Related papers: Moment bounds and concentration inequalities for s…
In this paper we give optimal bounds for the homogenization of periodic Ising systems when the coefficients may take two given values in given proportions.
We consider a chain of $n$ coupled oscillators placed on a one-dimensional lattice with periodic boundary conditions. The interaction between particles is determined by a weakly anharmonic potential $V_n = r^2/2 + \sigma_nU(r)$, where $U$…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…
In this work we show that under specific anomalous diffusion conditions, chemical systems can produce well-ordered self-similar concentration patterns through a diffusion-driven instability. We also find spiral patterns and patterns with…
For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…
We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their…
We pass to the limit in the homogenization of an optimal control problem associated with a parabolic equation with a dynamic boundary condition. New unexpected terms appear due to the critical scale.
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
We discuss some aspects of the continuum limit of some lattice models, in particular the $2D$ $O(N)$ models. The continuum limit is taken either in an infinite volume or in a box whose size is a fixed fraction of the infinite volume…
We consider parabolic systems with nonlinear dynamic boundary conditions, for which we give a rigorous derivation. Then, we give them several physical interpretations which includes an interpretation for the porous-medium equation, and for…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…
The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…
In this article, we have studied the convergence behavior of the Dirichlet-Neumann waveform relaxation algorithms for time-fractional sub-diffusion and diffusion wave equations in 1D \& 2D for regular domains, where the dimensionless…
In the context of driven diffusive systems, for thermodynamic transformations over a large but finite time window, we derive an expansion of the energy balance. In particular, we characterize the transformations which minimize the energy…