Related papers: A multidimensional version of noise stability
We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…
We prove the stability of global equilibrium in a multi-species mixture, where the different species can have different masses, on the $3$-dimensional torus. We establish stability estimates in $L^\infty_{x,v}(w)$ where $w=w(v)$ is either…
In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stationary model and use two methods to find its fixed points:…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We prove new global stability estimates for the Gel'fand-Calderon inverse problem in 3D. For sufficiently regular potentials this result of the present work is a principal improvement of the result of [G. Alessandrini, Stable determination…
The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…
We consider stability and uniqueness in real phase retrieval problems over general input sets. Specifically, we assume the data consists of noisy quadratic measurements of an unknown input x in R^n that lies in a general set T and study…
We give necessary and sufficient conditions for the existence of weak solutions of a parabolic problem corresponding to the Kolmogorov operators perturbed by a multipolar inverse square potential with respect to the Gaussian probability…
We discuss theoretical and phenomenological aspects of the use of boson propagators with energy-dependent widths in predictions for high-energy scattering processes. In general, gauge invariance is violated in such calculations. We discuss…
We investigate stability properties of the reductive Borel-Serre categories; these were introduced as a model for unstable algebraic K-theory in previous work. We see that they exhibit better homological stability properties than the…
We derive a multipartite generalized Bell inequality which involves the entire range of settings for each of the local observers. Especially, it is applied to show non-local behavior of a six-qubit mixture of Greenberger-Horne-Zeilinger…
We prove a global H\"older stability estimate for a hybrid inverse problem combining microwave imaging and ultrasound. The principal features of this result are that we assume to have access to measurements associated to a single, arbitrary…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
We propose a new approach to study plethysm coefficients by using the Schur-Weyl duality between the symmetric group and the partition algebra. This allows us to explain the stability properties of plethysm and Kronecker coefficients in a…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…
We study the isentropic compressible Euler equations in multi-dimensions with stochastic perturbation of transport type. On the one hand, this is motivated by the physical modelling in turbulence theory. On the other hand, it has been shown…
We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…
This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…