All posts under tag "Mathematics"
Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $ell_1$-regularized least squares regression can accurately estimate a sparse linear
In this article we follow the main idea of A. Connes for the construction of a metric in the state space of a C*-algebra. We focus in the reduced algebra of a discrete group $Gamma$, and prove some equivalences and relations between two central objects of this category: the word-length growth (conne
In this paper we discuss the use of cooperative game theory for analyzing interference channels. We extend our previous work, to games with N players as well as frequency selective channels and joint TDM/FDM strategies. We show that the Nash bargaining solution can be computed using convex optimiz
We prove that an arbitrary Poisson structure omega^{ij}(u) and an arbitrary closed 3-form T_{ijk}(u) generate the local Poisson structure A^{ij}(u,u_x) = M^i_s(u,u_x)omega^{sj}(u), where M^i_s(u,u_x)(delta^s_j + omega^{sp}(u)T_{pjk}(u)u^k_x) = delta^i_j, on the corresponding loop space. We obtain al
For a locally path connected topological space, the topological fundamental group is discrete if and only if the space is semilocally simply-connected. While functoriality of the topological fundamental group for arbitrary topological spaces remains an open question, the topological fundamental grou
In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using Gaussian assumptions, two types of approximations for calcu
In this small note we use results derived in Berestycki et al. to correct the celebrated formulae of Hagan et al. We derive explicitly the correct zero order term in the expansion of the implied volatility in time to maturity. The new term is consistent as $betato 1$. Furthermore, numerical simulati
This article investigates a space-time differential model related to the degradation of stone artifacts caused by exposure to air and atmospheric agents, which specifically lead to the accumulation of salt crystals in the material. A numerical method based on finite-element space discretization and
In this article we give evaluations of the two complete elliptic integrals $K$ and $E$ in the form of Ramanujans type-$pi$ formulas. The result is a formula for $Gamma(1/4)^2pi^{-3/2}$ with accuracy about 120 digits per term.
The present paper proposes an adaptive biasing potential for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells and estimating the free energy function, under the same object
This article presents a theory of modules with iterative connection. This theory is a generalisation of the theory of modules with connection in characteristic zero to modules over rings of arbitrary characteristic. We show that these modules with iterative connection (and also the modules with inte
The evolutionary force of recombination is lacking in asexually reproducing populations. As a consequence, the population can suffer an irreversible accumulation of deleterious mutations, a phenomenon known as Muller's ratchet. We formulate discrete and continuous time versions of Muller's ratchet.
We propose a new definition of the q-exponential function. Our q-exponential function maps the imaginary axis into the unit circle and the resulting q-trigonometric functions are bounded and satisfy the Pythagorean identity.
Intuitively, the default risk of a single borrower is higher when her or his assets and debt are denominated in different currencies. Additionally, the default dependence of borrowers with assets and debt in different currencies should be stronger than in the one-currency case. By combining well-kno
Consider a stationary real-valued time series ${X_n}_{n=0}^{infty}$ with a priori unknown distribution. The goal is to estimate the conditional expectation $E(X_{n+1}|X_0,..., X_n)$ based on the observations $(X_0,..., X_n)$ in a pointwise consistent way. It is well known that this is not possible a
The purpose of this note is to describe, in terms of a power series, the distribution function of the exponential functional, taken at some independent exponential time, of a spectrally negative L'evy process xi with unbounded variation. We also derive a Geman-Yor type formula for Asian options pric
We draw the connection between the model theoretic notions of internality and the binding group on one hand, and the Tannakian formalism on the other. More precisely, we deduce the fundamental results of the Tannakian formalism by associating to a Tannakian category a first order theory, and applyin
The behaviour of neurons under the influence of periodic external input has been modelled very successfully by circle maps. The aim of this note is to extend certain aspects of this analysis to a much more general class of forcing processes. We apply results on the fibred rotation number of randomly
We introduce a dbar-formulation of the orthogonal polynomials on the complex plane, and hence of the related normal matrix model, which is expected to play the same role as the Riemann-Hilbert formalism in the theory of orthogonal polynomials on the line and for the related Hermitian model. We propo
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its analytic properties relative to some reasonable topology. A canon
E565 in the Enestrom index. Translated from the Latin original, 'De plurimis quantitatibus transcendentibus quas nullo modo per formulas integrales exprimere licet' (1775). Euler does not prove any results in this paper. It seems to me like he is trying to develop some general ideas about special
Polarity coincidence correlator (PCC), when used to estimate the covariance matrix on an element-by-element basis, may not yield a positive semi-definite (PSD) estimate. Devlin et al. [1], claimed that element-wise PCC is not guaranteed to be PSD in dimensions p>3 for real signals. However, no justi
We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged marginal coverage, we instead evaluate performance through t
A characterization of real numbers constructible by paper folding.
We consider the level 1 solution of quantum Knizhnik-Zamolodchikov equation with reflecting boundary conditions which is relevant to the Temperley--Lieb model of loops on a strip. By use of integral formulae we prove conjectures relating it to the weighted enumeration of Cyclically Symmetric Transpo
In this paper we revisit the results of Loynes (1962) on stability of queues for ergodic arrivals and services, and show examples when the arrivals are bounded and ergodic, the service rate is constant, and under stability the limit distribution has larger than exponential tail.
