On the predictability of long-range dependent series.
We study the complexity of Banach space valued integration in the randomized setting. We are concerned with r times continuously differentiable functions on the d-dimensional unit cube Q, with values in a Banach space X, and investigate the relation of the optimal convergence rate to the geometry of X. It turns out that the nth minimal errors are bounded by if and only if X is of equal norm type p.
Let X be an arbitrary set, and γ: X × X → ℝ any function. Let Φ be a family of real-valued functions defined on X. Let be a cyclic -monotone multifunction with non-empty values. It is shown that the following generalization of the Rockafellar theorem holds. There is a function f: X → ℝ such that Γ is contained in the -subdifferential of f, .
The aim of this note is 1. to show that some results (concerning the structure of the solution set of equations (18) and (21)) obtained by Czarnowski and Pruszko in [6] can be proved in a rather different way making use of a simle generalization of a theorem proved by Vidossich in [8]; and 2. to use a slight modification of the “main theorem” of Aronszajn from [1] applying methods analogous to the above mentioned idea of Vidossich to prove the fact that the solution set of the equation (24), (25)...
Let (X,d) be a metric space. Let Φ be a family of real-valued functions defined on X. Sufficient conditions are given for an α(·)-monotone multifunction to be single-valued and continuous on a weakly angle-small set. As an application it is shown that a γ-paraconvex function defined on an open convex subset of a Banach space having separable dual is Fréchet differentiable on a residual set.
Sequences of cubature formulas with a joint countable set of nodes are studied. Each cubature formula under consideration has only a finite number of nonzero weights. We call a sequence of such kind a multicubature formula. For a given reflexive Banach space it is shown that there is a unique optimal multicubature formula and the sequence of the norm of optimal error functionals is monotonically decreasing to 0 as the number of the formula nodes tends to infinity.
This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs and outputs , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator on the base of given data that approximates well the regression function of...
We present optimal upper bounds for expectations of order statistics from i.i.d. samples with a common distribution function belonging to the restricted family of probability measures that either precede or follow a given one in the star ordering. The bounds for families with monotone failure density and rate on the average are specified. The results are obtained by projecting functions onto convex cones of Hilbert spaces.
In the general geometric asset price model, the asset price P(t) at time t satisfies the relation , t ∈ [0,T], where f is a deterministic trend function, the stochastic process F describes the random fluctuations of the market, α is the trend coefficient, and σ denotes the volatility. The paper examines the problem of optimal trend estimation by utilizing the concept of kernel reproducing Hilbert spaces. It characterizes the class of trend functions with the property that the trend coefficient...