Related papers: The Expectation of a Multiplicative Functional und…
In this paper, we propose a new mathematical model for image processing. It is a logarithmical one. We consider the bounded interval (-1, 1) as the set of gray levels. Firstly, we define two operations: addition <+> and real scalar…
We consider an enhanced version of the well-kwown "Petrov-Galerkin" projection in Hilbert spaces. The proposed procedure, dubbed "multi-slice" projector, exploits the fact that the sought solution belongs to the intersection of several…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
Using the fermionic basis discovered in the 6-vertex model, we derive exact formulas for the expectation values of local operators of the sine-Gordon theory in any eigenstate of the Hamiltonian. We tested our formulas in the pure…
The theory of Chebyshev approximation has been extensively studied. In most cases, the optimality conditions are based on the notion of alternance or alternating sequence (that is, maximal deviation points with alternating deviation signs).…
Multiple-integral representations of the (skew-)Macdonald symmetric functions are obtained. Some bosonization schemes for the integral representations are also constructed.
We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…
In this paper we obtain a couple of explicit expressions for the derivative of the probability of an increasing event in the random interlacements model. The event is supported in a finite subset of the lattice, and the derivative is with…
We estimate the expected value of certain function $f:\{-1,1\}^{n}\to\mathbb{R}$. For example, with computer assistance, we show that if $\Delta$ is the Laplacian of the Cayley graph of…
We show that the calculation of Berezin integrals over anticommuting variables can be reduced to the evaluation of expectations of functionals of Poisson processes via an appropriate Feynman-Kac formula. In this way the tools of ordinary…
We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.
We construct an orthogonal basis of functions defined over the unit circle as the product of the common sinusoidal functions of the azimuth angle by radial functions which are essentially sines of a polynomials of the radial distance to the…
In this paper, we study permutations $\pi \in S_n$ with exactly $m$ transpositions. In particular, we are interested in the expected value of $\pi(1)$ when such permutations are chosen uniformly at random. When $n$ is even, this expected…
A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…
We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…
A non-Euclidean generalization of conditional expectation is introduced and characterized as the minimizer of expected intrinsic squared-distance from a manifold-valued target. The computational tractable formulation expresses the…
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
We derive a series summation formula for the average logarithm norm of the action of a matrix on the projective space. This formula is shown to be useful to evaluate some Lyapunov exponents of random $\SL$-matrix cocycles, which include a…