Rational approximation on subsets, II.
Let ⨍ be an analytic function on a compact subset K of the complex plane ℂ, and let denote the rational function of degree n with poles at the points and interpolating ⨍ at the points . We investigate how these points should be chosen to guarantee the convergence of to ⨍ as n → ∞ for all functions ⨍ analytic on K. When K has no “holes” (see [8] and [3]), it is possible to choose the poles without limit points on K. In this paper we study the case of general compact sets K, when such a separation...
The aim of these lectures is to present a survey of some results on spaces of functions with dominating mixed smoothness. These results concern joint work with Winfried Sickel and Miroslav Krbec as well as the work which has been done by Jan Vybíral within his thesis. The first goal is to discuss the Fourier-analytical approach, equivalent characterizations with the help of derivatives and differences, local means, atomic and wavelet decompositions. Secondly, on this basis we study approximation...
The paper studies polynomial approximation models with a new type of constraints that enable to get estimates with significant properties. Recently we enhanced a representation of polynomials based on three reference points. Here we propose a two-part cubic smoothing scheme that leverages this representation. The presence of these points in the model has several consequences. The most important one is the fact that by appropriate location of the reference points the resulting approximant of two...
Interpolating and approximating polynomials have been living separately more than two centuries. Our aim is to propose a general parametric regression model that incorporates both interpolation and approximation. The paper introduces first a new -point transformation that yields a function with a simpler geometrical structure than the original function. It uses reference points and decreases the polynomial degree by . Then a general representation of polynomials is proposed based on reference...
Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.
Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features an interesting "almost power law" tail.
It has been proved recently that the two-direction refinement equation of the form can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation , which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation has also various interesting applications....
By applying the results of the first part of the paper, we establish some Korovkin-type theorems for continuous positive linear operators in the setting of regular vector lattices of continuous functions. Moreover, we present simple methods to construct Korovkin subspaces for finitely defined operators and for the identity operator and we determine those classes of operators which admit finite-dimensional Korovkin subspaces. Finally, we give a Korovkin-type theorem for continuous positive projections....