Related papers: Minimax probabilities for Aubry-Mather Problems
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
We study single-loop gradient-flow dynamics for nested optimization, where the outer variable evolves while auxiliary variables track the inner solution map. While existing analyses typically rely on problem- and condition-specific Lyapunov…
In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
We consider the low regularity well-posedness problem for the Maxwell-Dirac system in n+1 dimensions in the cases $n=3$ and $n=2$ : \begin{align*} \partial^{\mu} F_{\mu \nu} & = - \langle \psi,\alpha_{\nu} \psi \rangle \\ -i \alpha^{\mu}…
We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
The inevitable noise in real measurements motivates the problem to continuously quantify the similarity between rigid objects such as periodic time series and proteins given by ordered points and considered up to isometry maintaining…
We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class…
We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…
A mode, or `most likely point', for a probability measure $\mu$ can be defined in various ways via the asymptotic behaviour of the $\mu$-mass of balls as their radius tends to zero. Such points are of intrinsic interest in the local theory…
In Euclidean space of dimension 2 or 3, we study a minimum time problem associated with a system of real-analytic vector fields satisfying H\"ormander's bracket generating condition, where the target is a nonempty closed set. We show that,…
The main purpose of this paper is to obtain necessary and sufficient conditions under which a nonautonomous, finite-dimensional and two-sided dynamics generated by a sequence of matrices or a linear ODE exhibits Hyers-Ulam stability.…
This work is concerned with the time optimal control problem for evolution equations in Hilbert spaces. The attention is focused on the maximum principle for the time optimal controllers having the dimension smaller that of the state…
We formulate the necessary and sufficient conditions for the existence of a pair of maximally incompatible two-outcome measurements in a finite dimensional General Probabilistic Theory. The conditions are on the geometry of the state space,…
This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership…
The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…
We prove the existence of minimizers in the class of negative definite measures on compact subsets of momentum space in the homogeneous setting under several side conditions (constraints). The method is to employ Prohorov's theorem. Given a…