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We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…

Probability · Mathematics 2019-03-18 Matthew de Courcy-Ireland , Marius Lemm

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

Probability · Mathematics 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point…

Methodology · Statistics 2025-01-24 Junho Yang , Yongtao Guan

We introduce a layer potential representation for the solution of the transmission problem defined by two dielectric channels, or open wave-guides, meeting along the straight-line interface, $\{x_1=0\}.$ The main observation is that the…

Mathematical Physics · Physics 2025-11-11 Charles L. Epstein

In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart…

Probability · Mathematics 2008-02-22 Anthony Reveillac

Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator, especially local linear case, is employed to estimate the…

Probability · Mathematics 2017-02-06 Yuping Song , Hanchao Wang

The Coulomb problem for continuous charge distributions is a central problem in physics. Powerful methods, that scale linearly with system size and that allow us to use different resolutions in different regions of space are therefore…

Computational Physics · Physics 2009-10-30 S. Goedecker , O. V. Ivanov

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling

In the framework of large deformation diffeomorphic metric mapping (LDDMM), we develop a multi-scale theory for the diffeomorphism group based on previous works. The purpose of the paper is (1) to develop in details a variational approach…

Numerical Analysis · Mathematics 2015-04-09 Martins Bruveris , Laurent Risser , François-Xavier Vialard

This paper studies a nonlinear diffusion equation with memory: $$u_t=\nabla\cdot \big( D(x)\cdot\int_0^t K(t-s) \nabla\cdot\Phi(u(x,s))ds \big)+f(x,t)$$ Where $K$ is memory Kernel and $D(x)$ is bounded. Under monotonicity and growth…

Analysis of PDEs · Mathematics 2025-10-03 Yixian Chen

The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the prescribed input-output statistics data, utilize strictly positive Feynman-Kac kernels. This implies that the related Markov diffusion…

Quantum Physics · Physics 2009-10-28 Ph. Blanchard , P. Garbaczewski , R. Olkiewicz

This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…

Probability · Mathematics 2019-06-04 Fu Zhang , Kai Du

The fuzzy $K$-means problem is a popular generalization of the well-known $K$-means problem to soft clusterings. We present the first coresets for fuzzy $K$-means with size linear in the dimension, polynomial in the number of clusters, and…

Machine Learning · Computer Science 2018-09-28 Johannes Blömer , Sascha Brauer , Kathrin Bujna

We consider a tight-binding Schroedinger equation with time dependent diagonal noise, given as a function of a Markov process. This model was considered previously by Kang and Schenker (J. Stat. Phys., 134(5-6):1005, arXiv:0808.2784), who…

Mathematical Physics · Physics 2015-12-11 Clark Musselman , Jeffrey Schenker

In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…

Probability · Mathematics 2020-12-04 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

We use Cram\'er-Chernoff type estimates in order to study the Calder\'on-Zygmund structure of the kernels $\sum_{I\in\mathcal{D}}a_I(\omega)\psi_I(x)\psi_I(y)$ where $a_I$ are subgaussian independent random variables and $\{\psi_I:…

Functional Analysis · Mathematics 2021-01-21 Hugo Aimar , Ivana Gómez

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

Probability · Mathematics 2022-08-11 Fabio Coppini , Eric Luçon , Christophe Poquet

We present a kernel compensation method for Maxwell eigenproblem for photonic crystals to avoid the infinite-dimensional kernels that cause many difficulties in the calculation of energy gaps. The quasi-periodic problem is first transformed…

Numerical Analysis · Mathematics 2025-03-26 Chenhao Jin , Yinhua Xia , Yan Xu