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In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…
We investigate a class of aggregation-diffusion equations with strongly singular kernels and weak (fractional) dissipation in the presence of an incompressible flow. Without the flow the equations are supercritical in the sense that the…
In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…
In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…
Numerical transfer matrices have been widely used in the study of wave propagation and scattering. These may be viewed as descretizations of a recently introduced fundamental notion of transfer matrix which admits a representation in terms…
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…
Our study aims to specify the asymptotic error distribution in the discretization of a stochastic Volterra equation with a fractional kernel. It is well-known that for a standard stochastic differential equation, the discretization error,…
Let $\lnlap$ be the logarithmic Laplacian operator with Fourier symbol $2\ln |\zeta|$, we study the expression of the diffusion kernel which is associated to the equation $$\partial_tu+ \lnlap u=0 \ \ {\rm in}\ \, (0,\tfrac N2) \times…
This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals…
Score-based diffusion models in infinite-dimensional function spaces provide a mathematically principled framework for modelling function-valued data, offering key advantages such as resolution invariance and the ability to handle irregular…
We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…
In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…
The standard solution to time-harmonic electromagnetic scattering problems in homogeneous layered media relies on the use of the electric field dyadic Green's function. However, for small values of the governing angular frequency $\omega$,…
We extend a modal theory of diffraction by a set of parallel fibers to deal with the case of a hard boundary: that is a structure made for instance of air-holes inside a dielectric matrix. Numerical examples are given concerning some…
In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…
We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…