相关论文: Approximation of Discontinuous Signals by Exponent…

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in…

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

With extensive Monte Carlo simulations, we present high-precision estimates of the critical exponents of branching annihilating random walks with two offspring, a prototypical model of the directed Ising universality class in one dimension.…

A fundamental challenge within the metric theory of continued fractions involves quantifying sets of real numbers, when represented using continued fractions, exhibit partial quotients that grow at specific rates. For any positive function…

We consider the representation of the value of an optimal stopping problem of a linear diffusion as an expected supremum of a known function. We establish an explicit integral representation of this function by utilizing the explicitly…

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

A simple and very accurate method to approximate a function with a finite number of discontinuities is presented. This method relies on hyperbolic tangent functions of rational arguments as connecting functions at the discontinuities, each…

Let $\boldsymbol W=\{\boldsymbol W_n:n\in\mathbb N\}$ be a sequence of random vectors in $\mathbb R^d$, $d\ge 1$. This paper considers the logarithmic asymptotics of the extremes of $\boldsymbol W$, that is, for any vector $\boldsymbol…

This paper investigates the performance of joint time delay and Doppler-stretch estimation with the random stepp ed-frequency (RSF) signal. Applying the ambiguity function (AF) to implement the estimation, we derive the compact expressions…

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

In this paper, we show that the Away-step Stochastic Frank-Wolfe Algorithm (ASFW) and Pairwise Stochastic Frank-Wolfe algorithm (PSFW) converge linearly in expectation. We also show that if an algorithm convergences linearly in expectation…

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

This paper is concerned with diffusive approximations of peculiar numerical schemes for several linear (or weakly nonlinear) kinetic models which are motivated by wide-range applications, including radiative transfer or neutron transport,…

Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…

This work establishes the exact exponents for the soft-covering phenomenon of a memoryless channel under the total variation metric when random (i.i.d. and constant-composition) channel codes are used. The exponents, established herein, are…