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This work addresses the problem of learning the dynamics of high-dimensional probability densities over time using unlabeled samples, without assuming access to trajectory information. We introduce two-parameter flows that learn only…

Machine Learning · Computer Science 2026-05-27 Paul Schwerdtner , Tobias Blickhan , Benjamin Peherstorfer

Persistent Betti numbers are a major tool in persistent homology, a subfield of topological data analysis. Many tools in persistent homology rely on the properties of persistent Betti numbers considered as a two-dimensional stochastic…

Probability · Mathematics 2024-10-03 Johannes Krebs , Wolfgang Polonik

We experimentally study the properties of mean and most probable velocity fields in a turbulent von K\'arm\'an flow. These fields are found to be described by two families of functions, as predicted by a recent statistical mechanics study…

Statistical Mechanics · Physics 2009-11-11 R. Monchaux , F. Ravelet , B. Dubrulle , A. Chiffaudel , F. Daviaud

Let $N\geq 1$, $s,k\in(0,1)$, $p\in(1,\infty)$. Let $t>1$, open bounded set $\Omega\subset\mathbb R^N$, $R$ be the radius of $\Omega$. Let $B_{tR}(\Omega)$ be the ball containing $\Omega$ with radius $tR$ and with the same center as…

Analysis of PDEs · Mathematics 2022-12-21 Feng Li

We demonstrate how the asymptotics for large $|z|$ of the generalised Bessel function \[{}_0\Psi_1(z)=\sum_{n=0}^\infty\frac{z^n}{\Gamma(an+b) n!},\] where $a>-1$ and $b$ is any number (real or complex), may be obtained by exploiting the…

Classical Analysis and ODEs · Mathematics 2020-06-16 R B Paris

For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…

Probability · Mathematics 2025-12-12 Michael Voit

This paper is devoted to describe the deformations and the elastic energy for structures made of straight rods of thickness $2\delta$ when $\delta$ tends to 0. This analysis relies on the decomposition of the large deformation of a single…

Analysis of PDEs · Mathematics 2010-10-19 Dominique Blanchard , Georges Griso

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

Probability · Mathematics 2015-02-25 Fabienne Castell , Nadine Guillotin-Plantard , Frederique Watbled

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…

Probability · Mathematics 2009-03-04 L. Koralov

We investigate a family of integrals involving modified Bessel functions that arise in the context of neutrino scattering. Recursive formulas are derived for evaluating these integrals and their asymptotic expansions are computed. We prove…

Classical Analysis and ODEs · Mathematics 2015-11-26 Jeremiah Birrell

Manifest T-duality covariance of the one-loop renormalization group flows is shown for a generic bosonic sigma model with an abelian isometry, by referring a set of previously derived consistency conditions to the tangent space of the…

High Energy Physics - Theory · Physics 2009-10-30 Peter E. Haagensen , Kasper Olsen

Let $p(t,x)$ be the fundamental solution to the problem $$ \partial_{t}^{\alpha}u=-(-\Delta)^{\beta}u, \quad \alpha\in (0,2), \, \beta\in (0,\infty). $$ In this paper we provide the asymptotic behaviors and sharp upper bounds of $p(t,x)$…

Analysis of PDEs · Mathematics 2015-05-11 Kyeong-Hun Kim , Sungbin Lim

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

Probability · Mathematics 2021-08-05 Guillaume Barraquand , Mark Rychnovsky

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…

Statistical Mechanics · Physics 2009-11-07 George C. M. A. Ehrhardt , Alan J. Bray , Satya N. Majumdar

The goal of this paper is to develop methodology for the systematic analysis of asymptotic statistical properties of data driven DRO formulations based on their corresponding non-DRO counterparts. We illustrate our approach in various…

Optimization and Control · Mathematics 2023-03-28 Jose Blanchet , Alexander Shapiro

Consider a discrete time Markov process $X^\epsilon$ on $\mathbf R^d$ that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $\epsilon^2$. We study the behavior of the asymptotic…

Probability · Mathematics 2025-12-19 William Cooperman , Gautam Iyer , James Nolen

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James

We study the stability of two-dimensional inviscid flows in an annulus between two porous cylinders with respect to three-dimensional perturbations. The basic flow is irrotational, and both radial and azimuthal components of the velocity…

Fluid Dynamics · Physics 2016-05-18 Konstantin Ilin , Andrey Morgulis

The aim of this paper is to derive new representations for the Hankel functions, the Bessel functions and their derivatives, exploiting the reformulation of the method of steepest descents by M. V. Berry and C. J. Howls (Berry and Howls,…

Classical Analysis and ODEs · Mathematics 2015-10-27 Gergő Nemes