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

Let $\textrm{Mat}_2(\mathbb{R})$ be the set of $2 \times 2$ matrices with real entries. For any $\varepsilon>0$ and any finitely--supported probability measure $\mu$ on $\textrm{Mat}_2(\mathbb{R})$, we prove that either \[ T(\mu) = \sum_{X,…

The paper deals with the theory of balayage of Radon measures $\mu$ of finite energy on a locally compact space $X$ with respect to a consistent kernel $\kappa$ satisfying the domination principle. Such theory is now specified for the case…

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

A theoretical performance analysis of the $(\mu/\mu_I,\lambda)$-$\sigma$-Self-Adaptation Evolution Strategy ($\sigma$SA-ES) is presented considering a conically constrained problem. Infeasible offspring are repaired using projection onto…

In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several…

We study the class of Az\'ema-Yor processes defined from a general semimartingale with a continuous running maximum process. We show that they arise as unique strong solutions of the Bachelier stochastic differential equation which we prove…

We study the problem of maximizing a non-negative monotone submodular objective $f$ subject to the intersection of $k$ arbitrary matroid constraints. The natural greedy algorithm guarantees $(k+1)$-approximation for this problem, and the…

In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…

The goal of the present paper is to explore the long-time behavior of the growth-fragmentation equation formulated in the case of equal mitosis and variability in growth rate, under fairly general assumptions on the coefficients. The first…

We develop a combinatorial rigidity theory for symmetric bar-joint frameworks in a general finite dimensional normed space. In the case of rotational symmetry, matroidal Maxwell-type sparsity counts are identified for a large class of…

We consider the problem $\mathbf{P_{curve}}$ of minimizing $\int \limits_0^L \sqrt{\xi^2 + \kappa^2(s)} \, {\rm d}s$ for a curve $\mathbf{x}$ on $\mathbb R$ with fixed boundary points and directions. Here the total length $L\geq 0$ is free,…

This paper studies sample average approximation (SAA) in solving convex or strongly convex stochastic programming (SP) problems. In estimating SAA's sample efficiency, the state-of-the-art sample complexity bounds entail metric entropy…

Based on entropy and symmetrical uncertainty (SU), we define a metric for categorical random variables and show that this metric can be promoted into an appropriate quotient space of categorical random variables. Moreover, we also show that…

Steck, Ekanadham, and Kallus [arXiv:2403.05440] demonstrate that cosine similarity of learned embeddings from matrix factorization models can be rendered arbitrary by a diagonal ``gauge'' matrix $D$. Their result is correct and important…

Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…

Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…

(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…

We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

We consider the ideal Fermi gas of indistinguishable particles without spin but with electric charge, confined to a Euclidean plane $\mathbb R^2$ perpendicular to an external constant magnetic field of strength $B>0$. We assume this…