Related papers: Pathwise Taylor Expansions for Random Fields on Mu…

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $\Pi $-rough paths for $\Pi =\left( p_{1},\cdots ,p_{k}\right) $, $p_{i}\geq 1$. When there exists $ p\geq 1$ such that…

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…

We show a statistical version of Taylor's theorem and apply this result to non-parametric density estimation from truncated samples, which is a classical challenge in Statistics \cite{woodroofe1985estimating, stute1993almost}. The…

A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…

The technique of "extension" allows to build $(n+1)$-dimensional Hamiltonian systems with a non-trivial polynomial in the momenta first integral of any given degree starting from a $n$-dimensional Hamiltonian satisfying some additional…

Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…

In the paper we analyse the exact solutions to scalar PDEs obtained thanks to summable Taylor series provided by Adomian's decomposition method. We propose the modification of the method which makes the calculations of Taylor coefficients…

Particles transported in fluid flows, such as cells, polymers, or nanorods, are rarely spherical. In this study, we numerically and theoretically investigate the dispersion of an initially localized patch of passive elongated Brownian…

This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…

We consider the $n$-dimensional random temporal hypercube, i.e., the $n$-dimensional hypercube graph with its edges endowed with i.i.d. continuous random weights. We say that a vertex $w$ is accessible from another vertex $v$ if and only if…

The differential $\lambda$-calculus studies how the quantitative aspects of programs correspond to differentiation and to Taylor expansion inside models of linear logic. Recent work has generalized the axioms of Taylor expansion so they…

We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.

In this paper, we show that an attempt to construct shape invariant extensions of a known shape invariant potential leads to, apart from a shift by a constant, the well known technique of isospectral shift deformation. Using this, we…

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

In this note, we study the long-time dynamics of passive scalars driven by rotationally symmetric flows. We focus on identifying precise conditions on the velocity field in order to prove enhanced dissipation and Taylor dispersion in…

We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…

We propose a variational tail bound for norms of random vectors under moment assumptions on their one-dimensional marginals. A simplified version of the bound that parametrizes the ``aggregating distribution'' using a certain pushforward of…

We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…