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We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

A systematic approach to finding variational approximation in an otherwise intractable non-conjugate model is to exploit the general principle of convex duality by minorizing the marginal likelihood that renders the problem tractable. While…

Statistics Theory · Mathematics 2020-10-27 Indrajit Ghosh , Anirban Bhattacharya , Debdeep Pati

Lacey and Thiele have recently obtained a new proof of Carleson's theorem on almost everywhere convergence of Fourier series. This paper is a generalization of their techniques (known broadly as time-frequency analysis) to higher…

Classical Analysis and ODEs · Mathematics 2007-05-23 Malabika Pramanik , Erin Terwilleger

Weyl theory for Dirac systems with rectangular matrix potentials is non-classical. The corresponding Weyl functions are rectangular matrix functions. Furthermore, they are non-expansive in the upper semi-plane. Inverse problems are treated…

Classical Analysis and ODEs · Mathematics 2015-05-28 B. Fritzsche , B. Kirstein , I. Ya. Roitberg , A. L. Sakhnovich

A uniformly bounded complete orthonormal system of functions $\Theta =\{ \theta_n\}_{n=1}^{\infty},$ $ \|\theta_n\|_{L^\infty_{[0,1]} } \leq M $ is constructed such that $\sum_{n=1}^{\infty} a_{n}\theta_{n}$ converges almost everywhere on…

Classical Analysis and ODEs · Mathematics 2019-12-30 K. S. Kazarian

We prove essentially optimal $L^p(\mathbb{R})$-estimates for variational variants of the maximal Fourier multiplier operators considered by Bourgain in his work on pointwise convergence of polynomial ergodic averages. As a corollary of our…

Classical Analysis and ODEs · Mathematics 2025-03-25 Ben Krause

In this article, we conjecture exact estimates for the Weyl-invariant Opdam-Cherednik hypergeometric functions. We prove the conjecture for the root system $A_n$ and for all rank 1 cases. We provide other evidence that the conjecture might…

Classical Analysis and ODEs · Mathematics 2022-03-21 Piotr Graczyk , Patrice Sawyer

We show that certain characteristic varieties of a finitely generated module over a given Weyl algebra arising from weighted degree filtrations are equal to the critical cone of some other characteristic varieties. This behaviour of the…

Rings and Algebras · Mathematics 2011-06-02 Roberto Boldini

Wavelet systems on the generalized Vilenkin groups are considered. An algorithmic method for the construction of orthogonal wavelet bases is presented. These bases consist of compactly supported test functions (i.e. functions whose Fourier…

Functional Analysis · Mathematics 2025-06-24 M. Babushkin , M. Skopina

An explicit description of all Walsh polynomials generating tight wavelet frames is given. An algorithm for finding the corresponding wavelet functions is suggested, and a general form for all wavelet frames generated by an appropriate…

Classical Analysis and ODEs · Mathematics 2014-12-09 Yuri A. Farkov , Elena A. Lebedeva , Maria A. Skopina

We give an equivariant version of Packer and Rieffel's theorem on sufficient conditions for the existence of orthonormal wavelets in projective multiresolution analyses. The scaling functions that generate a projective multiresolution…

Functional Analysis · Mathematics 2007-09-27 Kjetil Røysland

The celebrated results of Koml\'os, Major and Tusn\'ady [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] give optimal Wiener approximation for the partial sums of i.i.d. random variables and provide a…

Probability · Mathematics 2014-04-25 István Berkes , Weidong Liu , Wei Biao Wu

We prove a probabilistic Fourier extension theorem that says Fourier extension holds when averaged over certain smooth Alpert multipliers. The proofs use smooth Alpert wavelets with the classical techniques of stationary phase and…

Classical Analysis and ODEs · Mathematics 2026-04-16 Eric T. Sawyer

We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

For a general dyadic grid, we give a Calder\'{o}n-Zygmund type decomposition, which is the principle fact about the multilinear maximal function $\mathfrak{M}$ on the upper half-spaces. Using the decomposition, we study the boundedness of…

Analysis of PDEs · Mathematics 2018-08-28 Wei Chen , Chunxiang Zhu

In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…

Statistics Theory · Mathematics 2019-07-03 Xiang Cheng , Peter L. Bartlett , Michael I. Jordan

We consider a class of convergence questions for infinite products that arise in wavelet theory when the wavelet filters are more singular than is traditionally built into the assumptions. We establish pointwise convergence properties for…

Classical Analysis and ODEs · Mathematics 2007-05-23 Palle E. T. Jorgensen

We estimate Weyl sums over the integers with sum of binary digits either fixed or restricted by some congruence condition. In our proofs we use ideas that go back to a paper by Banks, Conflitti and the first author (2002). Moreover, we…

Number Theory · Mathematics 2021-05-12 Igor E. Shparlinski , Jörg M. Thuswaldner

We construct a general quantization procedure for square integrable functions on well-behaved connected exponential Lie groups. The Lie groups in question should admit at least one co-adjoint orbit of maximal possible dimension. The…

Functional Analysis · Mathematics 2025-02-26 Stine Marie Berge , Simon Halvdansson

We extend our result on the convergence of double recurrence Wiener-Wintner averages to the case where we have a polynomial exponent. We will show that there exists a single set of full measure for which the averages \[ \frac{1}{N}…

Dynamical Systems · Mathematics 2015-09-04 Idris Assani , Ryo Moore
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