Related papers: Asymptotic Couplings by Reflection and Application…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
The use of non parametric hidden Markov models with finite state space is flourishing in practice while few theoretical guarantees are known in this framework. Here, we study asymptotic guarantees for these models in the Bayesian framework.…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…
We consider damped driven Maxwell-Bloch equations which are finite-dimensional approximation of the damped driven Maxwell-Schr\"odinger equations. The equations describe a single-mode Maxwell field coupled to a two-level molecule. Our main…
We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…
Resonantly forced spiral waves in excitable media drift in straight-line paths, their rotation centers behaving as point-like objects moving along trajectories with a constant velocity. Interaction with medium boundaries alters this…
This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…
We consider damped driven Maxwell-Bloch equations for a single-mode Maxwell field coupled to a two-level molecule. The equations are used for semiclassical description of the laser action. Our main result is the construction of solutions…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…
We develop an approach to constructing non-Markovian, non-co-adapted couplings for sub-Riemannian Brownian motions in sub-Riemannian manifolds with large symmetry groups by treating the specific cases of the three-dimensional Heisenberg…
A fully nonlinear, time-asymptotic theory of resonant particle trapping in large-amplitude quasi-parallel Alfven waves is presented. The effect of trapped particles on the nonlinear dynamics of quasi-stationary Alfvenic discontinuities and…
In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…
For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…
We find new estimates and a new asymptotic decoupling phenomenon for solutions to Hitchin's self-duality equations at high energy. These generalize previous results for generically regular semisimple Higgs bundles to arbitrary Higgs…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…