Estimating tails of independently stopped random walks using concave approximations of hazard functions

This paper considers logarithmic asymptotics of tails of randomly stopped sums. The stopping is assumed to be independent of the underlying random walk. First, finiteness of ordinary moments is revisited. Then the study is expanded to more general asymptotic analysis. Results are applicable to a large class of heavy-tailed random variables. The main result enables one to identify if the asymptotic behaviour of a stopped sum is dominated by its increments or the stopping variable. As a consequence, new sufficient conditions for the moment determinacy of compounded sums are obtained.

Analysis of Artifacts in Shell-Based Image Inpainting: Why They Occur and How to Eliminate Them

In this paper we study a class of fast geometric image inpainting methods based on the idea of filling the inpainting domain in successive shells from its boundary inwards. Image pixels are filled by assigning them a color equal to a weighted average of their already filled neighbors. However, there is flexibility in terms of the order in which pixels are filled, the weights used for averaging, and the neighborhood that is averaged over. Varying these degrees of freedom leads to different algorithms, and indeed the literature contains several methods falling into this general class. All of them are very fast, but at the same time all of them leave undesirable artifacts such as “kinking” (bending) or blurring of extrapolated isophotes. Our objective in this paper is to build a theoretical model in order to understand why these artifacts occur and what, if anything, can be done about them. Our model is based on two distinct limits: a continuum limit in which the pixel width $$h \rightarrow 0$$ h → 0 and an asymptotic limit in which $$h > 0$$ h > 0 but $$h \ll 1$$ h ≪ 1 . The former will allow us to explain “kinking” artifacts (and what to do about them) while the latter will allow us to understand blur. Both limits are derived based on a connection between the class of algorithms under consideration and stopped random walks. At the same time, we consider a semi-implicit extension in which pixels in a given shell are solved for simultaneously by solving a linear system. We prove (within the continuum limit) that this extension is able to completely eliminate kinking artifacts, which we also prove must always be present in the direct method. Finally, we show that although our results are derived in the context of inpainting, they are in fact abstract results that apply more generally. As an example, we show how our theory can also be applied to a problem in numerical linear algebra.