Related papers: Numerical Computation of \prod_{n=1}^\infty (1 - t…

We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…

Finite Euler product is known to be one of the classical zeta functions in number theory. In [1], [2] and [3], we have introduced some multivariable zeta functions and studied their definable probability distributions on R^d. They include…

In this article, we introduce a recurrence formula which only involves two adjacent values of the Riemann zeta function at integer arguments. Based on the formula, an algorithm to evaluate $\zeta$-values(i.e. the values of Riemann zeta…

In this paper we prove asymptotic formulas for the $L^p$ norms of $P_n(\theta)=\prod_{k=1}^n (1-e^{ik\theta})$ and $Q_n(\theta)=\prod_{k=1}^n (1+e^{ik\theta})$. These products can be expressed using $\prod_{k=1}^n…

In this article, we derive an expression for the complex magnitude of the Dirichlet beta function $\beta(s)$ represented as a Euler prime product and compare with similar results for the Riemann zeta function. We also obtain formulas for…

Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…

We provide a recursive method for constructing product formula approximations to exponentials of commutators, giving the first approximations that are accurate to arbitrarily high order. Using these formulas, we show how to approximate…

A nonuniform version of the Berry-Esseen bound has been proved. The most important feature of the new bound is a monotonically decreasing function C(|t|) instead of the universal constant C=29.1174: C(|t|)<C if |t| > 3.2, and C(|t|) tends…

Nonlinear differential equations model diverse phenomena but are notoriously difficult to solve. While there has been extensive previous work on efficient quantum algorithms for linear differential equations, the linearity of quantum…

In the paper, the author elementarily unifies and generalizes eight identities involving the functions $\frac{\pm1}{e^{\pm t}-1}$ and their derivatives. By one of these identities, the author establishes two explicit formulae for computing…

Given an integer $q\ge2$ and $\theta_1,\cdots,\theta_{q-1}\in\{0,1\}$, let $(\theta_n)_{n\ge0}$ be the generalized Thue-Morse sequence, defined to be the unique fixed point of the morphism $$0\mapsto0\theta_1\cdots\theta_{q-1}$$…

We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility. The insurance premium is computed by a convex functional. We obtain a…

Asymptotic approximations ($n \to \infty$) to the truncation errors $r_n = - \sum_{\nu=0}^{\infty} a_{\nu}$ of infinite series $\sum_{\nu=0}^{\infty} a_{\nu}$ for special functions are constructed by solving a system of linear equations.…

The problem of finding an optimum using noisy evaluations of a smooth cost function arises in many contexts, including economics, business, medicine, experiment design, and foraging theory. We derive an asymptotic bound E[ (x_t - x*)^2 ] >=…

Let $t(N)$ denote the largest number such that $N!$ can be expressed as the product of $N$ integers greater than or equal to $t(N)$. The bound $t(N)/N = 1/e-o(1)$ was apparently established in unpublished work of Erd\H{o}s, Selfridge, and…

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…

Let $(a;q)_n=\prod_{0\le k<n}(1-aq^k)$ for n=0,1,2,.... Define q-Euler numbers $E_n(q)$, q-Sali\'e numbers $S_n(q)$ and q-Carlitz numbers $C_n(q)$ as follows: $$\sum_{n=0}^{\infty}E_n(q)\frac{x^n}{(q,q)_n}…

The Dirichlet lambda function $\lambda(s)$ is defined for $\mathrm{Re}(s) > 1$ by \[ \lambda(s) = \sum_{n=0}^{\infty} \frac{1}{(2n+1)^s}. \] This function was initially studied by Euler on the real line, where he denoted it by $N(s)$. In…

Let $X$ be a linear diffusion taking values in $(\ell,r)$ and consider the standard Euler scheme to compute an approximation to $\mathbb{E}[g(X_T)\mathbf{1}_{[T<\zeta]}]$ for a given function $g$ and a deterministic $T$, where…

Real and imaginary part of the limit 2N->infinity of the integral int_{x=1..2N} exp(i*pi*x)*x^(1/x) dx are evaluated to 20 digits with brute force methods after multiple partial integration, or combining a standard Simpson integration over…