Related papers: The Generalized DMPK equation revisited: A systema…
We consider the copula mapping, which maps a joint cumulative distribution function to the corresponding copula. Its Hadamard differentiablity was shown in van der Vaart and Wellner (1996), Fermanian et al. (2004) and (under less strict…
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
We prove global well-posedness of the subcritical generalized Korteweg-de Vries equation (the mKdV and the gKdV with quartic power of nonlinearity) subject to an additive random perturbation. More precisely, we prove that if the driving…
In this paper, we first develop a new family of conjugate prior distributions for the cell parameters of discrete graphical models Markov with respect to a set P of moral directed acyclic graphs with skeleton a given decomposable graph G.…
This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…
In the Falicov-Kimball model, a model for (annealed) disorder, we expect weak localization corrections to the optical conductivity. However, we get such weak localization effects only when employing a pp-ladder approximation in the dual…
We study the Dvoretzky covering problem for random covering sets driven by general Borel probability measures. As our main result, we solve the problem of covering analytic sets by random covering sets generated by arbitrary Borel…
We characterize generalized derivatives of the solution operator of the obstacle problem. This precise characterization requires the usage of the theory of so-called capacitary measures and the associated solution operators of relaxed…
We calculate the entire distribution of the conductance P(G) of a one-dimensional disordered system --quantum wire-- subject to a time-dependent field. Our calculations are based on Floquet theory and a scaling approach to localization.…
We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…
We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…
The $p\times p$ matrix version of the $r$-KdV hierarchy has been recently treated as the reduced system arising in a Drinfeld-Sokolov type Hamiltonian symmetry reduction applied to a Poisson submanifold in the dual of the Lie algebra…
We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the…
The connection between the method of comparison equations (generalized WKB method) and the Ermakov-Pinney equation is established. A perturbative scheme of solution of the generalized Ermakov-Pinney equation is developed and is applied to…
We introduce a hypergoemetirc series with two complex variables, which generalizes Appell's, Lauricella's and Kemp\'e de F\'eriet's hypergeometric series, and study the system of differential equations that it satisfies. We determine the…
We consider the disorder-induced correction to the minimal conductance of an anisotropic two-dimensional Dirac node or a three-dimensional Weyl node. An analytical expression is derived for the correction $\delta G$ to the conductance of a…
We consider the extended discrete KP hierarchy and show that similarity reduction of its subhierarchies lead to purely discrete equations with dependence on some number of parameters together with equations governing deformations with…
An exact solution is presented of the Fokker-Planck equation which governs the evolution of an ensemble of disordered metal wires of increasing length, in a magnetic field. By a mapping onto a free-fermion problem, the complete probability…
In our earlier paper, a generalized Dobrushin ergodicity coefficient of Markov operators (acting on abstract state spaces) with respect to a projection $P$, has been introduced and studied. It turned out that the introduced coefficient was…