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We study the density of the signature of fractional Brownian motions with parameter $H>1/4$. In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadhan's type asymptotics for this density. A key result is that…

Probability · Mathematics 2019-04-23 Fabrice Baudoin , Qi Feng , Cheng Ouyang

Let $\widehat\sigma$ be a Cauchy transform of a possibly complex-valued Borel measure $\sigma$ and $\{p_n\}$ be a system of orthonormal polynomials with respect to a measure $\mu$, $\mathrm{supp}(\mu)\cap\mathrm{supp}(\sigma)=\varnothing$.…

Classical Analysis and ODEs · Mathematics 2017-06-12 Alexander I. Aptekarev , Alexey I. Bogolubsky , Maxim L. Yattselev

It is known that a subharmonic function of finite order $\rho$ can be approximated by the logarithm of the modulus of an entire function at the point $z$ outside an exceptional set up to $C\log|z|$. In this article we prove that if such an…

Complex Variables · Mathematics 2007-10-03 Markiyan Hirnyk

We strengthen the classical approximation theorems of Weierstrass, Runge and Mergelyan by showing the polynomial and rational approximants can be taken to have a simple geometric structure. In particular, when approximating a function $f$…

Complex Variables · Mathematics 2023-02-14 Christopher J. Bishop , Kirill Lazebnik

Let $({\mathbf X},\|\cdot\|_{\mathbf X}), ({\mathbf Y},\|\cdot\|_{\mathbf Y})$ be normed spaces with ${\mathrm{dim}}({\mathbf X})=n$. Bourgain's almost extension theorem asserts that for any ${\varepsilon}>0$, if ${\mathcal{N}}$ is an…

Functional Analysis · Mathematics 2020-09-29 Assaf Naor

Suppose that a continuous on the real axis $2\pi$-periodic function $f$ changes its convexity at $2s,\ s\in\Bbb N,$ points $y_i$ on each period: $-\pi\le y_{2s}<y_{2s-1}<...<y_1<\pi,$ and for the rest $i\in\Bbb Z,$ the points $y_i$ are…

Classical Analysis and ODEs · Mathematics 2016-09-14 German Dzyubenko

On the half line we introduce a new sequence of near--best uniform approximation polynomials, easily computable by the values of the approximated function at a truncated number of Laguerre zeros. Such approximation polynomials come from a…

Numerical Analysis · Mathematics 2024-02-14 Occorsio Donatella , Woula Themistoclakis

The paper extends the classical result on the convergence of the Krawtchouk polynomials to the Hermite polynomials. We provide the uniform asymptotic expansion in terms of the Hermite polynomials. We explicitly obtain expressions for a few…

Classical Analysis and ODEs · Mathematics 2015-09-01 Aleksei Minabutdinov

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

The primary objective of this paper is to establish several sharp versions of improved Bohr inequality, refined Bohr-type inequality, and refined Bohr-Rogosinski inequality for the class of $K$-quasiconformal sense-preserving harmonic…

Complex Variables · Mathematics 2026-04-14 Raju Biswas , Rajib Mandal

It is well known that, using fast algorithms for polynomial multiplication and division, evaluation of a polynomial $F \in \mathbb{C}[x]$ of degree $n$ at $n$ complex-valued points can be done with $\tilde{O}(n)$ exact field operations in…

Numerical Analysis · Computer Science 2016-05-30 Alexander Kobel , Michael Sagraloff

We give improved bounds for the equidistribution of (multiparameter) nilsequences subject to any degree filtration. The bounds we obtain are single exponential in dimension, improving on double exponential bounds of Green and Tao. To obtain…

Number Theory · Mathematics 2024-08-14 James Leng

We show, that the Complex Step approximation to the Fr\'echet derivative of real matrix functions is applicable to the matrix sign, square root and polar mapping using iterative schemes. While this property was already discovered for the…

Numerical Analysis · Mathematics 2022-10-21 Tom Werner

Let $p$ be a fixed prime number, and $N$ be a large integer. The 'Inverse Conjecture for the Gowers norm' states that if the "$d$-th Gowers norm" of a function $f:\F_p^N \to \F_p$ is non-negligible, that is larger than a constant…

Combinatorics · Mathematics 2008-10-20 Shachar Lovett , Roy Meshulam , Alex Samorodnitsky

We obtain strong converse inequalities for the Bernstein operators with explicit constants. One of the main ingredients in our approach is the representation of the derivatives of the Bernstein operators in terms of the orthogonal…

Classical Analysis and ODEs · Mathematics 2023-11-21 José A. Adell , Daniel Cárdenas-Morales

We consider the class GM(2b) in pointwise estimate of the deviations in strong mean of almost periodic functions from matrix means of partial sums of their Fourier series.

Classical Analysis and ODEs · Mathematics 2012-04-16 Radosława Kranz , Włodzimierz Łenski , Bogdan Szal

Recently we have reported a new method of rational approximation of the sinc function obtained by sampling and the Fourier transforms. However, this method requires a trigonometric multiplier that originates from shifting property of the…

General Mathematics · Mathematics 2022-10-18 Sanjar M. Abrarov , Rehan Siddiqui , Rajinder K. Jagpal , Brendan M. Quine

We give local conditions at the infinite places of a number field K ensuring that the intersection of n quadrics in projective N-space over K, N >> n, satisfies weak approximation.

Number Theory · Mathematics 2007-05-23 Bo-Hae Im , Michael Larsen

We consider functions $f$ of two real variables, given as trigonometric functions over a finite set $F$ of frequencies. This set is assumed to be closed under rotations in the frequency plane of angle $\frac{2k\pi}{M}$ for some integer $M$.…

Numerical Analysis · Mathematics 2016-12-02 Jean-Paul Gauthier , Dario Prandi

Let $K/k$ be an extension of number fields, and let $P(t)$ be a quadratic polynomial over $k$. Let $X$ be the affine variety defined by $P(t) = N_{K/k}(\mathbf{z})$. We study the Hasse principle and weak approximation for $X$ in three…

Number Theory · Mathematics 2014-06-11 Ulrich Derenthal , Arne Smeets , Dasheng Wei
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