Results 41 to 50 of about 6,594 (144)
The growth rate of tri-colored sum-free sets
Discrete Analysis, 2018 The growth rate of tri-colored sum-free sets, Discrete Analysis 2018:12, 10 pp. This paper contributes to the remarkable collection of results that followed in the wake of the 2016 breakthrough by Ellenberg and Gijswijt on the cap set problem, which ...
Robert Kleinberg +2 more
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On exceedance times for some processes with dependent increments
, 2013 Let ${Z_n}_{n\ge 0}$ be a random walk with a negative drift and i.i.d. increments with heavy-tailed distribution and let $M=\sup_{n\ge 0}Z_n$ be its supremum.
Asmussen, Søren, Foss, Sergey
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Fast and Slow Mixing of the Kawasaki Dynamics on Bounded‐Degree Graphs
Random Structures &Algorithms, Volume 67, Issue 4, December 2025.ABSTRACT We study the worst‐case mixing time of the global Kawasaki dynamics for the fixed‐magnetization Ising model on the class of graphs of maximum degree Δ$$ \Delta $$. Proving a conjecture of Carlson, Davies, Kolla, and Perkins, we show that below the tree‐uniqueness threshold, the Kawasaki dynamics mix rapidly for all magnetizations. Disproving a
Aiya Kuchukova +3 more
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Nonlinear AnalysisThe paper considers a dependent bidimensional risk model with stochastic return and Brownian perturbations in which the price processes of the investment portfolio of the two lines of business are two geometric Lévy processes, and the claim-number ...
Chenghao Xu, Xiaowen Shen, Kaiyong Wang
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Uniform asymptotics for the tail probability of weighted sums with heavy tails [PDF]
, 2014 This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails.
Zhang, Chenhua
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Robust Distance Correlation for Variable Screening
Stat, Volume 14, Issue 3, September 2025.ABSTRACT In modern statistical applications, identifying critical features in high‐dimensional data is essential for scientific discoveries. Traditional best subset selection methods face computational challenges, while regularization approaches such as Lasso, SCAD and their variants often exhibit poor performance with ultrahigh‐dimensional data.
Tianzhou Ma +3 more
wiley +1 more source
Improving the Convergence of Markov Chains via Permutations and Projections
Random Structures &Algorithms, Volume 66, Issue 4, July 2025.ABSTRACT This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL divergence or the squared‐Frobenius norm.
Michael C. H. Choi +2 more
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MathematicsThe paper considers a bidimensional continuous-time risk model with subexponential claims and Brownian perturbations, in which the price processes of the investment portfolio of the two lines of business are two geometric Lévy processes and the two lines
Xiaowen Shen, Kaiyong Wang, Yang Yang
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Forward‐looking experimentation of correlated alternatives
Theoretical Economics, Volume 20, Issue 3, Page 883-909, July 2025.This paper studies how a forward‐looking decision maker experiments on unknown alternatives of correlated utilities. The utilities are modeled by a Brownian motion such that similar alternatives yield similar utilities. Experimentation trades off between the continuation value of exploration and the opportunity cost of exploitation.
Yu Fu Wong
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On an Erdős similarity problem in the large
Bulletin of the London Mathematical Society, Volume 57, Issue 6, Page 1801-1818, June 2025.Abstract In a recent paper, Kolountzakis and Papageorgiou ask if for every ε∈(0,1]$\epsilon \in (0,1]$, there exists a set S⊆R$S \subseteq \mathbb {R}$ such that |S∩I|⩾1−ε$\vert S \cap I\vert \geqslant 1 - \epsilon$ for every interval I⊂R$I \subset \mathbb {R}$ with unit length, but that does not contain any affine copy of a given increasing sequence ...
Xiang Gao +2 more
wiley +1 more source