Related papers: Gaussian lower bound for the FIN diffusion
We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the…
We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…
In this paper, the capacity of the additive white Gaussian noise (AWGN) channel, affected by time-varying Wiener phase noise is investigated. Tight upper and lower bounds on the capacity of this channel are developed. The upper bound is…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…
Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the…
We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.
Upper bounds on the capacity of vector Gaussian channels affected by fading are derived under peak amplitude constraints at the input. The focus is on constraint regions that can be decomposed in a Cartesian product of sub-regions. This…
In this paper, we study the time-fractional diffusion equation on a metric star graph. The existence and uniqueness of the weak solution are investigated and the proof is based on eigenfunction expansions. Some priori estimates and…
We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
New upper bounds on the sum capacity of the two-user Gaussian interference channel are derived. Using these bounds, it is shown that treating interference as noise achieves the sum capacity if the interference levels are below certain…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…
This work proposes a novel outer bound for the Gaussian cognitive interference channel in strong interference at the primary receiver based on the capacity of a multi-antenna broadcast channel with degraded message set. It then shows that…
An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
We improve known upper bounds for the minimal dispersion of a point set in the unit cube and its inverse in both the periodic and non-periodic settings. Some of our bounds are sharp up to logarithmic factors.