相关论文: Bellman function method for general operators on m…
This overview paper describes the particle methods developed for the implementation of the a class of Bayes filters formulated using the random finite set formalism. It is primarily intended for the readership already familiar with the…
In the paper "Bellman function for extremal problems in $\mathrm{BMO}$", the authors built the Bellman function for integral functionals on the $\mathrm{BMO}$ space. The present paper provides a development of the subject. We abandon the…
Two variants of generalizations of Hankel operators to the case of linearly ordered abelian groups are considered, criteria of the boundedness and compactness of these operators are given, among them in terms of functions of bounded mean…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…
The main purpose of this paper is to show some relations between the Riemann zeta function and the generalized Bernoulli polynomials of level $m$. Our approach is based on the use of Fourier expansions for the periodic generalized Bernoulli…
We develop elements of a general dilation theory for operator-valued measures and bounded linear maps between operator algebras that are not necessarily completely-bounded. We prove our main results by extending and generalizing some known…
We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture, thus strengthening the counterexamples built by Reguera--Thiele. We show a certain logarithmic blow-up for…
The differential transform method is used to find numerical approximation of solution to a class of certain nonlinear differential algebraic equations. The method is based on Taylor's theorem. Coefficients of the Taylor series are…
The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…
Considering the kernel of an integral operator intertwining two realizations of the group of motions of the pseudo-Euclidian space, we derive two formulas for series containing Whittaker's functions or Weber's parabolic cylinder functions.…
We study the linear filtering problem for systems driven by continuous Gaussian processes with memory described by two parameters. The driving processes have the virtue that they possess stationary increments and simple semimartingale…
The method of expansion of integrals in external parameters is suggested. It is quite universal and works for Feynman integrals both in Euclidean and Minkowski regions of momenta.
We obtain sampling and interpolation theorems in radial weighted spaces of analytic functions for weights of arbitrary (more rapid than polynomial) growth. We give an application to invariant subspaces of arbitrary index in large weighted…
Partial ordinary Bell polynomials are used to formulate and prove a version of the Fa\`{a} di Bruno's formula which is convenient for handling nonlinear terms in the differential transformation. Applicability of the result is shown in two…
We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field…
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…
The aim of this paper is to apply an extrapolation result without relying on convexification. We characterize ball Banach function spaces in terms of wavelets, formulated in a way that takes into account the smoothness properties of the…
We generalize the generalized Arimoto-Blahut algorithm to a general function defined over Bregman-divergence system. In existing methods, when linear constraints are imposed, each iteration needs to solve a convex minimization. Exploiting…
We will prove the Brannan conjecture for particular values of the parameter. The basic tool of the study is an integral representation published in a recent work [3].