相关论文: Self-similar martingales derived from Root embeddi…

A novel method of summing asymptotic series is advanced. Such series repeatedly arise when employing perturbation theory in powers of a small parameter for complicated problems of condensed matter physics, statistical physics, and various…

We solve the Skorokhod embedding problem (SEP) for a general time-homogeneous diffusion $X$: given a distribution $\rho$, we construct a stopping time $\tau$ such that the stopped process $X_{\tau}$ has the distribution $\rho$. Our solution…

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

We prove, using the subspace embedding guarantee in a black box way, that one can achieve the spectral norm guarantee for approximate matrix multiplication with a dimensionality-reducing map having $m = O(\tilde{r}/\varepsilon^2)$ rows.…

On a compact Riemannian manifold $M$ with boundary, we give an estimate for the eigenvalues $(\lambda\_k(\tau,\alpha))\_k$ of the magnetic Laplacian with the Robin boundary conditions. Here, $\tau$ is a positive number that defines the…

The concepts of paracontracting, pseudocontracting and nonexpanding operators have been shown to be useful in proving convergence of asynchronous or parallel iteration algorithms. The purpose of this paper is to give characterizations of…

This paper concerns the compactness and separability properties of the normed Boolean algebras (N.B.A.) with respect to topology generated by a distance equal to the square root of a measure of symmetric difference between two elements. The…

We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability…

For every $1\leq \alpha<\omega_1$, we construct an explicit unconditional finite-dimensional decomposition (FDD) $(X_\lambda)_{\lambda\in\mathcal{T}_\alpha}$ of the Bourgain-Rosenthal-Schechtman space $R_\alpha^{p,0}$ by blocking its…

Unanticipated connections between different fragments of lambda calculus and different families of embedded graphs (a.k.a. "maps") motivate the problem of enumerating $\beta$-normal linear lambda terms. In this brief note, it is shown (by…

We are concerned with an harmonic analysis in Hilbert spaces $L^2(\mu)$, where $\mu$ is a probability measure on $\br^n$. The unifying question is the presence of families of orthogonal (complex) exponentials $e_\lambda(x) = \exp(2\pi i…

Let $\mu$ be a planar self-similar measure with similarity dimension exceeding $1$, satisfying a mild separation condition, and such that the fixed points of the associated similitudes do not share a common line. Then, we prove that the…

We study a family of matroid optimization problems with a linear constraint (MOL). In these problems, we seek a subset of elements which optimizes (i.e., maximizes or minimizes) a linear objective function subject to (i) a matroid…

Consider the random matrix model $A^{1/2} UBU^* A^{1/2},$ where $A$ and $B$ are two $N \times N$ deterministic matrices and $U$ is either an $N \times N$ Haar unitary or orthogonal random matrix. It is well-known that on the macroscopic…

In this paper, we consider the problem of estimating the marginal density in some nonlinear autoregressive time series models for which the conditional mean and variance have a parametric specification. Under some regularity conditions, we…

We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient conditions…

We investigate the asymptotic behavior of entropy polymatroids associated with algebraic matroids over finite fields. Given an algebraic matroid ${\sf M}:=(\mathcal{E},r)$ and the irreducible variety $V$ associated with ${\sf M}$, we…

Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role as heavy traffic approximations for some stochastic networks.…

In this paper, we consider a compact Riemannian manifold with boundary, endowed with a magnetic potential $\alpha$ and a potential $U$. For brevity, this type of systems are called $\MP$-systems. On simple $\MP$-systems, we consider both…

We provide a convergence result for sequences of random variables taking values in a metric space that satisfy a stochastic quasi-Fej\'er monotonicity condition, in the context of a (local) compactness assumption. Our result is quantitative…