Related papers: The shrinking target and recurrence problem for no…
Using ideas borrowed from topological dynamics and ergodic theory we introduce topological and metric versions of the recurrence property for general Markov chains. The main question of interest here is how large is the set of recurrent…
Consider a mixing dynamical systems $([0,1], T, \mu)$, for instance a piecewise expanding interval map with a Gibbs measure $\mu$. Given a non-summable sequence $(m_k)$ of non-negative numbers, one may define $r_k (x)$ such that $\mu (B(x,…
Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…
Let $(B_{i})$ be a sequence of measurable sets in a probability space $(X,\mathcal{B}, \mu)$ such that $\sum_{n=1}^{\infty} \mu (B_{i}) = \infty$. The classical Borel-Cantelli lemma states that if the sets $B_{i}$ are independent, then $\mu…
Let $(X,\mu,T,d)$ be a metric measure-preserving dynamical system such that $3$-fold correlations decay exponentially for Lipschitz continuous observables. Given a sequence $(M_k)$ that converges to $0$ slowly enough, we obtain a strong…
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
We investigate quantitative recurrence in systems having an infinite measure. We extend the Ornstein-Weiss theorem for a general class of infinite systems estimating return time in decreasing sequences of cylinders. Then we restrict to a…
An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…
Inverse scattering from discrete targets with the single-input-multiple-output (SIMO), multiple-input-single-output (MISO) or multiple-input-multiple-output (MIMO) measurements is analyzed by compressed sensing theory with and without the…
A novel representation of reset control systems with a zero-crossing resetting law, in the framework of hybrid inclusions, is postulated. The problems of well-posedness and stability of the resulting hybrid dynamical system are…
We propose a novel zeroth-order optimization algorithm based on an efficient sampling strategy. Under mild global regularity conditions on the objective function, we establish non-asymptotic convergence rates for the proposed method.…
We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
Metric regularity is among the central concepts of nonlinear and variational analysis, constrained optimization, and their numerous applications. However, metric regularity can be elusive for some important ill-posed classes of problems…
Motivated by partition regularity problems of homogeneous quadratic equations, we prove multiple recurrence and convergence results for multiplicative measure preserving actions with iterates given by rational sequences involving…
Topological measures and deficient topological measures generalize Borel measures and correspond to certain non-linear functionals. We study integration with respect to deficient topological measures on locally compact spaces. Such an…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…