Related papers: Orthomartingale-coboundary decomposition for stati…

This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…

A stationary random graph is a random rooted graph whose distribution is invariant under re-rooting along the simple random walk. We adapt the entropy technique developed for Cayley graphs and show in particular that stationary random…

In this work, we propose a new approach called ``stationary reduction method based on nonisospectral deformation of orthogonal polynomials" for deriving discrete Painlev\'{e}-type (d-P-type) equations. We apply this approach to…

In this paper we explore the fundamentals of the Martingale Representation Theorem (MRT) and a closely related result, the Clark-Ocone formula. We also investigate how far these theorems can be taken, notably beyond the regular Sobolev…

Highly localized kernels constructed by orthogonal polynomials have been fundamental in recent development of approximation and computational analysis on the unit sphere, unit ball and several other regular domains. In this work we first…

The approximation of fixed points by numerical fixed points was presented in the elegant monograph of Krasnosel'skii et al. (1972). The theory, both in its formulation and implementation, requires a differential operator calculus, so that…

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

A limiting property of the nearest-neighbor recurrence coefficients for multiple orthogonal polynomials from a Nevai class is investigated. Namely, assuming that the nearest-neighbor coefficients have a limit along rays of the lattice, we…

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…

In this paper, we consider partial sums of triangular martingale differences weighted by random variables drawn uniformly on the sphere, and globally independent of the martingale differences. Starting from the so-called principle of…

The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…

We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors.…

In this paper, we investigate Strichartz estimates for discrete linear Schr\"odinger and discrete linear Klein-Gordon equations on a lattice $h\mathbb{Z}^d$ with $h>0$, where $h$ is the distance between two adjacent lattice points. As for…

In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…

We describe a method to create effective gauge potentials for stationary-light polaritons in two or three spatial dimensions. When stationary light is created in the interaction with a uniformly rotating ensemble of coherently driven double…

We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the summation is done on rectangles. The study is done via the…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

We numerically obtain the conformal spectrum of several classical spin models on a two-dimensional lattice with open boundaries, for every boundary fixed point obtained by the Cardy's derivation [J. L. Cardy, Nucl. Phys. B 324, 581 (1989)].…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…