Related papers: Gaussian lower bound for the FIN diffusion

We study the amplitude-constrained additive white Gaussian noise channel. It is well known that the capacity-achieving input distribution for this channel is discrete and supported on finitely many points. The best known bounds show that…

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

We establish sharp lower bounds for the $k$-th moment in the range $0 \leq k \leq 1$ of the family of quadratic Dirichlet $L$-functions at the central point.

This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…

We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…

We obtain uniform in time bounds for the solutions to a class of thermo-diffusive systems with classical and fractional diffusions. In the classical diffusion case, the nonlinearities are assumed to be at most exponentially growing, while…

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

A novel technique to optimize the input distribution and compute a lower bound for the capacity of the nonlinear optical fiber channel is proposed. The technique improves previous bounds obtained with the additive white Gaussian noise…

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

We review some recent results concerning the derivation of the diffusion equation and the validation of Fick's law for the microscopic model given by the random Lorentz Gas. These results are achieved by using a linear kinetic equation as…

Using the Galerkin method, we obtain the unique existence of the weak solution to a time fractional wave problem, and establish some regularity estimates which reveal the singularity structure of the weak solution in time.

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

We show that a time-reversed formulation of Huygens-Kirchhoff diffraction can be used to deduce the transverse and longitudinal fields of a Gaussian laser beam, starting from a simple assumption of a Gaussian beam profile in the far field.…

We propose and analyze a space-time Local Discontinuous Galerkin method for the approximation of the solution to parabolic problems. The method allows for very general discrete spaces and prismatic space-time meshes. Existence and…