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We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…
Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…
An exponential deformation of 1D critical Hamiltonians gives rise to ground states whose entanglement entropy satisfies a volume-law. This effect is exemplified in the XX and Heisenberg models. In the XX case we characterize the crossover…
The ability to estimate the rate of convergence for the distributions of regenerative processes is in great demand. These processes are often encountered in queuing theory and in related problems. In some papers on regenerative processes,…
Rational approximations of functions with singularities can converge at a root-exponential rate if the poles are exponentially clustered. We begin by reviewing this effect in minimax, least-squares, and AAA approximations on intervals and…
We analyze the convergence of the exponential Lie and exponential Strang splitting applied to inhomogeneous second-order parabolic equations with Dirichlet boundary conditions. A recent result on the smoothing properties of these methods…
Various quantum analogues of the central limit theorem, which is one of the cornerstones of probability theory, are known in the literature. One such analogue, due to Cushen and Hudson, is of particular relevance for quantum optics. It…
We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…
We consider a finite number of orientation preserving $C^2$ interval diffeomorphisms and apply them randomly in such a way that the expected Lyapunov exponents at the boundary points are positive. We prove the exponential decay of…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…
In samples from a heavy-tailed distribution a second-order approximation is often use to approximate the tail function. Based on the parameters of the approximation, an optimal sample fraction can be estimated which is then used to estimate…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
We improve the range of uniformity in the double-exponential decay of the tail of the distribution established by Lumley~\cite{Lumley} for the quadratic Dirichlet $L$-function $L(1, \chi_D)$ over the ensemble of hyperelliptic curves of…
This paper generalizes the abstract method of proving an observability estimate by combining an uncertainty principle and a dissipation estimate. In these estimates we allow for a large class of growth/decay rates satisfying an…
We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…
In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…