Related papers: Effectivity of Brauer-Manin obstructions
We shed new light on Heisenberg's uncertainty principle in the sense of Beurling, by offering an essentially different proof which permits us to weaken the assumptions substantially, and examples show that the result is sharp. The proof…
We consider reflected backward stochastic different equations with optional barrier and so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove existence and uniqueness results. We also show that the…
We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We give an algorithm that takes a smooth hypersurface over a number field and computes a $p$-adic approximation of the obstruction map on the Tate classes of a finite reduction. This gives an upper bound on the "middle Picard number" of the…
In this work, in terms of suitable superpositions of equal-frequency Bessel beams, we develop a theoretical method to obtain nondiffractive beams in absorbing media (weakly conductive) capable to resist the loss effects for long distances.
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…
Suspensions of self-propelled particles are studied in the framework of two-dimensional (2D) Stokesean hydrodynamics. A formula is obtained for the effective viscosity of such suspensions in the limit of small concentrations. This formula…
Starting from the Riemann-Liouville derivative, many authors have built their own notion of fractional derivative in order to avoid some classical difficulties like a non zero derivative for a constant function or a rather complicated…
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…
We study a trapped Bose-Einstein condensate under rotation in the limit of weak, translational and rotational invariant two-particle interactions. We use the perturbation-theory approach (the large-N expansion) to calculate the ground-state…
In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…
The structured low-rank approximation problem for general affine structures, weighted 2-norms and fixed elements is considered. The variable projection principle is used to reduce the dimensionality of the optimization problem. Algorithms…
We obtain non-uniform Berry-Esseen type estimates for several classes of weakly dependent sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or expanding…
We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…
The phenomenon of collisional breakage in particulate processes has garnered significant interest due to its wide-ranging applications in fields such as milling, astrophysics, and disk formation. This study investigates the analysis of the…
The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…
In a Markovian framework, we consider the problem of finding the minimal initial value of a controlled process allowing to reach a stochastic target with a given level of expected loss. This question arises typically in approximate hedging…
We develop a quasi-analytical theory for the quantum reflection amplitude of Bose-Einstein condensates. We derive and calculate the decay-width of a Bose-Einstein condensate. A general relation between the time-dependent decay-law of the…