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Thursday 6 August

Information Theory

Chernoff-Stein-Type Exponent in Testing Between Two Outlier Distributions

Among $2^{nR}$ length-$n$ random sequences, one sequence is an outlier whose index is random. Under hypothesis $\mathcal{H}_0$, the components of the outlier are independent and identically distributed (IID) according to $Q_0$, whereas under hypothesis $\mathcal{H}_1$ they are IID according to $Q_1$. The remaining $(2^{nR}-1)$ sequences are mutually independent, independent of the outlier, and IID according to $P$ under both hypotheses. Based on the observation of all $2^{nR}$ sequences, one wishes to decide between $\mathcal{H}_0$ and $\mathcal{H}_1$. Under the constraint that the decision error probability under $\mathcal{H}_0$ must be bounded away from $1$, we determine the fastest exponential decay rate of the decision error probability under $\mathcal{H}_1$.
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Probability

Effective Lagrangian regularity and the uniqueness threshold for random Hölder velocity fields

We study the behavior of the ordinary differential equations, flow maps, and continuity equations associated to autonomous random velocity fields that admit a natural multiscale finite range decomposition. The velocity fields we consider are only Hölder regular in space—$C^{\alpha-}(\mathbb{T}^d)$ for some $\alpha \in (0,1)$—thus the associated ODE and continuity equation are not a priori well-posed. However, above the critical threshold of $\alpha = 1/2$, due to multiscale stochastic cancellations, we prove well-posedness is almost surely restored away from the zero level set of the velocity field. This threshold marks a genuine transition, as demonstrated by examples lying below the threshold that exhibit robust ill-posedness. We additionally provide effective regularity estimates below the critical threshold and prove analogous results in the related "refreshing" regime.
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Combinatorics

Edge-defect matrices and stability of the Kirchhoff index for complete graphs with deleted edges

In this paper, we study the effective resistance, the Kirchhoff index, and the number of spanning trees of the connected graph $K_n-F$, which is obtained from the complete graph by deleting a set $F$ of $p$ edges. Let $B$ be the incidence matrix of the deleted edges. We call the matrix $Q=B^TB$ the edge-defect matrix. This is a $p\times p$ matrix which records, with signs, the way in which the deleted edges share their end vertices. First, we derive a formula for the effective resistance between any two distinct vertices in terms of the resolvent of the edge-defect matrix. This reduces the usual computation using the $n\times n$ Laplacian matrix to a computation using a $p\times p$ matrix corresponding to the number of deleted edges. Moreover, by using the eigenvalues of the same matrix, we give unified formulas for the Kirchhoff index and the number of spanning trees. Next, we derive a stability identity which exactly describes the excess from the Xu, Das, and Zhang type lower bound. As a consequence, we show that, in the range where a matching deletion can be realized, the Kirchhoff index is minimized when the deleted edge set is a matching. Furthermore, by using majorization, we prove that, for $p\ge 2$ and $n\ge \max\{4,2p-1\}$, among all non-matching deleted edge sets, the minimum is attained only when the deletion graph is isomorphic to $P_3\cup(p-2)K_2$. Finally, we apply the obtained formulas to several deletion graphs, such as matchings, stars, cliques, paths, and cycles.
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Optimization and Control

Exact Anchoring and a Dualization-Based Matheuristic for Bi-Level Dual-Defense Network Interdiction

Bi-level interdiction models are frequently solved by metaheuristics whose solution quality cannot be assessed, because exact optima are unavailable at the scales tested. We supply them for the bi-level dual-defense attacker model (BDAM), which couples node interdiction, edge destruction and capacitated supply support, and which we previously solved by a hybrid metaheuristic. First, BDAM's dominant attacker-path term admits an exact single-level reformulation by lower-level dualization, a reduction available whenever arc lengths are linear in the defender's binary decisions; the resulting mixed-integer program certifies optimality on all eighteen three-row and five-row configurations of our earlier benchmark, seventeen in under ten seconds, with strong uncertified incumbents out to 15*30 grids. Our published averages sit 3.55% below that frontier, and the gap widens with scale. Second, the supply rule, like any rule priced on a single attacker shortest path, is ill-posed under ties, and our threat-corridor formulation is tie-invariant by construction. The tie-break moves the objective by under 10^(-3) but the realized supply cost by up to 0.83 units, so the defect is suppressed by the objective weight rather than absent. Third, MILP-DA pairs the exact anchor with the corridor decode and a feasibility repair; compared against our published figures with no re-implementation on either side, it wins on thirteen of eighteen certified configurations and on all eighteen larger ones, every loss falling on a three-row grid.
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Complex Variables

