Related papers: Brownian Occupation Measures, Compactness and Larg…
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we study strict subsets, i.e. sets whose variational capacity with respect to a larger reference set is finite, in the case $p=1$.…
We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
The classical criterion for compactness in Banach spaces of functions can be reformulated into a simple tightness condition in the time-frequency domain. This description preserves more explicitly the symmetry between time and frequency…
Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…
We study the transformed path measure arising from the self-interaction of a three-dimensional Brownian motion via an exponential tilt with the Coulomb energy of the occupation measures of the motion by time $t$. The logarithmic asymptotics…
We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Functionals that strive to correct for such self-interaction errors, such as those obtained by imposing the Perdew-Zunger self-interaction correction or the generalized Koopmans' condition, become orbital dependent or orbital-density…
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…
Large-deviation upper bounds on compact sets do not, in general, extend to arbitrary closed sets without additional tightness. We show that this obstruction already occurs in static entropic optimal transport. More precisely, we construct a…
We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…
We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…
In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…