相关论文: Limit raring proceses with apllication

This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time $t=0$. It is required to estimate of number of the unabsorbed processes for the…

Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step…

We recently demonstrated a connection between the random phase approximation (RPA) and coupled cluster theory [J. Chem. Phys. 129, 231101 (2008)]. Based on this result, we here propose and test a simple scheme for introducing long-range RPA…

We study the problem of Diophantine approximation on lines in $\mathbb{R}^d$ under certain primality restrictions.

For many stochastic diffusion processes with mean field interaction, convergence of the rescaled total mass processes towards a diffusion process is known. Here we show convergence of the so-called finite system scheme for interacting…

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

We study critera for a pair $ (\{ X_n \} $, $ \{ Y_n \}) $ of approximating processes which guarantee closeness of moments by generalizing known results for the special case that $ Y_n = Y $ for all $n$ and $ X_n $ converges to $Y$ in…

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…

In this note, we give a convergence result for a modified ''regularization-by-denoising''(RED) algorithm under a restricted isometry condition on measurements and a restricted Lipschitz condition on the considered deep projective prior.…

In this paper we use the decreasing diagrams technique to show that a left-linear term rewrite system R is confluent if all its critical pairs are joinable and the critical pair steps are relatively terminating with respect to R. We further…

In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…

We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…

The paper presents complexity results and performance guaranties for a family of approximation algorithms for an optimisation problem arising in software testing and manufacturing. The problem is formulated as a partitioning of a set where…

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

The paper considers an extension of factor analysis to moving average processes. The problem is formulated as a rank minimization of a suitable spectral density. It is shown that it can be adequately approximated via a trace norm convex…

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…