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A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

We formulate a new information-theoretic principle--the shifted composition rule--which bounds the divergence (e.g., Kullback-Leibler or R\'enyi) between the laws of two stochastic processes via the introduction of auxiliary shifts. In this…

Probability · Mathematics 2023-11-27 Jason M. Altschuler , Sinho Chewi

We prove uniform H\"older regularity estimates for a transport-diffusion equation with a fractional diffusion operator,and a general advection field in BMO, as long as the order of the diffusion dominates the transport term at small…

Analysis of PDEs · Mathematics 2024-01-12 Ioann Vasilyev , François Vigneron

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

The celebrated Marchenko-Pastur theorem gives the asymptotic spectral distribution of sums of random, independent, rank-one projections. Its main hypothesis is that these projections are more or less uniformly distributed on the first…

Probability · Mathematics 2012-10-10 Florent Benaych-Georges , Thierry Cabanal-Duvillard

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

Probability · Mathematics 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

A variation principle for mass transport in solids is derived that recasts transport coefficients as minima of local thermodynamic average quantities. The result is independent of diffusion mechanism, and applies to amorphous and…

Statistical Mechanics · Physics 2018-12-05 Dallas R. Trinkle

The presence of large partial quotients can invalidate many classical limit theorems in the metric theory of continued fractions. A commonly employed strategy to overcome this problem is to discard the largest partial quotient when…

Number Theory · Mathematics 2025-08-19 Qian Xiao

We consider the problem of simultaneous approximation of real numbers $\theta_1, \ldots,\theta_n$ with rationals and the dual problem of approximating zero with the values of the linear form $x_0+\theta_1x_1+\ldots+\theta_nx_n$ at integer…

Number Theory · Mathematics 2021-04-06 Oleg N. German , Nikolay G. Moshchevitin

It is shown to be consistent with set theory that the uniformity invariant for Lebesgue measure is strictly greater than the corresponding invariant for Hausdorff r-dimensional measure where 0<r<1.

Logic · Mathematics 2016-08-16 Saharon Shelah , Juris Steprāns

The celebrated L\'evy--Khintchine theorem is a fundamental limiting law that describes the growth rate of the denominators of the convergents in the continued fraction expansion of a Lebesgue-typical real number. In a recent breakthrough,…

Number Theory · Mathematics 2025-08-04 Gaurav Aggarwal , Anish Ghosh

In this paper, we present a general principle for the Lebesgue measure theory of limsup sets defined by rectangles under the hypothesis of ubiquity for rectangles.

Number Theory · Mathematics 2023-03-31 Dmitry Kleinbock , Baowei Wang

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

Probability · Mathematics 2025-12-30 Datong Zhou

Regular variation of a multivariate measure with a Lebesgue density implies the regular variation of its density provided the density satisfies some regularity conditions. Unlike the univariate case, the converse also requires regularity…

Probability · Mathematics 2016-01-12 Tiandong Wang , Sidney I. Resnick

Modeling mass flows is classically based on hydrostatic balance equations. However, if momentum transfers scale similarly in slope parallel and flow depth directions, then the gravity and acceleration can have the same order of magnitude…

Fluid Dynamics · Physics 2022-10-12 Shiva P. Pudasaini

We consider the convergence of moving averages in the general setting of ergodic theory or stationary ergodic processes. We characterize when there is universal convergence of moving averages based on complete convergence to zero of the…

Dynamical Systems · Mathematics 2023-02-08 Terrence Adams , Joseph Rosenblatt

A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and circle as special cases. An exact, non-local functional…

Probability · Mathematics 2018-01-04 Dmitry Ostrovsky

The Heisenberg uncertainty principle is one of the fundamental pillars of quantum mechanics and quantum field theory. It is normally introduced by postulating the commutation relations $[\hat{x}^i, \hat{p}^j] = i\hbar \delta^{ij}$. However,…

High Energy Physics - Phenomenology · Physics 2026-01-29 Ezequiel Valero , Hector Gisbert , Victor Ilisie

Heisenberg's uncertainty principle was originally posed for the limit of the accuracy of simultaneous measurement of non-commuting observables as stating that canonically conjugate observables can be measured simultaneously only with the…

Quantum Physics · Physics 2020-03-12 Masanao Ozawa

We study supercritical branching processes in which all particles evolve according to some general Markovian motion (which may possess absorbing states) and branch independently at a fixed constant rate. Under fairly natural assumptions on…

Probability · Mathematics 2017-07-05 Matthieu Jonckheere , Santiago Saglietti
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