Related papers: Large deviations in Taylor dispersion
In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…
Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…
We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are the same or different. Results are based on the (quadratic)…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…
In this paper we examine predictions from different models of nondiagonal parton distributions. This will be achieved by examining whether certain predictions of relationships between diagonal and nondiagonal parton distributions also hold…
The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics and computer science. Here we use a dilute colloidal system to directly…
We establish an explicit correspondence between ergodicity breaking in a system described by power-law tail distributions and the divergence of the moments of these distributions.
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…
The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of…
We prove the Taylor-Kubo formula for a class of isotropic, non-mixing flows with long-range correlation. For the proof, we develop the method of high order correctors expansion.
The paper contains an interesting generalization of the classical Taylor expansion formula and four applications
This work is devoted to dissipative extension theory for dissipative linear relations. We give a self-consistent theory of extensions by generalizing the theory on symmetric extensions of symmetric operators. Several results on the…
First, using the method of the soliton-solution, the fermion probability density equation, which corresponds to the Dirac equation, is derived. Next, we extend the chaos theory, in which the period bifurcation is equivalent to the particle…
Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…
This expository essay discusses a finite dimensional approach to dilation theory. How much of dilation theory can be worked out within the realm of linear algebra? It turns out that some interesting and simple results can be obtained. These…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
We present the construction of a theory of distributions (generalized functions) with a ``thick submanifold'', that is, a new theory of thick distributions on $\mathbb{R}^n$ whose domain contains a smooth submanifold on which the test…
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…