相关论文: On error term estimates \`a la Walfisz for mean va…
Let $\varphi:\mathbb{R}^n\times[0,\,\infty) \rightarrow [0,\,\infty)$ satisfy that $\varphi(x,\,\cdot)$, for any given $x\in\mathbb{R}^n$, is an Orlicz function and $\varphi(\cdot\,,t)$ is a Muckenhoupt $A_\infty$ weight uniformly in…
Parameter estimation in ordinary differential equations, although applied and refined in various fields of the quantitative sciences, is still confronted with a variety of difficulties. One major challenge is finding the global optimum of a…
For $i\in \{1,2,3\}$, let $E_i(x)$ denote the error term in each of the three theorems of Mertens on the asymptotic distribution of prime numbers. We show that for $i\in \{1,2\}$ the Riemann hypothesis is equivalent to the condition…
A theorem of Varchenko gives the order of decay of the leading term of the asymptotic expansion of a degenerate oscillatory integral with real-analytic phase in two dimensions. His theorem expresses this order of decay in a simple geometric…
Let $f(z) = \sum_{n=1}^\infty a_f(n)q^n$ be a holomorphic cuspidal newform with even integral weight $k\geq 2$, level $N$, trivial nebentypus, and no complex multiplication (CM). For all primes $p$, we may define $\theta_p\in [0,\pi]$ such…
We prove several asymptotic continued fraction expansions of $\pi(x)$, $\Pi(x)$, $\operatorname{li}(x)$, $\operatorname{Ri}(x)$, and related functions, where $\pi(x)$ is the prime counting function, $\Pi(x) = \sum_{k = 1}^\infty…
The research in the subfield of analytic number theory around error term of summation of sigma functions possesses a history which can be dated back to the mid-19th century when Dirichlet provided an $O(\sqrt{n})$ estimation of error term…
We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…
We study the function $\Delta_k(x):=\sum_{n\leq x} d_k(n) - \mbox{Res}_{s=1} ( \zeta^k(s) x^s/s )$, where $k\geq 3$ is an integer, $d_k(n)$ is the $k$-fold divisor function, and $\zeta(s)$ is the Riemann zeta-function. For a large parameter…
By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…
Stochastic processes are often represented through orthonormal series expansions, a framework originating in the classical works of Lo\`eve and Karhunen and widely used for simulation and numerical approximation. While truncation error in…
Let $f$ be a weight $k$ holomorphic cusp form of level one, and let $S_f(n)$ denote the sum of the first $n$ Fourier coefficients of $f$. In analogy with Dirichlet's divisor problem, it is conjectured that $S_f(X) \ll X^{\frac{k-1}{2} +…
Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of $O(n^{-1/5})$ for…
We consider the oscillatory integrals with parameter-dependent phases. We decompose the integrals into a leading term and a remainder term. Instead of the pointwise estimate, we use some $L^p$-estimate for the remainder term and get various…
We obtain estimation error rates and sharp oracle inequalities for regularization procedures of the form \begin{equation*} \hat f \in argmin_{f\in F}\left(\frac{1}{N}\sum_{i=1}^N\ell(f(X_i), Y_i)+\lambda \|f\|\right) \end{equation*} when…
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of…
We develop a weakest-precondition-style calculus \`a la Dijkstra for reasoning about amortized expected runtimes of randomized algorithms with access to dynamic memory - the $\textsf{aert}$ calculus. Our calculus is truly quantitative, i.e.…