Author

A. Naumov

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Preprint Oct 2026

Effective-dimension bounds in the central limit theorem for centered Euclidean balls

We establish a nonasymptotic Gaussian approximation bound over centered Euclidean balls for sums of independent, not necessarily identically distributed, random vectors in \(\mathbb R^p\). Let \(S_n\) denote the sum, let \(\Sigma=\operatorname{Var}(S_n)\), and let \(G\sim N(0,\Sigma)\). Define the effective rank and th...

A. Naumov, Sergey Samsonov, Vladimir Spokoiny et al. · 0 citations

Review Jul 2026

Mathematical methods of reinforcement learning

Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and Bellman operators, emphasizing contrac...

D. Belomestny, Alexander V. Gasnikov, E. Gladin et al. · Успехи математических наук · 0 citations