New coins from old, smoothly

Given a (known) function $f:[0,1] \to (0,1)$, we consider the problem of simulating a coin with probability of heads $f(p)$ by tossing a coin with unknown heads probability $p$, as well as a fair coin, $N$ times each, where $N$ may be random. The work of Keane and O'Brien (1994) implies that such a simulation scheme with the probability $\P_p(N<\infty)$ equal to 1 exists iff $f$ is continuous. Nacu and Peres (2005) proved that $f$ is real analytic in an open set $S \subset (0,1)$ iff such a simulation scheme exists with the probability $\P_p(N>n)$ decaying exponentially in $n$ for every $p \in S$. We prove that for $\alpha>0$ non-integer, $f$ is in the space $C^\alpha [0,1]$ if and only if a simulation scheme as above exists with $\P_p(N>n) \le C (\Delta_n(p))^\alpha$, where \Delta_n(x)\eqbd \max \{\sqrt{x(1-x)/n},1/n \}. The key to the proof is a new result in approximation theory: Let \B_n be the cone of univariate polynomials with nonnegative Bernstein coefficients of degree $n$. We show that a function $f:[0,1] \to (0,1)$ is in $C^\alpha [0,1]$ if and only if $f$ has a series representation $\sum_{n=1}^\infty F_n$ with F_n \in \B_n and $\sum_{k>n} F_k(x) \le C(\Delta_n(x))^\alpha$ for all $x \in [0,1]$ and $n \ge 1$. We also provide a counterexample to a theorem stated without proof by Lorentz (1963), who claimed that if some \phi_n \in \B_n satisfy $|f(x)-\phi_n(x)| \le C (\Delta_n(x))^\alpha$ for all $x \in [0,1]$ and $n \ge 1$, then $f \in C^\alpha [0,1]$.Comment: 29 pages; final version; to appear in Constructive Approximatio

Bernstein-type polynomials on several intervals

We construct the analogues of Bernstein polynomials on the set Js of s finitely many intervals. Two cases are considered: first when there are no restrictions on Js, and then when Js has a so-called T-polynomial. On such sets we define approximating operators resembling the classic Bernstein polynomials. Reproducing and interpolation properties as well as estimates for the rate of convergence are given. © Springer International Publishing AG 2017

Rearranging Edgeworth-Cornish-Fisher Expansions

This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics. Besides satisfying the logical monotonicity, required of distribution and quantile functions, the procedure often delivers strikingly better approximations to the distribution and quantile functions of the sample mean than the original Edgeworth-Cornish-Fisher expansions.Comment: 17 pages, 3 figure

Physically Similar Systems - A History of the Concept

PreprintThe concept of similar systems arose in physics, and appears to have originated with Newton in the seventeenth century. This chapter provides a critical history of the concept of physically similar systems, the twentieth century concept into which it developed. The concept was used in the nineteenth century in various fields of engineering (Froude, Bertrand, Reech), theoretical physics (van der Waals, Onnes, Lorentz, Maxwell, Boltzmann) and theoretical and experimental hydrodynamics (Stokes, Helmholtz, Reynolds, Prandtl, Rayleigh). In 1914, it was articulated in terms of ideas developed in the eighteenth century and used in nineteenth century mathematics and mechanics: equations, functions and dimensional analysis. The terminology physically similar systems was proposed for this new characterization of similar systems by the physicist Edgar Buckingham. Related work by Vaschy, Bertrand, and Riabouchinsky had appeared by then. The concept is very powerful in studying physical phenomena both theoretically and experimentally. As it is not currently part of the core curricula of STEM disciplines or philosophy of science, it is not as well known as it ought to be