We have calculated numerically geometrical means of the denominators of the continued fraction approximations to the Brun constant B2. We get values close to the Khinchin constant. Next we calculated the n-th square roots of the denominators of the n-th convergents of these continued fractions obtai
The fundamental characteristics of soliton and chaos in nonlinear equation are completely different. But all nonlinear equations with a soliton solution may derive chaos. While only some equations with a chaos solution have a soliton. The conditions of the two solutions are different. When some para
Contents: 1. Combinatorial and model-theoretical principles related to regularity of ultrafilters and compactness of topological spaces, I; 2. Frechet-Urysohn fans in free topological groups; 3. Packing index of subsets in Polish groups; 4. Symmetric monochromatic subsets in colorings of the Lobac
Let $X$ be a normed space that satisfies the Johnson-Lindenstrauss lemma (J-L lemma, in short) in the sense that for any integer $n$ and any $x_1,ldots,x_nin X$ there exists a linear mapping $L:Xto F$, where $Fsubseteq X$ is a linear subspace of dimension $O(log n)$, such that $|x_i-x_j|le|L(x_i)-L(
The paper is a brief survey of some recent new results and progress of the Laplacian spectra of graphs and complex networks (in particular, random graph and the small world network). The main contents contain the spectral radius of the graph Laplacian for given a degree sequence, the Laplacian coeff
Let G be a finitely generated group, equipped with the word metric d associated with some finite set of generators. The Hilbert compression exponent of G is the supremum over all $alphage 0$ such that there exists a Lipschitz mapping $f:Gto L_2$ and a constant $c>0$ such that for all $x,yin G$ we ha
We present a simple recipe to construct exactly and quasi-exactly solvable Hamiltonians in one-dimensional `discrete' quantum mechanics, in which the Schr'{o}dinger equation is a difference equation. It reproduces all the known ones whose eigenfunctions consist of the Askey scheme of hypergeometric
This paper considers exponential utility indifference pricing for a multidimensional non-traded assets model subject to inter-temporal default risk, and provides a semigroup approximation for the utility indifference price. The key tool is the splitting method, whose convergence is proved based on t
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with Meyer's inequality and a Kolmogorov-type criterion for the
The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the a
In 2001, Brualdi and Hollingsworth proved that an edge-colored balanced complete bipartite graph Kn,n with a color set C = {1,2,3,..., 2n-1} has a heterochromatic spanning tree if the number of edges colored with colors in R is more than |R|^2 /4 for any non-empty subset R subseteq C, where a hetero
We study one-sided and $α$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The null hypothesis is that the unknown transition matrix belongs to a prescribed set $P$ of stochastic matrices, and the alternative corresponds to a disjoint set $Q$. We establish a tigh
We present a conclusive answer to Bertrand's paradox, a long standing open issue in the basic physical interpretation of probability. The paradox deals with the existence of mutually inconsistent results when looking for the probability that a chord, drawn at random in a circle, is longer than the s
A graph $G$ with a list of colors $L(v)$ and weight $w(v)$ for each vertex $v$ is $(L,w)$-colorable if one can choose a subset of $w(v)$ colors from $L(v)$ for each vertex $v$, such that adjacent vertices receive disjoint color sets. In this paper, we give necessary and sufficient conditions for a w
We consider the problem of forecasting the next (observable) state of an unknown ergodic dynamical system from a noisy observation of the present state. Our main result shows, for example, that support vector machines (SVMs) using Gaussian RBF kernels can learn the best forecaster from a sequence of
We prove that the problem of counting the number of colourings of the vertices of a graph with at most two colours, such that the colour classes induce connected subgraphs is #P-complete. We also show that the closely related problem of counting the number of cocircuits of a graph is #P-complete.
In this paper, we prove the $ell$-adic abelian class field theory for henselian regular local rings of equi-characteristic assuming the surjectivity of Galois symbol maps, which is a $ell$-adic variant of a result of Matsumi [13].
We bridge the properties of the regular square and honeycomb Voronoi tessellations of the plane to those of the Poisson-Voronoi case, thus analyzing in a common framework symmetry-break processes and the approach to uniformly random distributions of tessellation-generating points. We consider ensemb
Completing Aronov et al.'s study on zero-discrepancy matrices for digital halftoning, we determine all (m, n, k, l) for which it is possible to put mn consecutive integers on an m-by-n board (with wrap-around) so that each k-by-l region holds the same sum. For one of the cases where this is impossib
We investigate the global Gevrey hypoellipticity of a class of first-order differential operators associated with tube-type involutive structures on $Mtimesmathbb{T}^m$, where $M$ is a non-compact manifold diffeomorphic to the interior of a compact manifold with boundary and $mathbb{T}^m$ is the $m$
We develop a probabilistic framework for global modeling of the traffic over a computer network. This model integrates existing single-link (-flow) traffic models with the routing over the network to capture the global traffic behavior. It arises from a limit approximation of the traffic fluctuation
We prove that there exists a 0-dimensional, scattered $T_2$ space $X$ such that $X$ is aD but not linearly D, answering a question of Arhangel'skii. The constructions are based on Shelah's club guessing principles.
We study nonparametric maximum likelihood estimation of probability densities under a total variation (TV) type penalty, sectional variation norm (also named as Hardy-Krause variation). TV regularization has a long history in regression and density estimation, including results on $L^2$ and KL diver
In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.
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