Related papers: A random string with reflection in a convex domain
We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
The spectral gap $\gamma$ of an ergodic and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to a fixed…
Using the properties of random M\"{o}bius transformations, we investigate the statistical properties of the reflection coefficient in a random chain of lossy scatterers. We explicitly determine the support of the distribution and the…
We develop a novel and powerful method of exactly calculating various transport characteristics of waves in one-dimensional random media with (or without) coherent absorption or amplification. Using the method, we compute the probability…
We establish limit theorems for U-statistics indexed by a random walk on Z^d and we express the limit in terms of some Levy sheet Z(s,t). Under some hypotheses, we prove that the limit process is Z(t,t) if the random walk is transient or…
Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…
In this paper, we introduce a definition of BV functions in a Gelfand triple which is an extension of the definition of BV functions in [2] by using Dirichlet form theory. By this definition, we can consider the stochastic reflection…
We propose strongly consistent algorithms for reconstructing the characteristic function 1_K of an unknown convex body K in R^n from possibly noisy measurements of the modulus of its Fourier transform \hat{1_K}. This represents a complete…
This paper describes the spherical concave mirror method for measuring the index of refraction of transparent liquids. We derived the refractive index equation using Snell's law and the small-angle approximation. We also verified the…
We study an inverse problem for the wave equation where localized wave sources in random scattering media are to be determined from time resolved measurements of the waves at an array of receivers. The sources are far from the array, so the…
This work theoretically studies the problem of estimating a structured high-dimensional signal $x_0 \in \mathbb{R}^n$ from noisy $1$-bit Gaussian measurements. Our recovery approach is based on a simple convex program which uses the hinge…
We study the convergence of the Method of Reflections for the Dirichlet problem of the Poisson and the Stokes equations in perforated domains which consist in the exterior of balls. We prove that the method converges if the balls are…
The Benjamin-Ono equation describes the propagation of internal waves in a stratified fluid. In the present work, we study large time dynamics of its regular solutions via some probabilistic point of view. We prove the existence of an…
In this paper, we provide explicit lower bounds with respect to some quantities of interest (parameters of the underlying distribution, dimension, geometrical characteristics of the domain, position of the origin, etc.) on the spectral gap…
We conjecture that for a plasma in a spatial domain with a boundary, the specular reflection effect of the boundary can be approximated by a large magnetic confinement field in the near-boundary region. In this paper, we verify this…
We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…
This work deals with an inverse boundary value problem arising from the equation of heat conduction. We reconstruct small perturbations of the (isotropic) heat conductivity distribution from partial (on accessible part of the boundary)…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
A new nonparametric estimator of a convex regression function in any dimension is proposed and its convergence properties are studied. We start by using any estimator of the regression function and we \emph{convexify} it by taking the…
We consider backreaction due to production of massless strings in the background of a condensing closed string tachyon. Working in the region of weak tachyon, we find the modified equations of motion for massless strings with conformal…