University of Passau

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20002026

most citedUsing Bad Learners to find Good Configurations

123 citations

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13 papers · 1 filter

math.PR2023

The Maclaurin inequality through the probabilistic lens

Lorenz Frühwirth, Michael Juhos, Joscha Prochno

In this paper we take a probabilistic look at Maclaurin's inequality, which is a refinement of the classical AM-GM inequality. In a natural randomized setting, we obtain limit theo…

math.PR2023★ 3 cited

Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient

Simon Ellinger

We study pathwise approximation of strong solutions of scalar stochastic differential equations (SDEs) at a single time in the presence of discontinuities of the drift coefficient.…

math.PR2022★ 1 cited

Limit theorems for mixed-norm sequence spaces with applications to volume distribution

Michael Juhos, Zakhar Kabluchko, Joscha Prochno

Let $p, q \in (0, \infty]$ and $ℓ_{p}^{m} (ℓ_{q}^{n})$ be the mixed-norm sequence space of real matrices $x = (x_{i, j})_{i \leq m, j \leq n}$ endowed with the (quasi-)norm $\Vert x \…

math.PR2021

Norms of structured random matrices

Radosław Adamczak, Joscha Prochno, Marta Strzelecka +1

For $m, n \in N$ let $X = (X_{ij})_{i \leq m, j \leq n}$ be a random matrix, $A = (a_{ij})_{i \leq m, j \leq n}$ a real deterministic matrix, and $X_{A} = (a_{ij} X_{ij})_{i \leq m, j \leq n}$ …

math.PR2021★ 1 cited

Perturbation theory for killed Markov processes and quasi-stationary distributions

Daniel Rudolf, Andi Q. Wang

Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbati…

math.PR2021

On Game Theory Using Stochastic Tail Orders

Stefan Rass, Sandra König, Stefan Schauer +3

We consider a family of distributions on which natural tail orders can be constructed upon a representation of a distribution by a (single) hyper-real number. Past research reveale…