Related papers: The perfect integrator driven by Poisson input and…
In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…
We discuss a thinning and an embedding procedure to construct finite Gibbs processes with a given Papangelou intensity. Extending the approach in Hofer-Temmel (2019) and Hofer-Temmel and Houdebert (2019) we will use this to couple two…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past, and apply these methods in two different contexts. A new version of the algorithm is developed which is feasible for…
We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained…
While the theory of operator approximation with any given accuracy is well elaborated, the theory of {best constrained} constructive operator approximation is still not so well developed. Despite increasing demands from applications this…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
In the perfect conductivity problem of composite material, the electric field concentrates in a narrow region in between two inclusions and always becomes arbitrarily large when the distance between inclusions tends to zero. To characterize…
This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…
We extend one dimensional asymmetric simple exclusion process (ASEP) to a surface and show that the effect of transverse diffusion is to induce a continuous phase transition from a constant density phase to a maximal current phase as the…
An exact expression of the bridge-mediated donor-acceptor effective coupling, is derived. For systems represented by a tight-binding Hamiltonian with nearest-neighbor interactions, we show that the effective coupling, is equal to the…
We study the response to perturbation of non-Poisson dichotomous fluctuations that generate super-diffusion. We adopt the Liouville perspective and with it a quantum-like approach based on splitting the density distribution into a symmetric…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…