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We prove optimal constant over root $n$ upper bounds for the maximal probabilities of $n$th convolution powers of discrete uniform distributions.

Probability · Mathematics 2007-06-07 Lutz Mattner , Bero Roos

We introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…

Probability · Mathematics 2018-01-17 Ivan Bardet , Cécilia Lancien , Ion Nechita

The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…

Probability · Mathematics 2020-03-17 Ari Arapostathis , Vivek S. Borkar

We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic…

Statistical Mechanics · Physics 2024-06-19 Swetamber Das , Jason R. Green

In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…

Statistics Theory · Mathematics 2020-05-26 Rodrigo A. González , Cristian R. Rojas

In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…

Statistics Theory · Mathematics 2019-04-30 Jack Noonan , Anatoly Zhigljavsky

In this paper, we study an approximate controllability for the impulsive linear evolution equations in Hilbert spaces. The necessary and sufficient conditions for approximate controllability in terms of resolvent operators are given. An…

Dynamical Systems · Mathematics 2016-02-15 N. I. Mahmudov

In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…

Analysis of PDEs · Mathematics 2019-02-05 Giovanni Scilla , Francesco Solombrino

The quantum speed limit sets a fundamental restriction on the evolution time of quantum systems. We explore the relationship between quantum imaginarity and the quantum speed limit by utilizing measures such as relative entropy, trace…

Quantum Physics · Physics 2025-11-11 Dong-Ping Xuan , Zhong-Xi Shen , Wen Zhou , Shao-Ming Fei , Zhi-Xi Wang

In [1] we consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization, where we provide a condition which allows to decide whether a solution of the necessary first order conditions…

Optimization and Control · Mathematics 2017-05-04 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…

Mathematical Physics · Physics 2013-09-19 Petarpa Boonserm , Matt Visser

We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example to a wide-spread conjecture is given.

Computational Finance · Quantitative Finance 2016-08-16 Mathias Beiglboeck , Peter Friz , Stephan Sturm

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

In this paper we present some basic uniqueness results for evolutive equations under density constraints. First, we develop a rigorous proof of a well-known result (among specialists) in the case where the spontaneous velocity field…

Analysis of PDEs · Mathematics 2017-04-19 Simone Di Marino , Alpár Richárd Mészáros

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

Probability · Mathematics 2025-11-13 Sébastien Ott , Yvan Velenik

The performance of evolutionary algorithms can be heavily undermined when constraints limit the feasible areas of the search space. For instance, while Covariance Matrix Adaptation Evolution Strategy is one of the most efficient algorithms…

Neural and Evolutionary Computing · Computer Science 2018-10-08 A. Maesani , G. Iacca , D. Floreano

We introduce a notion of isolated units, elementary particles or more general physical phenomena that do not significantly affect their surrounding environment, and we build a primitive ontology to describe their evolution and interaction.…

Quantum Physics · Physics 2022-01-19 Domenico Napoletani , Daniele C. Struppa

In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Nan Li , Ehsan Taheri , Ilya Kolmanovsky , Dimitar Filev

We improve known upper bounds for the minimal dispersion of a point set in the unit cube and its inverse in both the periodic and non-periodic settings. Some of our bounds are sharp up to logarithmic factors.

Classical Analysis and ODEs · Mathematics 2021-09-28 A. E. Litvak

Sufficient conditions for either existence or non-existence of traveling wave solutions for a general quasi-linear reaction-diffusion-convection equation, possibly highly degenerate or singular, with discontinuous coefficients are…

Analysis of PDEs · Mathematics 2025-07-09 Umberto Guarnotta , Cristina Marcelli