Related papers: A multidimensional version of noise stability
By extending the results in Bononi 2012, we provide here a complete alternative derivation of Turin Gaussian Noise (GN) model for dual-polarization dispersion uncompensated coherent optical links. This paper contains the lecture notes used…
We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…
We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…
We consider the Ornstein-Uhlenbeck process with a broad initial probability distribution (Levy distribution), which exhibits so-called non-spectral modes. The relaxation of such modes differs from those determined from the parameters of the…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
We revisit the phenomenon of instability of solitons in the two dimensional generalization of the Korteweg-de Vries equation, the generalized Zakharov-Kuznetsov (ZK) equation, $u_t + \partial_{x_1} (\Delta u + u^p) = 0, (x_1,x_2) \in…
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…
We provide a sharp quantitative version of the Gaussian concentration inequality: for every $r>0$, the difference between the measure of the $r$-enlargement of a given set and the $r$-enlargement of a half-space controls the square of the…
Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…
In this report we deal with the problem of global output feedback stabilization of a class of $n$-dimensional nonlinear positive systems possessing a one-dimensional unknown, though measured, part. We first propose our main result, an…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…
We introduce a new method for proving twisted homological stability, and use it to prove such results for symmetric groups and general linear groups. In addition to sometimes slightly improving the stable range given by the traditional…
The Ehrhard-Borell inequality is a far-reaching refinement of the classical Brunn-Minkowski inequality that captures the sharp convexity and isoperimetric properties of Gaussian measures. Unlike in the classical Brunn-Minkowski theory, the…
We investigate in this paper a Bickel-Rosenblatt test of goodness-of-fit for the density of the noise in an autoregressive model. Since the seminal work of Bickel and Rosenblatt, it is well-known that the integrated squared error of the…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
In this paper, we consider the Boltzmann equation for a polyatomic gas. We establish that the mild solution to the Boltzmann equation on the torus is globally well-posed, provided the initial data that satisfy bounded velocity-weighted…
We make an extensive study of evolution of gravitational perturbations of D-dimensional black holes in Gauss-Bonnet theory. There is an instability at higher multi-poles $\ell$ and large Gauss-Bonnet coupling $\alpha$ for $D= 5, 6$, which…