The limiting distributions of statistics used to test hypotheses about parameters on the boundary of their domains may provide very poor approximations to the finite-sample behaviour of these statistics, even for very large samples. We review theoretical w ...
Interactive oracle proofs (IOPs) are a proof system model that combines features of interactive proofs (IPs) and probabilistically checkable proofs (PCPs). IOPs have prominent applications in complexity theory and cryptography, most notably to constructing ...
We introduce a simulation method for dynamic portfolio valuation and risk management building on machine learning with kernels. We learn the dynamic value process of a portfolio from a finite sample of its cumulative cash flow. The learned value process is ...
We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rul ...
We consider that a network is an observation, and a collection of observed networks forms a sample. In this setting, we provide methods to test whether all observations in a network sample are drawn from a specified model. We achieve this by deriving the j ...
We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to sho ...
Accelerating the convergence of some hypergeometric series with Gosper's method leads, in a most elementary way, to some series discovered by Ramanujan, Bauer and Dougall. In particular, it is shown that one of them can be traced back to the well-known for ...
Let B be a positive quaternion algebra, and let O subset of B be an Eichler order. There is associated, in a natural way, a variety X = X(O) the connected components of which are indexed by the ideal classes of O and are isomorphic to spheres. This variety ...