Sharp Hankel and Hermitian–Toeplitz Determinants Involving Logarithmic and Inverse Logarithmic Coefficients for the class \(\mathcal{S}_{car}^*\)

This paper focuses on coefficient problems for the class of starlike functions related to a cardioid region. We derive sharp bounds for the Hankel determinants of logarithmic coefficients and logarithmic inverse coefficients of order two. Additionally, we completely solve the extremal problem for the third-order Hermitian–Toeplitz determinant by providing its sharp upper and lower bounds. All results are supported by extremal examples demonstrating the sharpness of the obtained estimates.
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Dynamical Systems

Backward bifurcations in spatial replicator models:when invasion criteria fail to predict coexistence

The replicator equation is a central framework for studying frequency–dependent selection in ecology and evolutionary game theory. In well-mixed populations, the long-term outcome of a two-species system is determined by the signs of the pairwise invasion fitnesses, leading to dominance, coexistence, or bistability. However, many ecological systems are spatially structured, with environmental heterogeneity and dispersal shaping local interactions. How these spatial effects modify the classical replicator regimes remains incompletely understood. In this work, we study a spatially heterogeneous extension of the two-species replicator equation in which pairwise invasion fitnesses vary across space, and frequencies evolve under diffusion and advection. In this setting, the classical invasion fitnesses are replaced by spatial invasion rates given by the principal eigenvalues of the associated linearized operators. Using bifurcation theory, we show that these spatial invasion rates do not fully determine the qualitative dynamics of the system. In particular, spatial heterogeneity can induce a backward bifurcation, generating stable coexistence states even in parameter regimes where the well-mixed replicator predicts competitive exclusion. We derive an explicit local condition for this mechanism, characterizing when such coexistence states arise. These results show that spatial structure can fundamentally alter classical replicator dynamics and provide a concrete mechanism through which coexistence may emerge.
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Statistics Theory

Polynomial regression under a mixture of classical and Berkson errors

A polynomial structural regression model is studied, where the covariate is observed with a mixture of the classical and Berkson measurement errors. Both variances of the classical and Berkson errors, as well as some of their higher moments are assumed to be known. Without normality assumptions, consistent estimators of model parameters are constructed using the Corrected Score method, and conditions for their asymptotic normality are given. Under mild conditions, we found pairs of asymptotically independent estimators. A simulation study illustrates the results.
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Functional Analysis

Wiener–Luxemburg amalgam spaces revisited

The fundamental reliance on nonincreasing rearrangements restricts the recently introduced Wiener–Luxemburg amalgam spaces only to the rearrangement-invariant setting. To overcome this barrier, we develop a novel comprehensive framework that expands these amalgam structures to arbitrary quasi-Banach function spaces. By constructing a new quasinorm based on measure-constrained suprema and infima, we successfully separate these amalgams from rearrangement theory. We resolve the ensuing structural challenges regarding the Fatou property in this generalized setting, show consistency with the original theory, and fully characterize associate spaces, continuous embeddings, and the absolute continuity of the norm.
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Numerical Analysis

Reduced Basis Method for Simulating Thermal Transients in Electric Machines

Reduced Basis (RB) methods provide low-dimensional approximations of parametrized partial differential equations with controllable accuracy. We discuss the construction of RB approximations for transient thermal simulation of an induction motor and compare their performance to Finite Element (FE) models and Lumped Parameter Thermal Networks (LPTNs) after calibration to measurements. Numerical results demonstrate that RB models can achieve FE accuracy, allow for a fully automatic construction, and offer computational efficiency comparable to traditional LPTNs.
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Optimization and Control · Cross-listed from q-fin.MF

From Value Bounds to Policy-Distance and Active-Face Certificates: Same-Grid Duality for Constrained Dynamic Portfolios

Neural and numerical policy solvers can produce feasible controls even when the optimal rule and its binding constraints are unavailable. A primal-dual bracket certifies value loss, but it does not locate the optimal policy or explain which constraints genuinely bind. We show that, on the same declared simulation grid, one bracket can support both conclusions. For polyhedral controls, an exact conditional budget identity rewrites the residual as a pathwise nonnegative terminal Fenchel defect plus date-by-constraint complementary-slackness terms. A canonical Doob compensation removes the budget martingale that obscures small residuals. Bellman-primitive curvature conditions then yield an occupancy-weighted policy region with the sharp O(sqrt(G)) radius, while a paired constraint relaxation lower-bounds the optimal multiplier and certifies a binding face. A finite-sample resolution theorem quantifies the path budget needed to certify a target policy tolerance or face. Locked one-asset and two-asset audits cover every external policy error and make no false face declaration. An exact-wrapper stress test remains tight through 50 assets, while a separate state-dependent pilot identifies learned-dual tightness as the high-dimensional bottleneck. Reference solutions enter only after certification.
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Dynamical Systems

Chaos in large genus surfaces

Geodesic flows on closed hyperbolic surfaces are a quintessential example of chaotic dynamics, i.e., systems whose long term behavior is very sensitive to initial conditions. The speed of such chaos is controlled by the spectral gap of the Laplace-Beltrami operator of the underlying hyperbolic surface. In this paper we give an overview of recent breakthroughs of Anantharaman and Monk showing that large genus closed hyperbolic surfaces have optimal spectral gap in a probabilistic sense. On the way we introduce and discuss the foundational works of many authors, from Selberg to Mirzakhani, that play a crucial role in the tour de force proof of Anantharaman and Monk.
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Information Theory · Cross-listed from cs.AI

GSBF: Gaussian Splatting for Environment-Aware Beamforming

Beamforming plays a key role in multiple-input-multiple-output (MIMO) communication systems. However, conventional beamforming design normally requires accurate instantaneous channel state information (CSI) and iterative optimization, which incur substantial pilot overhead and computational complexity. Recognizing that radio propagation is intrinsically governed by the physical geometry, we develop a 3D Gaussian splatting for environment-aware beamforming (GSBF) pipeline based on multi-modal data, which characterizes the environment through a persistent 3D Gaussian representation. Specifically, GSBF models the environmental scattering response with reciprocity-preserving bidirectional spherical Gaussian (Bi-SG) kernels and performs two-sided electromagnetic rasterization to render an angular propagator map. The rendered map is then aggregated through an over-complete array-manifold dictionary and projected to the constant-modulus beamformers, thereby synthesizing beams directly from the access point (AP) pose and user position without online instantaneous CSI. Simulations demonstrate that GSBF consistently outperforms baselines such as exhaustive beam alignment (EBA) with lower latency.
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All authors Yijie Bian, Wei Guo, Zixin Wang, Shenghui Song, Jun Zhang, Khaled B. Letaief

Numerical Analysis · Cross-listed from cs.LG

Alternating Levenberg-Marquardt Training of Physics-Informed Neural Networks with Fourier-Enhanced Features

Physics-informed neural networks (PINNs) often fail to accurately resolve partial differential equations (PDEs) with high-frequency or multi-scale solutions, as well as strongly nonlinear problems. Two factors underlie this difficulty: spectral bias, the tendency of neural networks to underfit high-frequency features; and representation-coefficient coupling, the entanglement of representation learning and coefficient fitting within a single nonconvex optimization objective. In this work, we propose the Fourier-enhanced alternating Levenberg–Marquardt PINN (FALM-PINN), an optimization framework that decouples representation learning from coefficient fitting. The upper-level problem learns a Fourier-enhanced basis that enriches the latent space with high-frequency components, while the lower-level problem resolves the coupling by fitting the projection coefficients on this basis, solving a nonlinear least-squares problem with the Levenberg–Marquardt algorithm. The framework applies to general nonlinear and coupled PDE systems, and reduces to a single-step convex optimization problem for linear PDEs. We prove global convergence of the alternating training scheme in both cases. Numerical examples on multiple challenging high-frequency and nonlinear PDEs show that FALM-PINN achieves relative $L^2$ errors up to two orders of magnitude lower than state-of-the-art baselines.
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All authors Yulun Wu, Matthieu Barreau, Miguel Aguiar, Karl H. Johansson

Differential Geometry

Linearisation, splitting property and homotopy algebras

We study the linearisation of formal vector fields and homotopy algebras using graded coalgebras. We prove that a formal vector field is linearisable if and only if it satisfies a splitting property, and we give an explicit recursive construction of a linearising coordinate transformation. This provides a direct coalgebraic proof of Bandiera's characterisation of linearisable, equivalently homotopy abelian, $L_{\infty}[1]$ algebras. We establish an associative analogue, characterising linearisability of $A_{\infty}[1]$ algebras by a splitting property for one-sided Hochschild cochains. We also examine the corresponding splitting property for standard Hochschild cochains and show that it is equivalent to $A_{\infty}[1]$ commutativity in the sense of Briggs and Gélinas. Finally, we establish a corresponding criterion for formal endomorphisms and give sufficient conditions for splitting that recover Basto-Gonçalves' linearisation theorem for admissible formal vector fields.
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Optimization and Control

Robust priority-aware coverage optimization for aerial sensor networks

This article presents a priority-aware robust coverage optimization framework for an aerial sensor network under sensor location uncertainty. Each region is assigned a priority weight, and the objective is to maximize the weighted coverage while maintaining robustness against positional perturbations. A mathematical optimization model is developed by incorporating surveillance constraints and an RRF-based robustness formulation into the proposed framework. An efficient priority-aware robust orientation optimization (PAROO) algorithm is then proposed to determine the sensor orientations that maximize the weighted coverage objective. Experimental results on an airport-inspired surveillance scenario demonstrate that the proposed framework effectively directs sensing resources toward high-priority regions and achieves higher weighted coverage than representative baseline approaches, highlighting its practical applicability in security-sensitive environments.
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Statistics Theory

Non-Gaussian fluctuations for traces of squared sample correlation matrices in high dimensions

We provide limit theory for the trace of the squared sample correlation matrix $\mathbf R$, constructed from $n$ observations of a $p$-dimensional random vector with iid components. If the entries have finite fourth moment and $p$ and $n$ grow proportionally, it is known that $\operatorname{tr}({\mathbf R}^2)$ satisfies a central limit theorem (CLT) and the centering and scaling sequences are universal in the sense that they do not depend on the entry distribution. Under symmetry and regular variation assumption with index $\alpha$ and any growth rate of the dimension, we prove that the universal CLT remains valid for $\alpha >3$. For $\alpha<3$, we identify a critical dimension growth at which the fluctuations of $\operatorname{tr}({\mathbf R}^2)$ become non-Gaussian. Moreover, if the dimension $p$ grows faster and $\alpha\le 3$ we establish a non-universal CLT with norming sequences depending on the value of $\alpha$. Our findings are illustrated in a simulation study.
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Combinatorics

A sharp fixed-size spectral bound for $kK_3$-free graphs

For a fixed integer $k\ge2$, we establish a sharp adjacency-spectral upper bound for sufficiently large $m$-edge $kK_3$-free graphs. We prove \[ \lambda(G)\le (k-1)+\sqrt{m-k(k-1)}. \] Moreover, equality holds precisely when $(2k-1)\mid m$ and, up to isolated vertices, $G$ is the join of $K_{2k-1}$ with an independent set of $m/(2k-1)-(k-1)$ vertices. The case $k=2$ was previously known; our argument establishes every fixed $k\ge3$. The proof requires information beyond first-order spectral stability. We derive an exact nonnegative defect identity at a maximum Perron vertex, use it to bound the entire outer layer by a constant, and reduce the remaining graph to a bounded core with finitely many independent twin classes. A Perron-vector concentration identity and the Erdős–Gallai matching theorem then force the unique extremal core. A nearly extremal family lies only $\Theta(m^{-1/2})$ below the target, showing why an exact second-order analysis is necessary.
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Number Theory

Hearing Tamagawa Factors modulo $q - 1$

The Tamagawa factor w.r.t.\ the prime $p$ of an abelian variety $A$ over a non- archimedean local field $K$ is found to be congruent modulo $q - 1$ to the wavelet eigenvalues of a $p$-adic Laplacian integral operator on the $O_K$-rational points of its Néron model, where $q = p^f$ is the cardinality of the residue field of $K$. The method is to express the volume of the $K$-rational points of $A$ w.r.t.\ the canonical measure in terms of the local $L$-factor given by the Frobenius action on $\ell$-adic cohomolgy, and the Tamagawa factor; and then observe that this coincides with the Serre invariant of that compact $p$-adic analytic manifold modulo $q - 1$. A previous result by Á.M.\ Ledezma and the author on hearing Serre invariants then yields the asserted congruence.
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Probability

The Berry–Esseen Estimate in the Free Central Limit Theorem

We consider sums of freely independent self-adjoint random variables that are not necessarily identically distributed. Let $\mu_j$ denote the distribution of the $j$th summand. We assume that they have mean zero and finite absolute moments of order $2+\delta$, where $0<\delta\le 1$. Let $\Delta$ denote the Kolmogorov distance, let $\mu^{(n)}$ be the distribution of the normalized partial sum, let $\omega$ be the standard semicircle law, and let $B_n^2$ be the variance of the partial sum. The purpose of this paper is to prove the Berry–Esseen estimate in the free central limit theorem. Namely, there exists an absolute constant $C>0$ such that, for every $0<\delta\le 1$, \[ \Delta(\mu^{(n)},\omega) \le \frac{C}{B_n^{2+\delta}}\sum_{j=1}^n \int_{\R}|x|^{2+\delta}\,\mu_j(dx), \] Our result not only improves several known estimates for general non-identically distributed random variables, but also establishes exactly the same Berry–Esseen estimate as in classical probability theory. The proof combines truncation, a quantitative estimate for the $R$-transform, a stability analysis of a perturbed semicircle equation, and a Bai-type smoothing inequality.
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Numerical Analysis

Rothe time discretization and weak solutions for a cutoff Westervelt system

We study a fully implicit Rothe time discretization for a cutoff first-order formulation of the Westervelt equation. The key ingredients are the enthalpy variable and the primitive mobility variable, which turn each nonlinear time step into a uniformly monotone elliptic problem and avoid higher-order energy estimates and inverse inequalities. For every time step, the discrete problem reduces to a monotone elliptic equation, which yields well-posedness of the Rothe scheme by the Browder-Minty theorem. We derive a discrete energy inequality, establish compactness for the transformed variable by an Alt-Luckhaus type argument, and pass to the limit to obtain existence of weak solutions for the cutoff first-order system. We prove a weak-strong uniqueness principle for the cutoff problem and formulate a conditional a posteriori criterion under which the cutoff is inactive. For sufficiently regular solutions of the forced cutoff problem, we establish consistency estimates which identify the temporal residuals produced by the Rothe approximation in the natural discrete-in-time weak norms. These estimates provide a rigorous consistency basis for the observed temporal behavior. Finally, numerical experiments illustrate the stability of the scheme, its observed near first-order temporal behavior, and inactivity of the cutoff along the computed discrete trajectories in the tested regimes.
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Combinatorics

Multiple Distance Ramsey Bounds For Graphs in Euclidean Spaces

For a finite set $A \subset \mathbb{R}_{>0}$ and a finite graph $H$, let $\chi_H(\mathbb{R}^n;A)$ be the minimum number of colors required to color $\mathbb{R}^n$ while avoiding a monochromatic copy of $H$ whose edges have distances in $A$. Extending the graph-copy framework of Axenovich, Liu, and Sagdeev and a multiple distance theorem of Naslund, we prove for any positive integer $m$, \[\chi_H(\mathbb{R}^n;m):=\max_{\substack{A \subseteq \mathbb{R}_{>0} \\ |A|=m}} \chi_H(\mathbb{R}^n;A) \geq \left(\Gamma_{\chi}\sqrt{\frac{m+1}{\Xi(H)}}+o(1)\right)^n.\] Here, $\Gamma_{\chi}$ is a constant and $\Xi(H)$ is an explicit structural parameter that can be substantially smaller than $|V(H)|-1$, thereby recovering Naslund's similar bound for complete graphs and improving the general bound inherited from the corresponding clique for many graph families. Along the way, we construct a weighted strengthening of the semi-diagonal flattening rank theorem of Correia, Sudakov, and Tomon.
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All authors Ayşegül Kula, Mohamed Omar, Jonah Stockwell, Mckinley Xie

