Related papers: Higher order approximations in arcsine laws for su…
We discuss approximations of the relative limit densities of descendants in Galton--Watson processes that follow from the Karlin--McGregor near-constancy phenomena. These approximations are based on the fast exponentially decaying Fourier…
We develop diffusion approximations for parallel-queueing systems with the randomized longest-queue-first scheduling algorithm by establishing new mean-field limit theorems as the number of buffers $n\to\infty$. We achieve this by allowing…
We introduce the notion of an approximation system as a generalization of Taylor approximation, and we give some first examples. Next we develop the general theory, including error bounds and a sufficient criterion for convergence. More…
The rate of convergence of the distribution of the length of the longest increasing subsequence, toward the maximal eigenvalue of certain matrix ensembles, is investigated. For finite-alphabet uniform and nonuniform i.i.d. sources, a rate…
We develop the theory of Diophantine approximation for systems of simultaneously small linear forms, which coefficients are drawn from any given analytic non-degenerate manifolds. This setup originates from a problem of Sprind\v{z}uk from…
We consider a simple model of higher order, functional computation over the booleans. Then, we enrich the model in order to encompass non-termination and unrecoverable errors, taken separately or jointly. We show that the models so defined…
Laplace approximations are commonly used to approximate high-dimensional integrals in statistical applications, but the quality of such approximations as the dimension of the integral grows is not well understood. In this paper, we prove a…
We propose a high-order version of the augmented Lagrangian method for solving convex optimization problems with linear constraints, which achieves arbitrarily fast -- and even superlinear -- convergence rates. First, we analyze the…
We develop a theory of higher order structures in compact abelian groups. In the frame of this theory we prove general inverse theorems and regularity lemmas for Gowers's uniformity norms. We put forward an algebraic interpretation of the…
The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…
We solve the convergence case of the generalized Baker-Schmidt problem for simultaneous approximation on affine subspaces, under natural diophantine type conditions. In one of our theorems, we do not require monotonicity on the…
Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…
This paper is devoted to the study of a problem of Cassels in multiplicative Diophantine approximation which involves minimising values of a product of affine linear forms computed at integral points. It was previously known that values of…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
Inference-time reward alignment asks how to turn a pre-trained diffusion model with base law $p$ into a sampler that favors a reward $r$ while remaining close to $p$. Since there is no canonical distributional distance for this closeness…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
We study density thresholds that force a measurable set $E\subseteq\mathbb{R}^d$ to contain all sufficiently large similar copies of every $n$-point configuration. We prove a lower bound of the form $1-O((\log n)/n)$, which matches the…
A theorem is derived which determines higher order first integrals of autonomous holonomic dynamical systems in a general space, provided the collineations and the Killing tensors -- up to the order of the first integral -- of the kinetic…
We give a criterion for the simultaneous existence or non existence of two long-range orders for two observables, at finite temperatures, for quantum lattice many body systems. Our analysis extends previous results of G.-S. Tian limited to…
In this work we develop an open quantum system view of the parametric approximation, which allows us to obtain systematic perturbative corrections to it. We consider the Jaynes-Cummings model with dissipation, assuming that the field is in…