Related papers: Moment Explosions in the Rough Heston Model
We investigate the relaxation of holographic superfluids after quenches, when the end state is either tuned to be exactly at the critical point, or very close to it. By solving the bulk equations of motion numerically, we demonstrate that…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…
We survey a number of moment hierarchies and test their performances in computing one-dimensional shock structures. It is found that for high Mach numbers, the moment hierarchies are either computationally expensive or hard to converge,…
This paper is concerned with the inelastic Boltzmann equation without angular cutoff. We work in the spatially homogeneous case. We establish the global-in-time existence of measure-valued solutions under the generic hard potential…
We calculate the electromagnetic and axial nuclear moments of the deuteron and triton as a function of their radius using a relativistic two-nucleon and three-nucleon model formulated on the light-cone. The results also provide an estimate…
The paper contains a description of a first attempt to understand the extremely inelastic high energy hadron collisions, when the multiplicity of produced hadrons considerably exceeds its mean value. Problems with existing model predictions…
Drift analysis is a powerful tool for analyzing the time complexity of evolutionary algorithms. However, it requires manual construction of drift functions to bound hitting time for each specific algorithm and problem. To address this…
Rough volatility models have gained considerable interest in the quantitative finance community in recent years. In this paradigm, the volatility of the asset price is driven by a fractional Brownian motion with a small value for the Hurst…
We compute the quantum tunneling rate of dilute axion stars close to the maximum mass [P.H. Chavanis, Phys. Rev. D {\bf 84}, 043531 (2011)] using the theory of instantons. We confirm that the lifetime of metastable states is extremely long,…
We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +\sigma(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a…
We prove that the fourth moment of holomorphic Hecke cusp forms is bounded provided that the Riemann Hypothesis holds for an appropriate degree 8 L-function. We accomplish this using Watson's formula, which translates the question in hand…
Let $\mu$ be a centered log-concave probability measure on ${\mathbb R}^n$ and let $\Lambda_{\mu}^{\ast}$ denote the Cram\'{e}r transform of $\mu$, i.e. $\Lambda_{\mu}^{\ast}(x)=\sup\{\langle…
In this paper, we present a technically simple method to establish upper bounds on the expected injective norm of real and complex random tensors. Our approach is somewhat analogous to the moment method in random matrix theory, and is based…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We compute a lower bound for the scalar curvature of a gradient Einstein soliton under a certain assumption on its potential function. We establish an asymptotic behavior of the potential function on a noncompact gradient shrinking Einstein…
We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…
We prove finite time blowup of the Burgers-Hilbert equation. We construct smooth initial data with finite $H^5$-norm such that the $L^\infty$-norm of the spacial derivative of the solution blows up. The blowup is an asymptotic self-similar…
Critical exponents have been obtained for a 3D spin particle system. Clusters are formed and system reaches a critical behavior when fragment size distribution follows a power law, as predicted by Fisher Liquid Droplet Model. Also,…
Tensor network methods have demonstrated their suitability for the study of equilibrium properties of lattice gauge theories, even close to the continuum limit. We use them in an out-of-equilibrium scenario, much less explored so far, by…
Moment dynamics in stochastic chemical kinetics often involve an infinite chain of coupled equations, where lower-order moments depend on higher-order ones, making them analytically intractable. Moment bounding via semidefinite programming…