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Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or the assumption that there is no true model with fixed dimensions in the candidate set.…

Statistics Theory · Mathematics 2024-11-15 Wenchao Xu , Xinyu Zhang

In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the…

Portfolio Management · Quantitative Finance 2023-04-19 Taras Bodnar , Solomiia Dmytriv , Yarema Okhrin , Nestor Parolya , Wolfgang Schmid

In this paper, we study the structure of the complete asymptotic expansion of the probability that a large combinatorial object is connected or consists of a given number of connected components. For rapidly growing labeled families of…

Combinatorics · Mathematics 2026-05-26 Thierry Monteil , Khaydar Nurligareev

Let $f: {\mathbb R}\to {\mathbb R}$ be a measurable function satisfying \begin{equation*} f(x+1)=f(x), \qquad \int_0^1 f(x)\, dx=0, \qquad \int_0^1 f^2(x)\, dx<\infty. \end{equation*} The asymptotic properties of series $\sum c_k f(kx)$…

Number Theory · Mathematics 2014-01-13 Christoph Aistleitner , Istvan Berkes , Robert Tichy

The hole probability, i.e., the probability that a region is void of particles, is a benchmark of correlations in many body systems. We compute analytically this probability $P(R)$ for a spherical region of radius $R$ in the case of $N$…

Statistical Mechanics · Physics 2022-05-05 Gabriel Gouraud , Pierre Le Doussal , Gregory Schehr

The goal of this paper is to outline a general-purpose scalable implementation of Shor's period finding algorithm using fundamental quantum gates, and to act as a blueprint for linear optical implementations of Shor's algorithm for both…

Quantum Physics · Physics 2016-12-23 J. T. Davies , Christopher J. Rickerd , Mike A. Grimes , Durdu O. Guney

Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…

Numerical Analysis · Mathematics 2014-11-06 Lan Jiang , Fred J. Hickernell

A method of calculating probability values from a system of marginal constraints is presented. Previous systems for finding the probability of a single attribute have either made an independence assumption concerning the evidence or have…

Artificial Intelligence · Computer Science 2013-04-05 J. W. Miller , R. M. Goodman

Let $G$ be the interior domain of a piecewise analytic Jordan curve without cusps. Let $\{p_n\}_{n=0}^\infty$ be the sequence of polynomials that are orthonormal over $G$ with respect to the area measure, with each $p_n$ having leading…

Classical Analysis and ODEs · Mathematics 2023-01-24 Erwin Miña-Díaz

We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…

Statistics Theory · Mathematics 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

The recent paper [F. Arute et al. Nature {\bf 574}, 505 (2019)] considered exact classical sampling of the output probability distribution of the globally depolarized random quantum circuit. In this paper, we show three results. First, we…

Quantum Physics · Physics 2019-11-07 Tomoyuki Morimae , Yuki Takeuchi , Seiichiro Tani

In this paper, we consider the problem of noiseless non-adaptive group testing under the for-each recovery guarantee, also known as probabilistic group testing. In the case of $n$ items and $k$ defectives, we provide an algorithm attaining…

Information Theory · Computer Science 2020-06-19 Eric Price , Jonathan Scarlett

Hardness of approximation (HA) -- the phenomenon that, assuming P $\neq$ NP, one can easily compute an $\epsilon$-approximation to the solution of a discrete computational problem for $\epsilon > \epsilon_0 > 0$, but for $\epsilon <…

Optimization and Control · Mathematics 2023-01-04 Luca Eva Gazdag , Anders C. Hansen

Kolmogorov complexity and algorithmic probability are defined only up to an additive resp. multiplicative constant, since their actual values depend on the choice of the universal reference computer. In this paper, we analyze a natural…

Information Theory · Computer Science 2010-03-29 Markus Mueller

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Probability · Mathematics 2012-02-28 Boris L. Granovsky

In this paper we consider the distribution of the zeros of a real random Bargmann-Fock function of one or more variables. For these random functions we prove estimates for two types of families of events, both of which are large deviations…

Complex Variables · Mathematics 2008-07-04 Scott Zrebiec

We describe a group theoretic analysis of Shor's algorithm and other related hidden subgroup problems in mathematics and relate these to symmetries of molecular and condensed phase assemblies. By recasting Shor's algorithm through the lens…

Quantum Physics · Physics 2026-05-07 Srinivasan S. Iyengar , Amr Sabry

A remarkable feature of Schur functions -- the common eigenfunctions of cut-and-join operators from $W_\infty$ -- is that they factorize at the peculiar two-parametric topological locus in the space of time-variables, what is known as the…

High Energy Physics - Theory · Physics 2016-09-12 Ya. Kononov , A. Morozov

For numerical semigroups with a specified list of (not necessarily minimal) generators, we obtain explicit asymptotic expressions, and in some cases quasipolynomial/quasirational representations, for all major factorization length…

Combinatorics · Mathematics 2021-02-05 Stephan Ramon Garcia , Mohamed Omar , Christopher O'Neill , Samuel Yih

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…

Optimization and Control · Mathematics 2016-11-28 Matúš Benko , Helmut Gfrerer
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