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Fix $\nu>0$, denote by $G(\nu/2)$ a Gamma random variable with parameter $\nu/2$ and let $n\geq2$ be a fixed even integer. Consider a sequence $\{F_k\}_{k\geq1}$ of square integrable random variables belonging to the $n$th Wiener chaos of a…

Probability · Mathematics 2009-08-28 Ivan Nourdin , Giovanni Peccati

As the default optimizer for training large language models, AdamW has achieved remarkable success in deep learning. However, its convergence behavior is not theoretically well-understood. This paper establishes the convergence rate…

Machine Learning · Computer Science 2025-10-06 Huan Li , Yiming Dong , Zhouchen Lin

Arising as a fluctuation phenomenon, the equilibrium distribution of meandering steps with mean separation $<\ell>$ on a "tilted" surface can be fruitfully analyzed using results from RMT. The set of step configurations in 2D can be mapped…

Statistical Mechanics · Physics 2009-11-10 T. L. Einstein

We study the evolutions of selected quasi-(1+1) dimensional wavepacket solutions to the Klein-Gordon equation for a relativistic charged particle in uniform motion or accelerated by a uniform electric field in Minkowski space. We explore…

Quantum Physics · Physics 2024-02-02 Yu-Che Huang , Fong-Ming He , Shih-Yuin Lin

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…

Probability · Mathematics 2025-02-11 Adam Block , Zeyu Jia , Yury Polyanskiy , Alexander Rakhlin

We propose a piecewise-linear, time-stepping discontinuous Galerkin method to solve numerically a time fractional diffusion equation involving Caputo derivative of order $\mu\in (0,1)$ with variable coefficients. For the spatial…

Numerical Analysis · Mathematics 2015-11-03 K. Mustapha , B. Abdallah , K. M. Furati , M. Nour

We study the problem of sampling from the power posterior distribution in Bayesian Gaussian mixture models, a robust version of the classical posterior. This power posterior is known to be non-log-concave and multi-modal, which leads to…

Machine Learning · Statistics 2019-12-12 Wenlong Mou , Nhat Ho , Martin J. Wainwright , Peter L. Bartlett , Michael I. Jordan

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Probability · Mathematics 2022-04-11 Feng-Yu Wang

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…

Probability · Mathematics 2021-05-25 Bob Hough , Yunjiang Jiang

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point ${\bf x}$ in the plane, has not changed sign up to time $t$. For large $t$,…

Statistical Mechanics · Physics 2018-10-17 Mihail Poplavskyi , Gregory Schehr

The theory of gravitational wave turbulence describes the long-term statistical behaviour of a set of weakly nonlinear interacting waves. In this paper, we aim to study aspects of gravitational turbulence within the framework of general…

General Relativity and Quantum Cosmology · Physics 2026-04-01 Benoît Gay , Eugeny Babichev , Sébastien Galtier , Karim Noui

Let $\gamma$ be the standard Gaussian measure on $\mathbb{R}^n$ and let $\mathcal{P}_{\gamma}$ be the space of probability measures that are absolutely continuous with respect to $\gamma$. We study lower bounds for the functional…

Functional Analysis · Mathematics 2018-01-03 Alexander V. Kolesnikov , Egor D. Kosov

We investigate the effects of non-commutative geometry on the topological aspects of gauge theory using a non-perturbative formulation based on the twisted reduced model. The configuration space is decomposed into topological sectors…

High Energy Physics - Theory · Physics 2011-07-19 Hajime Aoki , Jun Nishimura , Yoshiaki Susaki

The truncated Korteweg-De Vries (TKdV) system, a shallow-water wave model with Hamiltonian structure that exhibits weakly turbulent dynamics, has been found to accurately predict the anomalous wave statistics observed in recent laboratory…

Fluid Dynamics · Physics 2022-05-10 Hui Sun , Nicholas J. Moore

We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…

Chaotic Dynamics · Physics 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

This paper investigates quantum diffusion of matter waves in two-dimensional random potentials, focussing on expanding Bose-Einstein condensates in spatially correlated optical speckle potentials. Special care is taken to describe the…

Disordered Systems and Neural Networks · Physics 2009-11-13 C. Miniatura , R. C. Kuhn , D. Delande , C. A. Mueller

We study the time evolution of wave packets at the mobility edge of disordered non-interacting electrons in two and three spatial dimensions. The results of numerical calculations are found to agree with the predictions of scaling theory.…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Bodo Huckestein , Rochus Klesse

Consider the metric space $(\mathcal{P}_2(\mathbb{R}^d),W_2)$ of square integrable laws on $\mathbb{R}^d$ with the topology induced by the 2-Wasserstein distance $W_2$. Let $\Phi: \mathcal{P}_2( \mathbb{R}^d) \to \mathbb{R}$ be a function…

Probability · Mathematics 2022-06-02 Jean-François Chassagneux , Lukasz Szpruch , Alvin Tse
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