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Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

概率论 · 数学 2018-01-30 Jian Song , Fangjun Xu , Qian Yu

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

概率论 · 数学 2020-12-08 Nikita Karagodin , Mikhail Lifshits

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

统计理论 · 数学 2019-06-19 Thomas Pitschel

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

概率论 · 数学 2021-01-01 Alexey Bufetov , Vadim Gorin

A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…

数论 · 数学 2017-09-07 Gabriela Ileana Sebe , Dan Lascu

We address the problem of distributed computation of arbitrary functions of two correlated sources $X_1$ and $X_2$, residing in two distributed source nodes, respectively. We exploit the structure of a computation task by coding source…

信息论 · 计算机科学 2025-04-23 Mohammad Reza Deylam Salehi , Derya Malak

The existence of global weak solutions to a partial-differential-algebraic system is proved. The system consists of the drift-diffusion equations for the electron, hole, and oxide vacancy densities in a memristor device, the Poisson…

偏微分方程分析 · 数学 2025-07-30 Ansgar Jüngel , Tuan Tung Nguyen

The sampling of functions of bounded variation (BV) is a long-standing problem in op- timization. The ability to sample such functions has relevance in the field of variational inverse problems, where the standard theory fails to guarantee…

最优化与控制 · 数学 2025-11-18 Vincent Guillemet , Michael Unser

A systematic study of the probability distribution of superimposed random codes is presented through the use of generating functions. Special attention is paid to the cases of either uniformly distributed but not necessarily independent or…

数据库 · 计算机科学 2008-06-19 Bernd Günther

The purpose of this paper is to study the limiting distribution of special {\it additive functionals} on random planar maps, namely the number of occurrences of a given {\it pattern}. The main result is a central limit theorem for these…

组合数学 · 数学 2024-06-11 Michael Drmota , Eva-Maria Hainzl , Nick Wormald

A univariate clustering criterion for stationary processes satisfying a $\beta$-mixing condition is proposed extending the work of \cite{KB2} to the dependent setup. The approach is characterized by an alternative sample criterion function…

统计理论 · 数学 2013-11-19 Karthik Bharath

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

最优化与控制 · 数学 2018-06-20 Van Sy Mai , Eyad H. Abed

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

概率论 · 数学 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

Stochastic gradient descent (SGD) has emerged as the quintessential method in a data scientist's toolbox. Using SGD for high-stakes applications requires, however, careful quantification of the associated uncertainty. Towards that end, in…

统计理论 · 数学 2025-10-24 Bhavya Agrawalla , Krishnakumar Balasubramanian , Promit Ghosal

Suppose that $G_j$ is a sequence of finite connected planar graphs, and in each $G_j$ a special vertex, called the root, is chosen randomly-uniformly. We introduce the notion of a distributional limit $G$ of such graphs. Assume that the…

概率论 · 数学 2008-11-26 Itai Benjamini , Oded Schramm

Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. Motivated by the functional estimation of the density of the…

统计理论 · 数学 2021-06-17 S. Valère Bitseki Penda , Jean-François Delmas

The purpose of this article is to study the existence of a coincidence point for two mappings defined on a nonempty set and taking values on a Banach space using the fixed point theory for nonexpansive mappings. Moreover, this type of…

泛函分析 · 数学 2014-03-21 David Ariza-Ruiz , Jesus Garcia-Falset

In various applications the problem of separation of the original signal and the noise arises. For example, in the identification problem for discrete linear and causal systems, the original signal consists of the values of transfer…

信息论 · 计算机科学 2009-12-31 Ashot Vagharshakyan

In this paper, the p-generalized modified error function is defined as the solution to a non-linear ordinary differential problem of second order with a Robin type condition at x=0. Existence and uniqueness of a non-negative C^\infty…

经典分析与常微分方程 · 数学 2020-04-21 Julieta Bollati , María Fernanda Natale , José Abel Semitiel , Domingo Alberto Tarzia

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

概率论 · 数学 2026-04-30 Anastasiia S. Kovtun , Nikolai N. Leonenko , Andrey Pepelyshev