Related papers: The mean value property (corrected version)
The subject of features normalization plays an important central role in data representation, characterization, visualization, analysis, comparison, classification, and modeling, as it can substantially influence and be influenced by all of…
It is proved that harmonic functions are characterized by harmonicity of their spherical means, for which purpose the iterated spherical means are used. The similar characterization of solutions to the modified Helmholtz equation…
For some estimations and predictions, we solve minimization problems with asymmetric loss functions. Usually, we estimate the coefficient of regression for these problems. In this paper, we do not make such the estimation, but rather give a…
We consider four properties of a field $K$ related to the existence of (definable) henselian valuations on $K$ and on elementarily equivalent fields, and study the implications between them. Surprisingly, the full pictures look very…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
In this note we present a refinement of the AM-GM inequality, and then we estimate in a special case the typical size of the improvement.
In this paper, approximate convexity and approximate midconvexity properties, called $\varphi$-convexity and $\varphi$-midconvexity, of real valued function are investigated. Various characterizations of $\varphi$-convex and…
This paper deals with random walks on isometry groups of Gromov hyperbolic spaces, and more precisely with the dimension of the harmonic measure $\nu$ associated with such a random walk. We first establish a link of the form $\dim \nu \leq…
In this document, we make a round up of the theory of asymptotic normality of sums of associated random variables, in a coherent approach in view of further contributions for new researchers in the field. (Version 01)
The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…
The phenomenom of emerging regular spectral features from random interactions is addressed in the context of the interacting boson model. A mean-field analysis links different regions of the parameter space with definite geometric shapes.…
The main purpose of this paper is to investigate the stability problem of some functional equations that appear in the characterization problem of information measures.
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…
In our present investigation we propose to study and develop the I-function of two variables analogous to the I-function of one variable introduced and studied by one of the authors[24]. The conditions for convergence, series…
The Harmonic Mean between the number of papers and the citation number per paper is proposed as a simple single-value index to quantify an individual's research output. Two simple comparisons with the Hirsch h-index are performed.
We consider an energy model for harmonic graphs with junctions and study the regularity properties of minimizers and their free boundaries.
In this paper, we got some refinements of the norm inequalities related to the Heinz mean and logarithmic mean.
The phenomenom of emerging regular spectral features from random interactions is addressed in the context of the vibron model. A mean-field analysis links different regions of the parameter space with definite geometric shapes. The results…
We consider the mean value properties for finite variation measures with respect to a Markov operator in a discrete environnement. We prove equivalent conditions for the weak mean value property in the case of general Markov operators and…
We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage…