Regularity at infinity of real mappings and a Morse-Sard theorem

We prove a new Morse-Sard type theorem for the asymptotic critical values of semi-algebraic mappings and a new fibration theorem at infinity for $C^2$ mappings. We show the equivalence of three different types of regularity conditions which have been used in the literature in order to control the asymptotic behaviour of mappings. The central role of our picture is played by the $t$-regularity and its bridge toward the $\rho$-regularity which implies topological triviality at infinity

Asymptotic behavior of averaged and firmly nonexpansive mappings in geodesic spaces

We further study averaged and firmly nonexpansive mappings in the setting of geodesic spaces with a main focus on the asymptotic behavior of their Picard iterates. We use methods of proof mining to obtain an explicit quantitative version of a generalization to geodesic spaces of result on the asymptotic behavior of Picard iterates for firmly nonexpansive mappings proved by Reich and Shafrir. From this result we obtain effective uniform bounds on the asymptotic regularity for firmly nonexpansive mappings. Besides this, we derive effective rates of asymptotic regularity for sequences generated by two algorithms used in the study of the convex feasibility problem in a nonlinear setting

Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar regularity parameter. Consistency and asymptotic normality are proved for the Maximum Likelihood and Cross Validation estimators of the covariance parameters. The asymptotic covariance matrices of the covariance parameter estimators are deterministic functions of the regularity parameter. By means of an exhaustive study of the asymptotic covariance matrices, it is shown that the estimation is improved when the regular grid is strongly perturbed. Hence, an asymptotic confirmation is given to the commonly admitted fact that using groups of observation points with small spacing is beneficial to covariance function estimation. Finally, the prediction error, using a consistent estimator of the covariance parameters, is analyzed in details.Comment: 47 pages. A supplementary material (pdf) is available in the arXiv source

Boundary expansions for minimal graphs in the hyperbolic space

We study expansions near the boundary of solutions to the Dirichlet problem for minimal graphs in the hyperbolic space and characterize the remainders of the expansion by multiple integrals. With such a characterization, we establish optimal asymptotic expansions of solutions with boundary values of finite regularity and demonstrate a slight loss of regularity for nonlocal coefficients

Partial Regularity Results for Asymptotic Quasiconvex Functionals with General Growth

We prove partial regularity for minimizers of vectorial integrals of the Calculus of Variations, with general growth condition, imposing quasiconvexity assumptions only in an asymptotic sense

Discontinuous gradient constraints and the infinity Laplacian

Motivated by tug-of-war games and asymptotic analysis of certain variational problems, we consider a gradient constraint problem involving the infinity Laplace operator. We prove that this problem always has a solution that is unique if a certain regularity condition on the constraint is satisfied. If this regularity condition fails, then solutions obtained from game theory and $L^p$-approximation need not coincide