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The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

We introduce the notion of order-preserving multi-homogeneous mapping which allows to study Perron-Frobenius type theorems and nonnegative tensors in unified fashion. We prove a weak and strong Perron-Frobenius theorem for these maps and…

Spectral Theory · Mathematics 2017-02-13 Antoine Gautier , Francesco Tudisco , Matthias Hein

A concrete formulation of the Lehmann-Maehly-Goerisch method for semi-definite self-adjoint operators with compact resolvent is considered. Precise rates of convergence are determined in terms of how well the trial spaces capture the…

Spectral Theory · Mathematics 2014-08-12 L. Boulton , A. Hobiny

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

Probability · Mathematics 2014-06-12 Danijel Grahovac , Nikolai N. Leonenko

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

Statistics Theory · Mathematics 2025-05-19 Yuzhong Cheng , Hiroki Masuda

In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…

Mathematical Physics · Physics 2021-01-06 Ornella Mattei , Graeme W. Milton , Mihai Putinar

We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…

Probability · Mathematics 2010-08-17 J. Inglis , M. Neklyudov , B. Zegarlinski

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

Probability · Mathematics 2014-03-06 Enrico Bibbona , Susanne Ditlevsen

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

We provide an algorithm to estimate the divergence degree of the Lorentzian EPRL-FK spin foam amplitudes for arbitrary 2-complexes. We focus on the "self-energy" and "vertex renormalization" diagrams and find an upper bound estimate. We…

General Relativity and Quantum Cosmology · Physics 2024-02-27 Pietro Dona

We establish a limiting absorption principle for some long range perturbations of the Dirac systems at threshold energies. We cover multi-center interactions with small coupling constants. The analysis is reduced to study a family of…

Analysis of PDEs · Mathematics 2015-05-13 Nabile Boussaid , Sylvain Golénia

A Blume-Emery-Griffiths perceptron model is introduced and its optimal capacity is calculated within the replica-symmetric Gardner approach, as a function of the pattern activity and the imbedding stability parameter. The stability of the…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Bolle , I. Perez Castillo , G. M. Shim

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

Statistics Theory · Mathematics 2013-08-14 Hiroki Masuda

The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and…

Probability · Mathematics 2022-03-03 Moritz Jirak , Martin Wahl

In the framework of the optimal wave energy absorption, we solve theoretically and numerically a parametric shape optimization problem to find the optimal distribution of absorbing material in the reflexive one defined by a characteristic…

Analysis of PDEs · Mathematics 2024-09-11 Frederic Magoules , Mathieu Menoux , Anna Rozanova-Pierrat

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

Analysis of PDEs · Mathematics 2026-02-12 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

The asymptotic stability of the null equilibrium of a linear population model with two physiological structures formulated as a first-order hyperbolic PDE is determined by the spectrum of its infinitesimal generator. We propose an…

Numerical Analysis · Mathematics 2023-04-24 Alessia Andò , Simone De Reggi , Davide Liessi , Francesca Scarabel

In this paper, we present a Spectral-Galerkin Method to approximate the zero-index transmission eigenvalues with a conductive boundary condition. This is a new eigenvalue problem derived from the scalar inverse scattering problem for an…

Numerical Analysis · Mathematics 2020-02-27 Isaac Harris

In this paper we prove existence of (viscosity) solutions of Dirichlet problems concerning fully nonlinear elliptic operator, which are either degenerate or singular when the gradient of the solution is zero. For this class of operators it…

Analysis of PDEs · Mathematics 2007-05-23 I. Birindelli , F. Demengel