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

We consider {\em monotone} embeddings of a finite metric space into low dimensional normed space. That is, embeddings that respect the order among the distances in the original space. Our main interest is in embeddings into Euclidean…

Randomized quadratures for integrating functions in Sobolev spaces of order $\alpha \ge 1$, where the integrability condition is with respect to the Gaussian measure, are considered. In this function space, the optimal rate for the…

In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…

The permutation matrices form a subgroup of $\text{GL}_n(\mathbb{C})$ that is isomorphic to the symmetric group $S_n$. Let $r_{\mu\lambda}$ denote the multiplicity of the irreducible representation $V_\mu$ of $S_n$, corresponding to a…

Let $\mu$ be a compactly supported absolutely continuous probability measure on ${\Bbb R}^n$, we show that $\mu$ admits Fourier frames if and only if its Radon-Nikodym derivative is upper and lower bounded almost everywhere on its support.…

We define a notion of isotropy for discrete set distributions. If $\mu$ is a distribution over subsets $S$ of a ground set $[n]$, we say that $\mu$ is in isotropic position if $P[e \in S]$ is the same for all $e\in [n]$. We design a new…

In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a Borelian map and $M$ a $d$-dimensional continuous Markov martingale with respect to a Markov filtration $\mathcal{F}$ admits an exact…

We show how to obtain minimal projective resolutions of finitely generated modules over an idempotent subring $\Gamma_e := (1-e)R(1-e)$ of a semiperfect noetherian basic ring $R$ by a construction inside $\mathsf{mod} R$. This is then…

We prove an existence result for Robin boundary value problems modeled on \[ \begin{cases} \Delta u + |\nabla u|^2 + \lambda f(x) = 0 & \text{in } \Omega \\ \frac{\partial u}{\partial \nu} + \beta u = 0 & \text{on } \partial\Omega…

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

Motivated by problems from neuroimaging in which existing approaches make use of "mass univariate" analysis which neglects spatial structure entirely, but the full joint modelling of all quantities of interest is computationally infeasible,…

A generalization of the classical Sard theorem in the plane is the following. Let $f$ be a function defined on a subset $A\subset{\mathbb R}^2$. If $f$ has modulus of continuity $\omega(r)\lesssim r^2$, then $f(A)\subset{\mathbb R}$ has…

We consider finding a zero point of the maximally monotone operator $T$. First, instead of using the proximal point algorithm (PPA) for this purpose, we employ PPA to solve its Yosida regularization $T_{\lambda}$. Then, based on an…

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

We consider an optimal transport problem with backward martingale constraint. The objective function is given by the scalar product of a pseudo-Euclidean space $S$. We show that the supremums over maps and plans coincide, provided that the…

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…

We establish that the boundaries of the so-called Rost's reversed barrier are the unique couple of left-continuous monotonic functions solving a suitable system of nonlinear integral equations of Volterra type. Our result holds for…

In this paper we prove, under mild conditions, that the positive definiteness of the circulant matrix appearing in the circulant embedding method is always guaranteed, provided the enclosing cube is sufficiently large. We examine in detail…

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

A $\mu$-algebra is a model of a first order theory that is an extension of the theory of bounded lattices, that comes with pairs of terms $(f,\mu_{x}.f)$ where $\mu_{x}.f$ is axiomatized as the least prefixed point of $f$, whose axioms are…