Related papers: Gaussian lower bound for the FIN diffusion

An important notion of common information between two random variables is due to Wyner. In this paper, we derive a lower bound on Wyner's common information for continuous random variables. The new bound improves on the only other general…

We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest known setting of parameters. Our analysis relies on the…

This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…

We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.

We establish sharp lower bounds for shifted (with two shifts) moments of Dirichlet $L$-function of fixed modulus under the generalized Riemann hypothesis.

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

We derive in this article the {\it lower} bound for tail of distribution for the random variables (r.v.) through a lower estimate for its moment generating functions (MGF).

We consider a fractional version of Gauss capillarity energy. A suitable extension problem is introduced to derive a boundary monotonicity formula for local minimizers of this fractional capillarity energy. As a consequence, blow-up limits…

We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…

In this paper we study $g$-fractional diffusion on bounded domains in $\mathbb{R}^d$ with absorbing boundary conditions. We show the explicit representation of the solution and then we study the first passage time distribution, showing the…

First, we have generalized the notion of Franhoufer diffraction of temporal coherent light from a single slit to the case of arbitrary n-slits. The diffraction pattern is investigated for different values of recently [19] introduced…

There have been several upper bounds on the quantum capacity of the single-mode Gaussian channels with thermal noise, such as thermal attenuator and amplifier. We consider a class of attenuator and amplifier with more general noises,…

We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

A new outer bound on the capacity region of Gaussian interference channels is developed. The bound combines and improves existing genie-aided methods and is shown to give the sum-rate capacity for noisy interference as defined in this…