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We describe methods for proving upper and lower bounds on infinite-time averages in deterministic dynamical systems and on stationary expectations in stochastic systems. The dynamics and the quantities to be bounded are assumed to be…

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…

We solve the Dirichlet problem $\left.u\right|_{\mathbb{B}^n}=\varphi,$ for hyperbolic Poisson's equation $\Delta_h u=\mu$ where $\varphi\in L_1(\partial \mathbb{B}^n)$ and $\mu$ is a measure that satisfies a growth condition. Next we…

We consider the problem $(\mathrm{P})$ of fitting $n$ standard Gaussian random vectors in $\mathbb{R}^d$ to the boundary of a centered ellipsoid, as $n, d \to \infty$. This problem is conjectured to have a sharp feasibility transition: for…

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

We study the landscape complexity of the Hamiltonian $X_N(x) +\frac\mu2 \|x\|^2,$ where $X_{N}$ is a smooth Gaussian process with isotropic increments on $\mathbb R^{N}$. This model describes a single particle on a random potential in…

We introduce a family of probabilistic {\it scale-invariant} Leibniz-like pyramids and $(d+1)$-dimensional hyperpyramids ($d=1,2,3,...$), characterized by a parameter $\nu>0$, whose value determines the degree of correlation between $N$…

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin…

Let $\{u_t(x),t\ge 0, x\in {\mathbb{R}}\}$ be a random string taking values in ${\mathbb{R}}^d$, specified by the following stochastic partial differential equation [Funaki (1983)]: \[\frac{\partial u_t(x)}{\partial…

Let $\Gamma$ be an $n\times m$ matrix with independent standard Gaussian entries and let $G_m = \Gamma(B_1^m)$ be the associated Gaussian Gluskin polytope (equivalently, a random $n$-dimensional quotient of $\ell_1^m$). In the regime $m =…

We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…

In this paper we study critical sets of solutions $u_\e$ of second-order elliptic equations in divergence form with rapidly oscillating and periodic coefficients. We show that the $(d-2)$-dimensional Hausdorff measures of the critical sets…

We investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of stochastic differential equations describing a prey-predator model perturbed by Gaussian noise. We first establish, for any fixed…

Let $(X,d)$ be a complete, pathwise connected metric measure space with locally Ahlfors $Q$-regular measure $\mu$, where $Q>1$. Suppose that $(X,d,\mu)$ supports a (local) $(1,2)$-Poincar\'e inequality and a suitable curvature lower bound.…

In this paper we prove the existence of normalized solutions $(\lambda,u)\subset (0,\infty)\times H^1(\mathbb{R}^3)$ to the following Schr\"{o}dinger-Poisson equation $$ \begin{cases} -\Delta u+V(x)u+\lambda u+(|x|^{-1}\ast…

Consider positive solutions to second order elliptic equations with measurable coefficients in a bounded domain, which vanish on a portion of the boundary. We give simple necessary and sufficient geometric conditions on the domain, which…