Related papers: A Constructive Heuristic Sieve for the Twin Prime …

We develop the foundations of a general framework for producing optimal upper and lower bounds on the sum $\sum_p a_p$ over primes $p$, where $(a_n)_{x/2<n\le x}$ is an arbitrary non-negative sequence satisfying Type I and Type II…

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

The Primal-Dual (PD) algorithm is widely used in convex optimization to determine saddle points. While the stability of the PD algorithm can be easily guaranteed, strict contraction is nontrivial to establish in most cases. This work…

Monte-Carlo valuation engines can generate pathwise sensitivities of a derivative value with respect to a high-dimensional vector of model primitives. Hedge ratios with respect to market instruments are then linked to these primitive…

For a base $b\geq 2$ and a set of digits $\mathcal{A}\subset \{0,...,b-1\}$, let $\mathcal{P}$ denote the set of prime numbers with digits restricted to $\mathcal{A}$, when written in base-$b$. We prove that if $A\subset \mathbb{N}$ has…

We consider weighted double Hurwitz numbers, with the weight given by arbitrary rational function times an exponent of the completed cycles. Both special singularities are arbitrary, with the lengths of cycles controlled by formal…

Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by…

We study additive properties of consecutive prime numbers and the primality of the sums they generate. For a given prime number $p_n$, we consider the sums \[ S_k(p_n) = p_n + p_{n+1} + \cdots + p_{n+k-1}, \] where $k \ge 3$ is an odd…

Deep hashing has shown to be a complexity-efficient solution for the Approximate Nearest Neighbor search problem in high dimensional space. Many methods usually build the loss function from pairwise or triplet data points to capture the…

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Let c > 0.55. Every large n can be written in the form p +ab, where p is prime, a and b are significantly smaller than x^1/2 and ab is less than n^c. This strengthens a result of Heath-Brown, which has the requirement c>3/4. We introduce…

We describe a very general abstract form of sieve based on a large sieve inequality which generalizes both the classical sieve inequality of Montgomery (and its higher-dimensional variants), and our recent sieve for Frobenius over function…

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Let $f$ be a positive multiplicative function and let $k\geq 2$ be an integer. We prove that if the prime values $f(p)$ converge to $1$ sufficiently slowly as $p\rightarrow +\infty$, in the sense that $\sum_{p}|f(p)-1|=\infty$, there exists…

A few years ago we identified a recursion that works directly with the gaps among the generators in each stage of Eratosthenes sieve. This recursion provides explicit enumerations of sequences of gaps among the generators, which sequences…

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

For any positive integer r, let pi_{2r}(x) denote the number of prime pairs (p, p+2r) with p not exceeding (large) x. According to the prime-pair conjecture of Hardy and Littlewood, pi_{2r}(x) should be asymptotic to 2C_{2r}li_2(x) with an…

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

This Ph.D. thesis explores approximations and regularity for the Heston stochastic volatility model through three interconnected works. The first work focuses on developing high-order weak approximations for the Cox-Ingersoll-Ross (CIR)…

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…