相关论文: An estimate on the maximum of a nice class of stoc…

Motivated by applications in emergency response and experimental design, we consider smooth stochastic optimization problems over probability measures supported on compact subsets of the Euclidean space. With the influence function as the…

We establish asymptotic estimates for the least upper bounds of approximations in the uniform metric by Fourier sums of order $n-1$ of classes of $2\pi$-periodic Weyl--Nagy differentiable functions, $W^r_{\beta,p}, 1\le p\le \infty,…

With a graph $G=(V,E)$ we associate a collection of non-negative real weights $\cup_{v\in V}{\lambda_{i,v}:1\leq i \leq m} \cup \cup_{uv \in E} {\lambda_{ij,uv}:1\leq i \leq j \leq m}$. We consider the probability distribution on…

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

Let $(X,d)$ be a compact metric space, and let an iterated function system (IFS) be given on $X$, i.e., a finite set of continuous maps $\sigma_{i}$: $ X\to X$, $i=0,1,..., N-1$. The maps $\sigma_{i}$ transform the measures $\mu $ on $X$…

We ask: Can focusing on likely classes of a single, in-domain sample improve model predictions? Prior work argued ``no''. We put forward a novel rationale in favor of ``yes'': Sharedness of features among classes indicates their reliability…

This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums $\sum_{k=1}^n f (X_k)$ where $f$ is a real-valued function and $(X_k)_{k \in \mathbb{Z}_{\ge 0}}$ is a finite state Markov chain with an…

In this paper, exact rate of approximation of functions by linear means of Fourier series and Fourier integrals and corresponding $K$-functionals are expressed via special moduli of smoothness. . Introduction is given in $\S 1$. In $\S2$…

We study the pointwise supremum of convex integral functionals $\mathcal{I}_{f,\gamma}(\xi)= \sup_{Q} \left( \int_\Omega f(\omega,\xi(\omega))Q(d\omega)-\gamma(Q)\right)$ on $L^\infty(\Omega,\mathcal{F},\mathbb{P})$ where…

We study the complexity of approximating integrals of smooth functions at absolute precision $\varepsilon > 0$ with confidence level $1 - \delta \in (0,1)$. The optimal error rate for multivariate functions from classical isotropic Sobolev…

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Consider $n$ iid real-valued random vectors of size $k$ having iid coordinates with a general distribution function $F$. A vector is a maximum if and only if there is no other vector in the sample which weakly dominates it in all…

We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…

We consider 1-dimensional location estimation, where we estimate a parameter $\lambda$ from $n$ samples $\lambda + \eta_i$, with each $\eta_i$ drawn i.i.d. from a known distribution $f$. For fixed $f$ the maximum-likelihood estimate (MLE)…

In the paper I study properties of random polynomials with respect to a general system of functions. Some lower bounds for the mathematical expectation of the uniform and recently introduced integral-uniform norms of random polynomials are…

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…

Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…