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The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…
We develop a second-order extension of intuitionistic modal logic, allowing quantification over propositions, both syntactically and semantically. A key feature of second-order logic is its capacity to define positive connectives from the…
The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…
The presence of second-order smoothness for objective functions of optimization problems can provide valuable information about their stability properties and help us design efficient numerical algorithms for solving these problems. Such…
We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…
There are two possible computational interpretations of second-order arithmetic: Girard's system F or Spector's bar recursion and its variants. While the logic is the same, the programs obtained from these two interpretations have a…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
A class of explicit pseudo two-step Runge-Kutta-Nystr\"{o}m (GEPTRKN) methods for solving second-order initial value problems $y'' = f(t,y,y')$, $y(t_0) = y_0$, $y'(t_0)=y'_0$ has been studied. This new class of methods can be considered a…
A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…
We suggest a method to reconstruct the zero-delay-time second-order correlation function $g^{(2)}(0)$ of Gaussian states using a single homodyne detector. To this purpose, we have found an analytic expression of $g^{(2)}(0)$ for single- and…
We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…
Randomized zeroth-order methods are classically analyzed in expectation, but a black-box Markov conversion can give misleading high-probability guarantees, in particular by forcing the finite-difference smoothing radius to shrink with the…
We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…
We establish or refute the optimality of inexact second-order methods for unconstrained nonconvex optimization from the point of view of worst-case evaluation complexity, improving and generalizing the results of Cartis, Gould and Toint…
The basic Landau model for uniaxial systems of the II class is nonintegrable, and allows for various stable and metastable periodic configurations, beside that representing the uniform (or dimerized) ordering. In the present paper we…
We reproduce the two-body gravitational conservative dynamics at third post-Newtonian order for spin-less sources by using the effective field theory methods for the gravitationally bound two-body system, proposed by Goldberger and…
In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…
In adiabatic quantum computing the aim is to track an eigenstate as the Hamiltonian changes. In the usual setup this is achieved using the natural time-dependent Hamiltonian evolution of the system and the main technical tool is the…
The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative…