相关论文: Grilliot's trick in Nonstandard Analysis

We propose a new, generic and flexible methodology for nonparametric function estimation, in which we first estimate the number and locations of any features that may be present in the function, and then estimate the function parametrically…

Thanks to the nonstandard formalization of fast oscillating functions, due to P. Cartier and Y. Perrin, an appropriate mathematical framework is derived for new non-asymptotic estimation techniques, which do not necessitate any statistical…

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the maximum of the finite number of continuously differentiable (in…

This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…

Herbrand schemes are a method to extract Herband disjunctions directly from sequent calculus proofs, without appealing to cut elimination, using a formal grammar known as a higher-order recursion scheme. In this note, we show that the core…

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

The renormalization method based on the Newton-Maclaurin expansion is applied to study the transient behavior of the solutions to the difference equations as they tend to the steady-states. The key and also natural step is to make the…

In this article, we consider a Markov process X, starting from x and solving a stochastic differential equation, which is driven by a Brownian motion and an independent pure jump component exhibiting state-dependent jump intensity and…

In this paper, we consider a linear model with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its intensity are unknown parameters. Supposing that the process is…

This paper presents a multivariate generalization of Flajolet and Odlyzko's transfer theorem. Similarly to the univariate version, the theorem assumes $\Delta$-analyticity (defined coordinate-wise) of a function $A(z_1,\ldots,z_d)$ at a…

As the adoption of deep learning models has grown beyond human capacity for verification, meta-algorithms are needed to ensure reliable model inference. Concept drift detection is a field dedicated to identifying statistical shifts that is…

Nonstandard ergodic averages can be defined for a measure-preserving action of a group on a probability space, as a natural extension of classical (nonstandard) ergodic averages. We extend the one-dimensional theory, obtaining L^1 pointwise…

In this work, an extension of two-point Ostrowski's formula for $n$-times differentiable functions is proved. A generalization of Taylor formula is deduced. An identity of Fink type for this extension is provided. Error estimates for the…

Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…

Inspired by the idea of blurring the exponential function, we define blurred variants of the $j$-function and its derivatives, where blurring is given by the action of a subgroup of $\rm{GL}_2(\mathbb{C})$. For a dense subgroup (in the…

Deep neural models have hitherto achieved significant performances on numerous classification tasks, but meanwhile require sufficient manually annotated data. Since it is extremely time-consuming and expensive to annotate adequate data for…

In his seminal paper from 1936, Alan Turing introduced the concept of non-computable real numbers and presented examples based on the algorithmically unsolvable Halting problem. We describe a different, analytically natural mechanism for…

In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…

We establish an It\^o-type formula for finite $p$-variation paths with jumps for arbitrary $p\geq 1$. The formula is stated in a fully pathwise form and separates the reduced rough integral from explicit left- and right-jump correction…

We use reverse mathematics to analyze "iterated jump" versions of the following four principles: the atomic model theorem with subenumerable types (AST), the diagonally noncomputable principle (DNR), weak weak K\H{o}nig's lemma (WWKL), and…