Related papers: The G\"{a}rtner-Ellis theorem, homogenization, and…

The equipartition theorem states that inverse temperature equals the log-derivative of the density of states. This relation can be generalized by introducing a proportionality factor involving an increasing positive function phi(x). It is…

We prove a large deviation principle for the expectation of macroscopic observables in quantum (and classical) Gibbs states. Our proof is based on Ruelle-Lanford functions and direct subadditivity arguments, as in the classical case,…

Initially motivated by Hrushovski's paper on definability patterns, we obtain homeomorphisms between Ellis semigroups related to natural actions of the automorphism groups of first order structures and certain collections of types and…

This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…

We show that the asymptotic $1/N$ expansion for the averages of linear statistics of the GUE is convergent when the test function is an entire function of order two and finite type. This allows to fully recover the mean eigenvalue density…

A generalized finite element method is proposed for solving a heterogeneous reaction-diffusion equation with a singular perturbation parameter $\varepsilon$, based on locally approximating the solution on each subdomain by solution of a…

We establish an edge of the wedge theorem for the sheaf of holomorphic functions with exponential growth at infinity and construct the sheaf of Laplace hyperfunctions in several variables. We also study the fundamental properties of the…

In this paper we show a some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large…

Motivated by applications to stochastic differential equations, an extension of H\"{o}rmander's hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established…

The Green functions of the partial differential operators of even order acting on smooth sections of a vector bundle over a Riemannian manifold are investigated via the heat kernel methods. We study the resolvent of a special class of…

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…

A general formulation of the equilibrium state of a many-electron system in terms of a (mixed-state, ensemble) density matrix operator in the Fock space, based on the maximum entropy principle, is introduced. Various characteristic…

We propose a family of multivariate Gaussian process models for correlated outputs, based on assuming that the likelihood function takes the generic form of the multivariate exponential family distribution (EFD). We denote this model as a…

Tsallis' non-extensive entropy is extended to incorporate the dependence on affinities between the microstates of a system. At the core of our construction of the extended entropy ($\mathcal{H}$) is the concept of the effective number of…

In this manuscript, we put forth a general scheme for defining initial value problems from Einstein's equations of General Relativity constrained by homogeneous and isotropic expansion. The cosmological models arising as solutions are…

In this article we consider affine generalizations of the Merton jump diffusion model [Merton, J. Fin. Econ., 1976] and the respective pricing of European options. On the one hand, the Brownian motion part in the Merton model may be…

Let $\cal R$ be either the Grothendieck semiring (semiring with multiplication) of complex algebraic varieties, or the Grothendieck ring of these varieties, or the Grothendieck ring localized by the class of the complex affine line. We…

From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for…

Generalized Feller theory provides an important analog to Feller theory beyond locally compact state spaces. This is very useful for solutions of certain stochastic partial differential equations, Markovian lifts of fractional processes, or…