相关论文: An Elementary Approach to Free Entropy Theory for …

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

We extend quantum Stein's lemma in asymmetric quantum hypothesis testing to composite null and alternative hypotheses. As our main result, we show that the asymptotic error exponent for testing convex combinations of quantum states…

Uniform continuity bounds on entropies are generally expressed in terms of a single distance measure between a pair of probability distributions or quantum states, typically, the total variation distance or trace distance. However, if an…

We study the asymptotic properties of geodesically convex $M$-estimation on non-linear spaces. Namely, we prove that under very minimal assumptions besides geodesic convexity of the cost function, one can obtain consistency and asymptotic…

This paper studies a variant of the minimum-cost flow problem in a graph with convex cost function where the demands at the vertices are functions depending on a one-dimensional parameter $\lambda$. We devise two algorithmic approaches for…

We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…

We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…

Motivated by various applications and examples, the standard notion of potential for dynamical systems has been generalized to almost additive and asymptotically additive potential sequences, and the corresponding thermodynamic formalism,…

Let $u$ be a convex solution to $\det(D^2u)=f$ in $\mathbb R^n$ where $f\in C^{1,\alpha}(\mathbb R^n)$ is asymptotically close to a periodic function $f_p$. We prove that the difference between $u$ and a parabola is asymptotically close to…

The semimartingale stochastic approximation procedure, namely, the Robbins-Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithms with martingale noises and recursive parameter estimation…

We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…

This paper extends the link between stochastic approximation (SA) theory and randomized urn models developed in Laruelle, Pag{\`e}s (2013), and their applications to clinical trials introduced in Bai, HU (1999,2005) and Bai, Hu, Shen…

Given a countable discrete amenable virtually orderable group $G$ acting by translations on a $G$-subshift $X \subseteq S^G$ and an absolutely summable potential $\Phi$, we present a set of conditions to obtain a special integral…

Let $x_0$ be an unbounded self-adjoint operator such that the Brown measure of $x_0$ exists in the sense of Haagerup and Schultz. Also let $\tilde\sigma_\alpha$ and $\sigma_\beta$ be semicircular variables with variances $\alpha\geq 0$ and…

We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure $\mu(\om)$ of (not necessarily compact) basic semi-algebraic sets$\om\subset\R^n$. We obtain two monotone (non increasing and non…

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

S. Artstein, K. Ball, F. Barthe, and A. Naor have shown that if (X_j) are i.i.d. random variables, then the entropy of n^{-1/2}(X_1+....+X_n) increases as n increases. The free analogue was recently proven by D. Shlyakhtenko. That is, if…

In this paper, using of the rigorous statement and rigorous proof the Maxwell distribution as an example, we establish estimates of the distribution depending on the parameter $N$, the number of particles. Further, we consider the problem…