Related papers: A direct approach to the stable distributions
Poincare's invariance principle for Hamiltonian flows implies Kelvin's principle for solution to Incompressible Euler Equation. Iyer-Constantin Circulation Theorem offers a stochastic analog of Kelvin's principle for Navier-Stokes Equation.…
The fractional Sturm-Liouville eigenvalue problem appears in many situations, e.g., while solving anomalous diffusion equations coming from physical and engineering applications. Therefore to obtain solutions or approximation of solutions…
We prove an analytic version of the stable graph regularity lemma from \cite{MaSh}, which applies to stable functions $f\colon V\times W\to [0,1]$. Our methods involve continuous model theory and, in particular, results on the structure of…
A simple and transparent derivation of the formally exact probability distribution for classical non-equilibrium systems is given. The corresponding stochastic, dissipative equations of motion are also derived.
We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
We provide explicit representations of Green's functions for general linear fractional differential operators with {\it variable coefficients} and Riemann-Liouvilles derivatives. We assume that all their coefficients are continuous in $[0,…
In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed…
We study the uniqueness of reaction-diffusion steady states in general domains with Dirichlet boundary data. Here we consider "positive" (monostable) reactions. We describe geometric conditions on the domain that ensure uniqueness and we…
We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…
A formalism is presented to obtain closed evolution equations for asymptotic probability distribution functions of turbulence magnitudes. The formalism is derived for a generic evolution equation, so that the final result can be easily…
We suggest a new approach to Artin's constant that leads to its representation as an infinite sum divided by another infinite sum. The same approach works well for Stephens' constant and higher rank Artin's constants. The main results are…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
Splines come in a variety of flavors that can be characterized in terms of some differential operator L. The simplest piecewise-constant model corresponds to the derivative operator. Likewise, one can extend the traditional notion of total…
We discuss the statistical properties of a single vortex line in a perfect fluid. The partition function is calculated up to the end in the thin vortex approximation. It turns out that corresponding theory is renormalizable, and the…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…
We consider an arbitrary representation of the additive group over a field of characteristic zero and give an explicit description of a finite separating set in the corresponding ring of invariants.