Related papers: Sharp asymptotics for metastability in the random …
We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…
We study small random perturbations by additive space-time white noise of a reaction-diffusion equation with a unique stable equilibrium and solutions which blow up in finite time. We show that for initial data in the domain of attraction…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
The description of complex systems requires a progressively larger number of parameters. However, in practice, it often happens that a small subset of parameters suffices to describe the dynamics of the system itself: these combinations are…
The replicated field theory of the random field Ising model involves the couplings of replicas of different indices. The resulting correlation functions involve a superposition of different types of long distance behaviours. However the…
We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…
Efficient estimation of a non-Gaussian stable Levy process with drift and symmetric jumps observed at high frequency is considered. For this statistical experiment, the local asymptotic normality of the likelihood is proved with a…
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
The Steepest Entropy Ascent approach is considered and applied to few-state systems. When the Hamiltonian of the system is time dependent, the principle of maximum entropy production can still be exploited; arguments to support this fact…
We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is…
A lower bound for the Wehrl entropy of a single quantum spin is derived. The high-spin asymptotics of this bound coincides with Lieb's conjecture up to, but not including, terms of first and higher order in the inverse spin quantum number.…
Dissipation is inevitable in realistic quantum circuits. We examine the effects of dissipation on a class of monitored random circuits that exhibit a measurement-induced entanglement phase transition. This transition has previously been…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
We propose a measure of quantum state complexity defined by minimizing the spread of the wave-function over all choices of basis. Our measure is controlled by the "survival amplitude" for a state to remain unchanged, and can be efficiently…