相关论文: Higher order approximations in arcsine laws for su…
For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…
In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…
A new type of perturbation expansion in the mixing $V$ of localized orbitals with a conduction-electron band in the $U\to\infty$ Anderson model is presented. It is built on Feynman diagrams obeying standard rules. The local correlations of…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…
We study the problem of Diophantine approximation on lines in $\mathbb{R}^d$ under certain primality restrictions.
In 2004, J.C. Tong found bounds for the approximation quality of a regular continued fraction convergent of a rational number, expressed in bounds for both the previous and next approximation. We sharpen his results with a geometric method…
In this paper, we consider the problem of counting Diophantine inequalities with multiple natural constraints. We prove a very general result in this setting using dynamical techniques. More precisely, we consider the joint asymptotic…
This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…
A method for introducing the higher order terms in the potential expansion to study the continuous limits of the Toda hierarchy is proposed in this paper. The method ensures that the higher order terms are differential polynomials of the…
Recent years have seen very important developments at the interface of Diophantine approximation and homogeneous dynamics. In the first part of the paper we give a brief exposition of a dictionary developed by Dani and Kleinbock-Margulis…
We survey some of the recent developments in the study of logarithm laws and shrinking target properties for various families of dynamical systems. We discuss connections to geometry, diophantine approximation, and probability theory.
We compute the second and third levels of the Lasserre hierarchy for the spherical finite distance problem. A connection is used between invariants in representations of the orthogonal group and representations of the general linear group,…
We refine Khintchine Transference Principle which relates the measure of simultaneous rational approximation of an $n$ real numbers with the measure of linear independence of these $n$ numbers. Khintchine's inequalities are known to be…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
We give new necessary and sufficient conditions for higher order convex ordering. These results generalize the Levin-Ste\v{c}kin theorem (1960) on convex ordering. The obtained results can be useful in the study of the Hermite-Hadamard type…
Quasi-logarithmic combinatorial structures are a class of decomposable combinatorial structures which extend the logarithmic class considered by Arratia, Barbour and Tavar\'{e} (2003). In order to obtain asymptotic approximations to their…
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…
We study topological and geometric functionals of $l_\infty$-random geometric graphs on the high-dimensional torus in a sparse regime, where the expected number of neighbors decays exponentially in the dimension. More precisely, we…
We introduce and investigate a new notion of the theory of approximation-the so-called degenerate approximation, i.e. approximation of the function of two (and more) variables (kernel) by means of degenerate function (kernel). We apply…