Related papers: Optimal concentration inequalities for dynamical s…
Erdos-Renyi limit laws give the length scale of a time-window over which time-averages in Birkhoff sums have a non-trivial almost-sure limit. We establish Erdos-Renyi type limit laws for Holder observables on dynamical systems modeled by…
For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…
We consider Glauber dynamics reversible with respect to Gibbs measures with heavy tails. Spins are unbounded. The interactions are bounded and finite range. The self potential enters into two classes of measures, $\kappa$-concave…
We investigate numerically the optimal constants in Lieb-Thirring inequalities by studying the associated maximization problem. We use a monotonic fixed-point algorithm and a finite element discretization to obtain trial potentials which…
We construct suitable metrics for two classes of topological dynamical systems (linear maps on the torus and non-invertible expansive maps on compact spaces) in order to get a lower bound for topological entropy in terms of the resulting…
We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due…
Long-time tails, or algebraic decay of time-correlation functions, have long been known to exist both in many-body systems and in models of non-interacting particles in the presence of quenched disorder that are often referred to as Lorentz…
We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…
In order to obtain functional limit theorems for heavy tailed stationary processes arising from dynamical systems, one needs to understand the clustering patterns of the tail observations of the process. These patterns are well described by…
Consider a strictly hyperbolic $n\times n$ system of conservation laws, where each characteristic field is either genuinely nonlinear or linearly degenerate. In this standard setting, it is well known that there exists a Lipschitz semigroup…
Real-world combinatorial optimization problems are often stochastic and dynamic. Therefore, it is essential to make optimal and reliable decisions with a holistic approach. In this paper, we consider the dynamic chance-constrained knapsack…
We consider a type of random processes which satisfies the conditional increment condition and obtain an estimate for the tail probability and a Doob-type inequality of the maximum of the process. The main result is that, for processes…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
In two-dimensional space, we investigate the slow dynamics of multiple localized spots with oscillatory tails in a specific three-component reaction-diffusion system, whose key feature is that the spots attract or repel each other…
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…
We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…
In this paper we investigate examples of good and optimal Drinfeld modular towers of function fields. Surprisingly, the optimality of these towers has not been investigated in full detail in the literature. We also give an algorithmic…
The Entropy method provides a powerful framework for proving scalar concentration inequalities by establishing functional inequalities like Poincare and log-Sobolev inequalities. These inequalities are especially useful for deriving…
Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…
We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…