Related papers: H\"older continuity of the IDS for matrix-valued A…

The so-called density of states is a Borel probability measure on the real line associated with the solution of the Dyson equation which we set up, on any fixed $C^\ast$-probability space, for a selfadjoint offset and a $2$-positive linear…

We study the Lyapunov exponents of a two-dimensional, random Lorentz gas at low density. The positive Lyapunov exponent may be obtained either by a direct analysis of the dynamics, or by the use of kinetic theory methods. To leading orders…

We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the intrinsic geometry induced by the operator itself and not…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…

We consider $N$ counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their states are updated according to the following rule. If the states…

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

We first study i.i.d. products of finitely many invertible $2 \times 2$ matrices with positive entries, and prove that the top Lyapunov exponent admits an explicit, rapidly convergent Neumann-series-type representation involving an infinite…

We consider general classes of gradient models on regular trees with values in a countable Abelian group $S$ such as $\mathbb{Z}$ or $\mathbb{Z}_q$, in regimes of strong coupling (or low temperature). This includes unbounded spin models…

It is classical, following Furstenberg's theorem on positive Lyapunov exponent for products of random SL$(2, \mathbb R)$ matrices, that the one dimensional random Schr\"odinger operator has Anderson localization at arbitrary disorder. This…

The asymptotic behavior of the integrated density of states (IDS), \(N(E)\), is investigated for random Schr\"{o}dinger operators with a single-site potential \(V\) satisfying \(\mathrm{essinf}\, V = -\infty\). Under the assumption that the…

We extend our results in \cite{hislop_marx_1} on the quantitative continuity properties, with respect to the single-site probability measure, of the density of states measure and the integrated density of states for random Schr\"odinger…

We describe a Markov latent state space (MLSS) model, where the latent state distribution is a decaying mixture over multiple past states. We present a simple sampling algorithm that allows to approximate such high-order MLSS with fixed…

We present modified Wang-Landau algorithm for models with continuous degrees of freedom. We demonstrate this algorithm with the calculation of the joint density of states $g(M,E)$ of ferromagnet Heisenberg models. The joint density of…

The effective version of Chebotarev's density theorem under the Generalized Riemann Hypothesis and the Artin conjecture (cf. Iwaniec and Kowalski's Analytic Number Theory, 5.13) involves a numerical invariant of a subset $D$ of a finite…

In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior distribution assigns positive probability to all…

Some properties of $m$-density points and density-degree functions are studied. Moreover the following main results are provided: \vskip2mm \begin{itemize} \item {\it Let $\lambda$ be a continuous differential form of degree $h$ in…

We prove H\"older regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also…

The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…