Number Theory

Generalised Gauss–Kuzmin Distribution for Klein sails in $\mathbb R^3$

The classical Gauss–Kuzmin distribution describes the asymptotic distribution of continued fraction digits. Geometrically, this may be interpreted as the equidistribution of faces of Klein sails in $\mathbb R^2$. In this paper, we establish a three-dimensional analogue of this phenomenon. We prove the equidistribution of local face structures in generic Klein sails in $\mathbb R^3$, thereby obtaining a higher-dimensional generalization of the Gauss–Kuzmin distribution. In addition, we resolve several open questions posed by Karpenkov~\cite{Ka17}. Our approach is based on homogeneous dynamics and is motivated from the work of Kontsevich and Suhov~\cite{KS99}. More precisely, we construct a cross-section for the diagonal flow on $\operatorname{SL}_3(\mathbb R)/\operatorname{SL}_3(\mathbb Z)$, such that visits to the cross-section encode the geometry of three-dimensional sails. The principal technical contribution is the proof that the associated cross-sectional measure is finite, which enables us to derive the limiting face statistics.
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Analysis of PDEs

Vanishing capillary limit for compressible Navier-Stokes-Korteweg system in a bounded interval with large initial data

In this paper, we study vanishing capillary limit for isentropic compressible Navier-Stokes-Korteweg system in a bounded interval. The main challenges focus on the capillary term and the boundary effect. A new uniform dissipative estimate in terms of the third-order derivative of density and some correctors are derived to handle such difficulties. It leads to the optimal convergence rate of the solutions in $L^\infty$ norm globally in time with arbitrarily large initial data. This work provides a rigorous derivation of the isentropic compressible Navier-Stokes system in a bounded interval from the isentropic compressible Navier-Stokes-Korteweg system via vanishing capillary limit.
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Combinatorics

Translation Orders on Grids

Let $S$ be a grid in $\mathbb{Z}^d$. We wish to order $S$ so that the way two points compare depends only on the offset between them. Does each such order arise from a linear function? Bhattacharya conjectured, while Ren and Huang confirmed, that in two dimensions the answer is yes. On the other hand, wild orders do exist when $d \ge 4$. We settle the remaining case, by showing that the answer is yes in three dimensions as well.
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Probability

Asymptotic Expansion of the Kallianpur-Striebel Formula under Perturbations of Linear Models

In this paper, we study a nonlinear state-space model represented as a perturbation of a linear model and investigate an asymptotic expansion of the nonlinear filter with respect to the perturbation parameter. The conditional expectation of the hidden state given the observations admits a closed-form representation via the Kallianpur-Striebel formula. We provide a rigorous justification of the expansion of this representation in probability under very general assumptions. Our framework applies not only to nearly linear models but also to more general situations, including nonlinear systems with small system noise. In these cases, the coefficients of the resulting expansion can be computed through systems of ordinary differential equations. Although the explicit computational procedure will be presented in a subsequent paper, the present work establishes the theoretical foundation of our asymptotic expansion approach to nonlinear filtering.
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Numerical Analysis

A neural operator view on U-Nets for inverse imaging problems

Deep neural networks have shown great empirical success in the solution of a wide variety of ill-posed inverse problems in imaging. Yet, very few works have studied their behavior in the limit that turns the discretized ill-conditioned problems into truly ill-posed ones, i.e., for an increasing resolution of the discretization. In this work, we review common approaches to neural operator learning in architectures that resemble a U-Net, one of the most common classical architectures for inverse imaging problems. We discuss advantages and drawbacks of the respective approaches, consider a 1D toy example for improved interpretability, and present extensive numerical experiments on how different types of neural operator U-Nets can improve a first (crude) limited angle CT-reconstruction. In particular, we study how well networks trained for a certain resolution of the discretization generalize to other resolutions. Our finding is that while U-shaped neural operator architectures are by design resolution-invariant, the classical U-Net architecture seems to be more robust with respect to resolution changes than expected.
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All authors Alexander Auras, Martin Burger, Samira Kabri, Michael Moeller, Michael Schopf-Kuester

