相关论文: Doob's maximal identity, multiplicative decomposit…

In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) -…

We consider the problem of identity testing and recovering (that is, interpolating) of a "hidden" monic polynomials $f$, given an oracle access to $f(x)^e$ for $x\in\mathbb F_q$, where $\mathbb F_q$ is the finite field of $q$ elements and…

This paper considers the problem of calculating the matrix multiplication of two massive matrices $\mathbf{A}$ and $\mathbf{B}$ distributedly. We provide a modulo technique that can be applied to coded distributed matrix multiplication…

Diffusion models are an important tool for generative modelling, serving as effective priors in applications such as imaging and protein design. A key challenge in applying diffusion models for downstream tasks is efficiently sampling from…

In this paper, we propose a probabilistic model for computing an interpolative decomposition (ID) in which each column of the observed matrix has its own priority or importance, so that the end result of the decomposition finds a set of…

With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

Continuously extending combinatorial optimization objectives is a powerful technique commonly applied to the optimization of set functions. However, few such methods exist for extending functions on permutations, despite the fact that many…

In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…

For over five decades the procedure termed maximum-entropy (M-E) has been used to sharpen structure in spectra, optical and otherwise. However, this is a contradiction: by modifying data, this approach violates the fundamental M-E…

Energy evaluation using fast Fourier transforms enables sampling billions of putative complex structures and hence revolutionized rigid protein-protein docking. However, in current methods efficient acceleration is achieved only in either…

We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…

The discrete Fourier transform of the greatest common divisor is a multiplicative function, if taken with respect to the same order of the primitive root of unity, which is a well known fact. As such, the transform can be expressed in the…

Resolving the details of an object from coarse-scale measurements is a classical problem in applied mathematics. This problem is usually formulated as extrapolating the Fourier transform of the object from a bounded region to the entire…

Let $f:=(f_n)_{n\in \mathbb{Z}_+}$ and $g:=(g_n)_{n\in \mathbb{Z}_+}$ be two martingales related to the probability space $(\Omega,\mathcal F,\mathbb P)$ equipped with the filtration $(\mathcal F_n)_{n\in \mathbb{Z}_+}.$ Assume that $f$ is…

We introduce an algebraic model, based on the determinantal expansion of the product of two matrices, to test combinatorial reductions of set functions. Each term of the determinantal expansion is deformed through a monomial factor in d…

We study the diffraction produced by a $PT$-symmetric volume Bragg grating that combines modulation of refractive index and gain/loss of the same periodicity with a quarter-period shift between them. Such a complex grating has a directional…

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

The cumulant representation of the Fourier path integral method is examined to determine the asymptotic convergence characteristics of the imaginary-time density matrix with respect to the number of path variables $N$ included. It is proved…

In this paper, we establish a multiplicative decomposition formula for nonnegative local martingales and use it to characterize the set of continuous local submartingales Y of the form Y=N+A, where the measure dA is carried by the set of…

We show a new algorithm and its implementation for multiplying bit-polynomials of large degrees. The algorithm is based on evaluating polynomials at a specific set comprising a natural set for evaluation with additive FFT and a high order…