Related papers: Akcoglu's Dilation Theory in L1-Spaces
We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…
In statistical mechanics, the generally called Stirling approximation is actually an approximation of Stirling's formula. In this article, it is shown that the term that is dropped is in fact the one that takes fluctuations into account.…
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
In this paper we prove a version of Lie-B\"acklund theorem for overdetermined systems of scalar PDEs, whose general solution depends on 1 function of 1 variable. This generalizes the case of involutive system of the second order on the…
We prove a distribution-theoretic conjecture of Robert Coleman, thereby also obtaining an explicit description of the complete set of Euler systems for the multiplicative group over Q.
We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…
We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…
Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…
The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…
Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…
The paper study the discrete sets of translations of the Gaussian function that span the spaces L1(R) and L2(R).
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
We develop the theory of discrete-time gradient flows for convex functions on Alexandrov spaces with arbitrary upper or lower curvature bounds. We employ different resolvent maps in the upper and lower curvature bound cases to construct…
In arXiv:2212.14023 a decomposition of Gaussian measures on finite-dimensional spaces was introduced, which turned out to be a central technical tool to improve currently known bounds on a long standing conjecture in statistical mechanics…
We consider an abstract space of measurable linear cocycles and we assume the availability in this space of some appropriate uniform large deviation type estimates. Under these hypotheses we establish the continuity of the Oseledets…
We prove a scaling limit theorem for discrete Galton-Watson processes in varying environments. A simple sufficient condition for the weak convergence in the Skorokhod space is given in terms of probability generating functions. The limit…
This is an easy-to-read introduction to foundations of deterministic chaos, deterministic diffusion and anomalous diffusion. The first part introduces to deterministic chaos in one-dimensional maps in form of Ljapunov exponents and…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
Existing a priori convergence results of the discontinuous Petrov-Galerkin method to solve the problem of linear elasticity are improved. Using duality arguments, we show that higher convergence rates for the displacement can be obtained.…
We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood function of the Gaussian random field with a…