Related papers: Pinned Brownian Bridges in the Continuous-Time Lim…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…
We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting random variables…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
We formulate a time-dependent density functional theory for the coupled dynamics of electrons and nuclei that goes beyond the Born-Oppenheimer (BO) approximation. We prove that the time-dependent marginal nuclear probability density…
We study Gibbsian models of unbounded integer-valued spins on trees which possess a symmetry under height-shift. We develop a theory relating boundary laws to gradient Gibbs measures, which applies also in cases where the corresponding…
We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
Taking the site-diagonal terms of the one-dimensional ionic Hubbard model (IHM) as $H_0$, we employ Continuous Unitary Transformations (CUT) to obtain a "classical" effective Hamiltonian in which hopping term has been integrated out. For…
We consider a reflected Ornstein-Uhlenbeck process $X$ driven by a fractional Brownian motion with Hurst parameter $H\in (0, \frac12) \cup (\frac12, 1)$. Our goal is to estimate an unknown drift parameter $\alpha\in (-\infty,\infty)$ on the…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
Brownian escape is key to a wealth of physico-chemical processes, including polymer folding, and information storage. The frequency of thermally activated energy barrier crossings is assumed to generally decrease exponentially with…
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued process is the non-commutative fractional Brownian motion…
We consider the filtering problem of estimating a hidden random variable $X$ by noisy observations. The noisy observation process is constructed by a randomised Markov bridge (RMB) $(Z_t)_{t\in [0,T]}$ of which terminal value is set to…
We apply the Nonequilibrium Green's Function (NEGF) formalism to the problem of a multi-terminal nanojunction subject to an arbitrary time-dependent bias. In particular, we show that taking a generic one-particle system Hamiltonian within…
Transition phenomena between metastable states play an important role in complex systems due to noisy fluctuations. In this paper, the physics informed neural networks (PINNs) are presented to compute the most probable transition pathway.…
The observation of Planckian scattering, often inferred from Drude fits in strongly correlated metals, raises the question of how to extract an intrinsic timescale from measurable quantities in a model-independent way. We address this by…
The tacnode process is a universal behavior arising in nonintersecting particle systems and tiling problems. For Dyson Brownian bridges, the tacnode process describes the grazing collision of two packets of walkers. We consider such a Dyson…