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A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails. Closed-form expressions for the successive approximations…

Applications · Statistics 2015-03-20 Lorenzo Hernández , Jorge Tejero , Alberto Suárez , Santiago Carrillo-Menéndez

We reconsider the 2d model for CuGeO_3 introduced previously (Phys. Rev. Lett. 79, 163 (1997)). Using a computer aided perturbation method based on flow equations we expand the 1-triplet dispersion up to 10th order. The expansion is…

Strongly Correlated Electrons · Physics 2009-10-31 Christian Knetter , Goetz S. Uhrig

We study the optimal scaling of the expected total queue size in an $n\times n$ input-queued switch, as a function of the number of ports $n$ and the load factor $\rho$, which has been conjectured to be $\Theta (n/(1-\rho))$. In a recent…

Networking and Internet Architecture · Computer Science 2014-05-20 Devavrat Shah , John. N. Tsitsiklis , Yuan Zhong

We consider a variant of Dickson lemma, where each entry of a vector can be reseted or incremented by 1 in respect to the previous one. We give an example of non dominating sequence of length $2^{2^{\theta (n)}}$. It perfectly match the…

Discrete Mathematics · Computer Science 2015-12-08 Wojciech Czerwinski , Tomasz Gogacz , Eryk Kopczynski

A perturbation scheme is discussed for the computation of the normalization constant of the large order behavior arising from an ultraviolet renormalon. In this scheme the normalization constant is expressed in a convergent series that can…

High Energy Physics - Phenomenology · Physics 2009-10-31 Taekoon Lee

Divide-and-conquer is a central paradigm for the design of algorithms, through which some fundamental computational problems, such as sorting arrays and computing convex hulls, are solved in optimal time within $\Theta(n\log{n})$ in the…

Data Structures and Algorithms · Computer Science 2015-09-28 Jeremy Barbay , Carlos Ochoa , Pablo Perez-Lantero

We improve complexity bounds for energy-efficient speed scheduling problems for both the single processor and multi-processor cases. Energy conservation has become a major concern, so revisiting traditional scheduling problems to take into…

Data Structures and Algorithms · Computer Science 2014-02-19 Vincent Cohen-Addad , Zhentao Li , Claire Mathieu , Ioannis Millis

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration…

Numerical Analysis · Mathematics 2020-06-24 Panos Stinis , Huan Lei , Jing Li , Hui Wan

We estimate numerically the regularities of a family of Strange Non--Chaotic Attractors related with one of the models studied in C. Grebogy et al. (1984) (see also G. Keller (1996)). To estimate these regularities we use wavelet analysis…

Dynamical Systems · Mathematics 2016-04-28 Lluís Alsedà , Josep Maria Mondelo , David Romero i Sànchez

We establish adaptive results for trend filtering: least squares estimation with a penalty on the total variation of $(k-1)^{\rm th}$ order differences. Our approach is based on combining a general oracle inequality for the…

Statistics Theory · Mathematics 2020-07-20 Francesco Ortelli , Sara van de Geer

We revisit the classic basic counting problem in the distributed streaming model that was studied by Gibbons and Tirthapura (GT). In the solution for maintaining an $(\epsilon,\delta)$-estimate, as what GT's method does, we make the…

Data Structures and Algorithms · Computer Science 2013-12-03 Bojian Xu

This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapolation derived from the Lagrange interpolation of past…

Optimization and Control · Mathematics 2025-04-09 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

Answering a question of Gowers, Tao proved that any $A\times B\times C\subset SL_d(\mathbb{F}_q)^3$ contains $|A||B||C|/|SL_d(\mathbb{F}_q)|+O_d(|SL_d(\mathbb{F}_q)|^2/q^{\min(d-1,2)/8})$ three-term progressions $(x,xy,xy^2)$. Using a…

Combinatorics · Mathematics 2023-01-11 Sarah Peluse

Ideal quantum algorithms usually assume that quantum computing is performed continuously by a sequence of unitary transformations. However, there always exist idle finite time intervals between consecutive operations in a realistic quantum…

Quantum Physics · Physics 2009-11-10 L. F. Wei , Xiao Li , Xuedong Hu , Franco Nori

Composition fluctuations in disordered melts of symmetric diblock copolymers are studied by Monte Carlo simulation over a range of chain lengths and interaction strengths. Results are used to test three theories: (1) the random phase…

Soft Condensed Matter · Physics 2011-06-09 Jian Qin , David C. Morse

Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…

Optimization and Control · Mathematics 2016-07-12 Sucha Supittayapornpong , Michael J. Neely

For optimal stopping problems with time-inconsistent preference, we measure the inherent level of time-inconsistency by taking the time needed to turn the naive strategies into the sophisticated ones. In particular, when in a repeated…

General Economics · Economics 2024-08-22 Sang Hu , Zihan Zhou