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We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with $\alpha\in(1,2)$. Explicit lower bounds for ergodic convergence rates are given.

Probability · Mathematics 2021-12-06 Tao Wang

We study the asymptotic behavior of piecewise constant least squares regression estimates, when the number of partitions of the estimate is penalized. We show that the estimator is consistent in the relevant metric if the signal is in…

Statistics Theory · Mathematics 2009-09-29 Leif Boysen , Volkmar Liebscher , Axel Munk , Olaf Wittich

We study the expanding properties of random perturbations of regular interval maps satisfying the summability condition of exponent one. Under very general conditions on the interval maps and perturbation types, we prove strong stochastic…

Dynamical Systems · Mathematics 2014-02-26 Weixiao Shen

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…

Risk Management · Quantitative Finance 2013-12-03 Zhenyu Cui

We revisit the method of small subgraph conditioning, used to establish that random regular graphs are Hamiltonian a.a.s. We refine this method using new technical machinery for random $d$-regular graphs on $n$ vertices that hold not just…

Probability · Mathematics 2015-05-25 Tobias Johnson , Elliot Paquette

In this article, we first prove that for general dispersive equations on Riemannian symmetric spaces of compact type $\mathbb{X}=U/K$, of rank $1$ and $2$, the Sobolev regularity threshold $\alpha >1/2$ for the initial data, is sufficient…

Analysis of PDEs · Mathematics 2025-12-11 Utsav Dewan , Sanjoy Pusti

Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…

Analysis of PDEs · Mathematics 2022-10-20 Gang Bao , Yiwen Lin , Xiang Xu

We show that the spectral gap of a random walk on the domain of normal attraction of an $\alpha$-stable law is of order $\mathcal O(n^{\alpha})$ when restricted to boxes of size $n$. The proof is based on a comparison principle that may be…

Probability · Mathematics 2018-10-31 Milton Jara

The stability properties of simple element choices for the mixed formulation of the Laplacian are investigated numerically. The element choices studied use vector Lagrange elements, i.e., the space of continuous piecewise polynomial vector…

Numerical Analysis · Mathematics 2018-11-13 Douglas N. Arnold , Marie E. Rognes

We prove ergodicity for random dynamics satisfying some expansion and irreducibility conditions. As a particular application, we show that if $R_1,R_2\in \mathrm{SO}(d+1)$, $d\ge 2$, generate a dense subgroup, then the random dynamics of…

Dynamical Systems · Mathematics 2026-05-21 Jonathan DeWitt , Dmitry Dolgopyat , Zhiyuan Zhang

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

Probability · Mathematics 2009-02-11 Rémi Rhodes

In the present paper we consider the coupled system of nonlinear Schr\"{o}dinger equations with the fractional Laplacian \[ \left\{ \begin{aligned} (-\Delta)^\alpha u_1 & = \lambda_1u_1+f_1(u_1)+\partial_1F(u_1,u_2)\ \ \mathrm{in}\…

Analysis of PDEs · Mathematics 2016-04-07 Santosh Bhattarai

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…

Numerical Analysis · Mathematics 2016-03-18 Daniel Ruprecht , Robert Speck , Rolf Krause

We consider the problem in determining the countable sets $\Lambda$ in the time-frequency plane such that the Gabor system generated by the time-frequency shifts of the window $\chi_{[0,1]^d}$ associated with $\Lambda$ forms a Gabor…

Functional Analysis · Mathematics 2016-05-03 Jean-Pierre Gabardo , Chun-Kit Lai , Yang Wang

In this note, we show that the solution to the Dirichlet problem for the minimal surface system in any codimension is unique in the space of distance-decreasing maps. This follows as a corollary of the following stability theorem: if a…

Differential Geometry · Mathematics 2007-05-23 Yng-Ing Lee , Mu-Tao Wang

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

Classical Analysis and ODEs · Mathematics 2017-08-18 Ben Krause , Pavel Zorin-Kranich

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

Probability · Mathematics 2017-07-28 I. Berkes , R. Tichy

The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…

Number Theory · Mathematics 2018-01-24 Michael Baake , Alan Haynes , Daniel Lenz

We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\R^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the…

Probability · Mathematics 2014-11-18 Rami Atar , Amarjit Budhiraja