Related papers: Limit theorems for power variations of ambit field…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…
We consider the quantisation of linearised fluctuations of the metric and matter fields about a Lifshitz background, exploring the possibility of alternative boundary conditions, allowing the slow fall-off modes to fluctuate. We find that…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
We introduce a model for neural scaling laws under sparse activations. In the model, test loss is often dominated by rare coordinates that are never observed in the training input. This mechanism induces a novel bottleneck absent from dense…
We consider the origin of noise and distortions in power spectral estimates of randomly sampled data, specifically velocity data measured with a burst-mode laser Doppler anemometer. The analysis guides us to new ways of reducing noise and…
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit…
Particle-antiparticle pairs are predicted by quantum field theory to appear as vacuum fluctuations. The model of the vacuum used here is postulated to have the following properties: To minimize the violation of conservation energy allowed…
An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…
Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
We address the problem of ambiguity of a function determined by an asymptotic perturbation expansion. Using a modified form of the Watson lemma recently proved elsewhere, we discuss a large class of functions determined by the same…
We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…
We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by $(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz continuous…
Motivated by the connection between gauge field topology and the axial anomaly in fermion currents, I use the fourth power of the naive Dirac operator to define a local lattice measure of topological charge. For smooth gauge fields this…
This paper deals with a version of the two-timing method which describes various `slow' effects caused by externally imposed `fast' oscillations. Such small oscillations are often called \emph{vibrations} and the research area can be…
We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…