Related papers: On the logarithmic factor in error term estimates …
We investigate cut-elimination and cut-simulation in impredicative (higher-order) logics. We illustrate that adding simple axioms such as Leibniz equations to a calculus for an impredicative logic -- in our case a sequent calculus for…
Given good knowledge on the even moments, we derive asymptotic formulas for $\lambda$-th moments of primes in short intervals and prove "equivalence" result on odd moments. We also provide numerical evidence in support of these results.
By combining and improving recent techniques and results, we provide explicit estimates for the error terms $|\pi(x)-\text{li}(x)|$, $|\theta(x)-x|$ and $|\psi(x)-x|$ appearing in the prime number theorem. For example, we show for all…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
In the article, a notion "logarithmically absolutely monotonic function" is introduced, an inclusion that a logarithmically absolutely monotonic function is also absolutely monotonic is revealed, the logarithmically complete monotonicity…
We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…
Many asymptotic formulas exist for unrestricted integer partitions as well as for distinct partitions of integers into a finite number of parts. Szekeres and Canfield have derived an asymptotic formula for the number of partitions that is…
In this paper, we will give a series of non-congruent numbers with $\equiv3\pmod8$ prime factors.
Let $\Omega(n)$ denote the number of prime factors of a positive integer $n$ counted with multiplicities. We show that for any bounded functions $a,b\colon\mathbb{N}\to\mathbb{C}$, $$\frac{1}{\log{N}}\sum_{n=1}^N…
Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…
We establish asymptotic formulas for sums of reciprocals of primes in arithmetic progressions, generalizing recent results on multiple Mertens evaluations by Tenenbaum, Qi, and Hu. Specifically, for any fixed constant $K>0$, we derive…
We investigate sumset decompositions of quite general sets with restricted prime factors. We manage to handle certain sets, such as the smooth numbers, even though they have little sieve amenability, and conclude that these sets cannot be…
We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…
We improve the error terms of some estimates related to counting lattices from recent work of L. Fukshansky, P. Guerzhoy and F. Luca (2017). This improvement is based on some analytic techniques, in particular on bounds of exponential sums…
We give a reformulation of the Lehmer conjecture about algebraic integers in terms of a simple counting problem modulo p.
We consider the sum of the reciprocals of the middle prime factor of an integer, defined according to multiplicity or not. We obtain an asymptotic expansion in the first case and an asymptotic formula involving an implicit parameter in the…
In this brief note we connect the discrete logarithm problem over prime fields in the safe prime case to the logarithmic derivative.
We estimate the error term in the asymptotic formula of the Sidon constant for (ordinary) Dirichlet polynomials by providing explicit lower and upper bounds. The lower bound is already implicitly known, but we supply the necessary…
We introduce a simple and tractable methodology for estimating semiparametric conditional latent factor models. Our approach disentangles the roles of characteristics in capturing factor betas of asset returns from ``alpha.'' We construct…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…