lipschitz seminorm is determined by their matrix metrics on the matrix state…

Operator Algebras · Mathematics 2007-05-23 Wei Wu

For many standard models of random structure, first-order logic sentences exhibit a convergence phenomenon on random inputs. The most well-known example is for random graphs with constant edge probability, where the probabilities of…

Logic in Computer Science · Computer Science 2025-04-24 Sam Adam-Day , Michael Benedikt , Alberto Larrauri

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Statistics Theory · Mathematics 2021-11-15 Judith Rousseau , Catia Scricciolo

We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a…

Probability · Mathematics 2022-07-07 L. Bertini , D. Gabrielli , C. Landim

An independence model for discrete random variables is a Segre-Veronese variety in a probability simplex. Any metric on the set of joint states of the random variables induces a Wasserstein metric on the probability simplex. The unit ball…

Optimization and Control · Mathematics 2020-10-16 Türkü Özlüm Çelik , Asgar Jamneshan , Guido Montúfar , Bernd Sturmfels , Lorenzo Venturello

We introduce the notion of a random matrix-valued multiplicative function, generalizing Rademacher random multiplicative functions to matrices. We provide an asymptotic for the second moment based on a linear recurrence property for…

Number Theory · Mathematics 2018-12-12 Maxim Gerspach

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

We are interested in the asymptotic behaviour of the first return time of the orbits of a dynamical system into a small neighbourhood of their starting points. We study this quantity in the context of dynamical systems preserving an…

Dynamical Systems · Mathematics 2016-09-20 Nasab Yassine

We prove that intersections and unions of independent random sets in finite spaces achieve a form of Lipschitz continuity. More precisely, given the distribution of a random set $\Xi$, the function mapping any random set distribution to the…

Other Statistics · Statistics 2020-03-03 John Klein

We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments.…

Operator Algebras · Mathematics 2021-01-06 Uwe Franz , Takahiro Hasebe , Sebastian Schleißinger

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

Probability · Mathematics 2014-11-14 Kirk Swanson , Steven J. Miller , Kimsy Tor , Karl Winsor

We consider first-order methods with constant step size for minimizing locally Lipschitz coercive functions that are tame in an o-minimal structure on the real field. We prove that if the method is approximated by subgradient trajectories,…

Optimization and Control · Mathematics 2023-08-03 Cédric Josz , Lexiao Lai

For $1<p<\infty$, we prove the $L^p$-boundedness of the Riesz transform operators on metric measure spaces with Riemannian Ricci curvature bounded from below, without any restriction on their dimension. This large class of spaces include…

Metric Geometry · Mathematics 2023-09-01 Andrea Carbonaro , Luca Tamanini , Dario Trevisan

We prove that the Markov operator associated to an iterated function system consisting of phi-max-contractions with probabilities has a unique invariant measure whose support is the attractor of the system.

Classical Analysis and ODEs · Mathematics 2017-05-16 Flavian Georgescu , Radu Miculescu , Alexandru Mihail

The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…

Probability · Mathematics 2024-08-14 Feng-Yu Wang

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…

Probability · Mathematics 2019-01-03 Martin Raič