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In this paper, we study the asymptotic behavior, as the time $t$ goes to zero, of the trace of the semigroup of a killed relativistic $\alpha$-stable process in bounded $C^{1,1}$ open sets and bounded Lipschitz open sets. More precisely, we…

Probability · Mathematics 2012-12-17 Hyunchul Park , Renming Song

We study the number of collisions $X_n$ of an exchangeable coalescent with multiple collisions ($\Lambda$-coalescent) which starts with $n$ particles and is driven by rates determined by a finite characteristic measure $\nu({\rm…

Probability · Mathematics 2008-07-18 Alexander Gnedin , Alex Iksanov , Martin Möhle

We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…

Probability · Mathematics 2025-02-18 Shivam Singh Dhama , Konstantinos Spiliopoulos

We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…

Probability · Mathematics 2017-02-01 Alexander D. Kolesnik

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

Probability · Mathematics 2018-06-11 Alessandra Faggionato , Michele Salvi

In the framework of real Hilbert spaces we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator $V$. The starting poin is a…

Optimization and Control · Mathematics 2024-02-23 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

Probability · Mathematics 2009-09-25 Omer Angel , Alexander Holroyd , Dan Romik

In this paper we obtain scaling limits of $\Lambda$-coalescents near time zero under a regularly varying assumption. In particular this covers the case of Kingman's coalescent and beta coalescents. The limiting processes are coalescents…

Probability · Mathematics 2015-11-09 Bati Sengul

Depolymerization reactions constitute frequent experiments, for instance in biochemistry for the study of amyloid fibrils. The quantities experimentally observed are related to the time dynamics of a quantity averaged over all polymer…

Analysis of PDEs · Mathematics 2024-10-02 Marie Doumic , Philippe Moireau

In this paper, we study the asymptotic behaviour of one-dimensional integrated Ornstein-Uhlenbeck processes driven by $\alpha$-stable L\'{e}vy processes of small amplitude. We prove that the integrated Ornstein-Uhlenbeck process converges…

Probability · Mathematics 2014-02-06 Robert Hintze , Ilya Pavlyukevich

In the framework of a real Hilbert space, we address the problem of finding the zeros of the sum of a maximally monotone operator $A$ and a cocoercive operator $B$. We study the asymptotic behaviour of the trajectories generated by a second…

Optimization and Control · Mathematics 2022-01-05 Radu Ioan Bot , David Alexander Hulett

Coalescents with multiple collisions, also known as $\Lambda$-coalescents, were introduced by Pitman and Sagitov in 1999. These processes describe the evolution of particles that undergo stochastic coagulation in such a way that several…

Probability · Mathematics 2011-11-09 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…

Probability · Mathematics 2019-11-04 Erkan Nane , Eze R. Nwaeze , McSylvester Ejighikeme Omaba

Quantum Stein's Lemma is a cornerstone of quantum statistics and concerns the problem of correctly identifying a quantum state, given the knowledge that it is one of two specific states ($\rho$ or $\sigma$). It was originally derived in the…

Quantum Physics · Physics 2017-02-10 Nilanjana Datta , Yan Pautrat , Cambyse Rouzé

We consider the lambda-coalescent processes with positive frequency of singleton clusters. The class in focus covers, for instance, the beta$(a,b)$-coalescents with $a>1$. We show that some large-sample properties of these processes can be…

Probability · Mathematics 2011-02-08 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

Statistics Theory · Mathematics 2026-03-12 Johannes Brutsche , Angelika Rohde

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

Probability · Mathematics 2015-06-24 Diane Holcomb , Benedek Valkó

A strong converse shows that no procedure can beat the asymptotic (as blocklength $n\to\infty$) fundamental limit of a given information-theoretic problem for any fixed error probability. A second-order converse strengthens this conclusion…

Information Theory · Computer Science 2019-11-18 Jingbo Liu , Ramon van Handel , Sergio Verdú

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

Probability · Mathematics 2020-08-25 Jian Wang