Related papers: Poincar\'e inequality and exponential integrabilit…
This paper is a natural continuation of \cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
Let $B^{\sigma}_{2, \infty}$ denote the Besov space defined on a compact set $K \subset {\Bbb R}^d$ which is equipped with an $\alpha$-regular measure $\mu$. The {\it critical exponent} $\sigma^*$ is the supremum of the $\sigma$ such that…
We show that the gradient of the $m$-power of a solution to a singular parabolic equation of porous medium-type (also known as fast diffusion equation), satisfies a reverse H\"older inequality in suitable intrinsic cylinders. Relying on an…
In the solid state, a large variety of single-photon emitters present high quality photophysical properties together with a potential for integration. However, in many cases, the host matrix induces fluctuations of the emission wavelength…
Consider an inhomogeneous Poisson process and let $D$ be the first of its epochs which is followed by a gap of size $\ell>0$. We establish a criterion for $D<\infty$ a.s., as well as for $D$ being long-tailed and short-tailed, and obtain…
The scattering theory of the integrable statistical models can be generalized to the case of systems with extended lines of defect. This is done by adding the reflection and transmission amplitudes for the interactions with the line of…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…
Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…
By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…
We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…
The magnetic force is retained in the Lorentz Oscillator Model and a perturbation solution is derived beyond the dipole approximation. Perturbation series for the electric dipole, magnetic dipole, and electric quadrupole moments in addition…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these…
Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
Hanson-Wright inequality provides a powerful tool for bounding the norm $|\xi|$ of a centered stochastic vector $\xi$ with sub-gaussian behavior. This paper extends the bounds to the case when $\xi$ only has bounded exponential moments of…
In this paper we investigate the power instability properties and give necessary and sufficient conditions for the concepts of uniform power instability, power instability and strong power instability for linear discrete-time system…
Our concerns here are blow-up solutions for ODEs with exponential nonlinearity from the viewpoint of dynamical systems and their numerical validations. As an example, the finite difference discretization of $u_t = u_{xx} + e^{u^m}$ with the…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…