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We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

最优化与控制 · 数学 2026-05-08 Nicholas Pischke , Thomas Powell

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

概率论 · 数学 2024-03-27 Jürgen Angst , Ronan Herry , Dominique Malicet , Guillaume Poly

We consider the convergence rate of the alternating projection method for the nontransversal intersection of a semialgebraic set and a linear subspace. For such an intersection, the convergence rate is known as sublinear in the worst case.…

最优化与控制 · 数学 2023-04-27 Hiroyuki Ochiai , Yoshiyuki Sekiguchi , Hayato Waki

A subset A of {0,1,...,n} is said to be a 2-additive basis for {1,2,...,n} if each j in {1,2,...,n} can be written as j=x+y, x,y in A, x<=y. If we pick each integer in {0,1,...,n} independently with probability p=p_n tending to 0, thus…

组合数学 · 数学 2012-04-11 Anant Godbole , Chang Mou Lim , Vince Lyzinski , Nicholas Triantafillou

A new equivalence notion between non-stationary subdivision schemes, termed asymptotical similarity, which is weaker than asymptotical equivalence, is introduced and studied. It is known that asymptotical equivalence between a…

数值分析 · 数学 2014-10-13 Costanza Conti , Nira Dyn , Carla Manni , Marie-Laurence Mazure

This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known…

概率论 · 数学 2008-06-19 Andrew B. Nobel , Gusztav Morvai , Sanjeev R. Kulkarni

We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the…

统计金融 · 定量金融 2009-11-13 Joseph L. McCauley

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

计量经济学 · 经济学 2021-01-29 Yoonseok Lee , Yulong Wang

We consider a consensus algorithm in which every node in a sequence of undirected, B-connected graphs assigns equal weight to each of its neighbors. Under the assumption that the degree of each node is fixed (except for times when the node…

最优化与控制 · 数学 2012-11-09 Alex Olshevsky , John Tsitsiklis

We provide a unified framework to proving pointwise convergence of sparse sequences, deterministic and random, at the $L^1(X)$ endpoint. Specifically, suppose that \[ a_n \in \{ \lfloor n^c \rfloor, \min\{ k : \sum_{j \leq k} X_j = n\} \}…

动力系统 · 数学 2026-03-10 Ben Krause , Yu-Chen Sun

In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…

统计理论 · 数学 2016-08-16 Fabienne Comte , Jérôme Dedecker , Marie-Luce Taupin

In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…

概率论 · 数学 2025-08-22 Andrew M. Thomas

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

最优化与控制 · 数学 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

概率论 · 数学 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

Non-active adaptive sampling is a way of building machine learning models from a training data base which are supposed to dynamically and automatically derive guaranteed sample size. In this context and regardless of the strategy used in…

计算与语言 · 计算机科学 2024-02-06 Manuel Vilares Ferro , Victor M. Darriba Bilbao , Jesús Vilares Ferro

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

数学物理 · 物理学 2018-12-20 Peter J. Forrester , Allan K. Trinh

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

最优化与控制 · 数学 2022-11-29 Sen Na , Michał Dereziński , Michael W. Mahoney

We show any subset $A\subset\mathbb{N}$ with positive upper Banach density contains the pattern $\{m,m+[n\alpha],\dots,m+k[n\alpha]\}$, for some $m\in\mathbb{N}$ and $n=p-1$ for some prime $p$, where…

动力系统 · 数学 2015-07-08 Wenbo Sun

The paper is primarily concerned with the asymptotic behavior as $N\to\infty$ of averages of nonconventional arrays having the form $N^{-1}\sum_{n=1}^N\prod_{j=1}^\ell T^{P_j(n,N)}f_j$ where $f_j$'s are bounded measurable functions, $T$ is…

动力系统 · 数学 2017-11-30 Yuri Kifer

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

概率论 · 数学 2018-05-23 Gennady Samorodnitsky , Yizao Wang