Statistics Theory

Asset-specific limit order microstructure noise: Parameter estimation and empirical evidence

The one-sided microstructure noise model for high-frequency quotes from a limit order book is generalized to capture asset-specific noise tail behaviour. Estimation of a noise tail parameter becomes the key step for inference. This is possible based on moments of the high-frequency returns when specifying a parametric noise model. For a Gamma noise distribution, we establish a central limit theorem for 1-dependent observations from the resulting Gamma difference distribution and prove that it is valid also in the convolution model with general semimartingale log-price dynamics. We highlight that the noise tail parameter has important implications for estimating the efficient price and its volatility. An empirical analysis of recent NASDAQ limit order book data demonstrates that asset-specific noise tail parameters are relevant in practice.
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Combinatorics

Higher-Order Cyclotomic Congruences for $q$-Secant and Generalized $q$-Euler Numbers

Let $\A(2n)$ denote the set of up–down alternating permutations of $\{1,2,\ldots,2n\}$, and let \[ E_{2n}(q)=\sum_{\sigma\in\A(2n)}q^{\operatorname{inv}(\sigma)}. \] Andrews and Foata proved that $E_{2n}(q)\equiv q^{2n(n-1)}\pmod{(1+q)^2}$, and Liu recently obtained the cubic refinement \[ E_{2n}(q)\equiv q^{2n(n-1)}-\binom n2(1+q)^2 \pmod{(1+q)^3}. \] Using the reciprocal generating function for the $q$-secant numbers, a third-order expansion of Gaussian coefficients at $q=-1$, finite differences, and Newton interpolation, we prove the fourth-order refinement \[ E_{2n}(q)\equiv q^{2n(n-1)}-\binom n2(1+q)^2 +\binom n2(2n^2-2n-3)(1+q)^3 \pmod{(1+q)^4}. \] More generally, the recurrence yields an effective procedure for computing the expansion modulo $(1+q)^K$ for any prescribed $K$. We then apply the same local-expansion strategy to the generalized $q$-Euler numbers $E_{pn\mid p}(q)$ of Sagan and Zhang. For every prime $p$, we prove uniform congruences modulo $[p]_q^3$ and $[p]_q^4$; the fourth-order term is governed by a central $q$-Wolstenholme-type quotient associated with ${2p\brack p}_q$. Thus the fourth-order secant congruence is the first case of a general higher-cyclotomic method.
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Optimization and Control

Quadratic Degree Sequence Optimization and the Critical Roots of a Graph

The degree sequence optimization problem is to find a subgraph of a given graph which maximizes the sum over all vertices of a given function evaluated at the subgraph degree of that vertex. Here we study this problem and its complexity for quadratic functions. In particular, we introduce the critical roots of a graph, and show they define intervals over which the optimal value of the problem, as the quadratic root varies, is convex piecewise affine.
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Information Theory · Cross-listed from quant-ph

Symmetry-guided constructions of absolutely maximally entangled states in five open cases

We give explicit Hermitian self-dual maximum distance separable codes with parameters $[12,6,7]_{25}$, $[18,9,10]_{121}$, and $[18,9,10]_{169}$. The stabilizer construction proves the existence of ${\rm AME}(12,5)$, ${\rm AME}(18,11)$, and ${\rm AME}(18,13)$ states; one-party projection also gives ${\rm AME}(17,11)$ and ${\rm AME}(17,13)$. The first code was found by a direct search. A regular $\mathbb{Z}_3^2$ coordinate orbit of its automorphism group suggested a group-circulant form that reduces each length-eighteen construction to a nine-entry kernel. The printed matrices are certified by exact Hermitian products and complete square-minor enumeration.
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