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We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

Probability · Mathematics 2021-01-12 Wai-Tong Louis Fan

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

We study the behaviour of the Standard map critical function in a neighbourhood of a fixed resonance, that is the scaling law at the fixed resonance. We prove that for the fundamental resonance the scaling law is linear. We show numerical…

Chaotic Dynamics · Physics 2009-10-31 T. Carletti , J. Laskar

In this paper we study the exponential decay of posterior probability of a set of sources and conditioning by rare sources for both uniform and general prior distributions of sources. The decay rate is determined by $L$-divergence and rare…

Statistics Theory · Mathematics 2007-06-13 M. Grendar

Fawzi and Fawzi recently defined the sharp R\'enyi divergence, $D_\alpha^\#$, for $\alpha \in (1, \infty)$, as an additional quantum R\'enyi divergence with nice mathematical properties and applications in quantum channel discrimination and…

Quantum Physics · Physics 2021-10-12 Bjarne Bergh , Robert Salzmann , Nilanjana Datta

We consider transport properties of the chaotic (strange) attractor along unfolded trajectories of the dissipative standard map. It is shown that the diffusion process is normal except of the cases when a control parameter is close to some…

Chaotic Dynamics · Physics 2009-11-13 G. M. Zaslavsky , M. Edelman

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…

Statistics Theory · Mathematics 2017-11-07 Tony Cai , Xiao Han , Guangming Pan

This work deals with a class of one-dimensional measure-valued kinetic equations, which constitute extensions of the Kac caricature. It is known that if the initial datum belongs to the domain of normal attraction of an \alpha-stable law,…

Probability · Mathematics 2012-10-23 Federico Bassetti , Eleonora Perversi

Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…

Analysis of PDEs · Mathematics 2012-07-27 François Golse , Francesco Salvarani

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials…

Probability · Mathematics 2021-11-25 Jürgen Angst , Guillaume Poly

The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…

Statistics Theory · Mathematics 2026-02-23 Mingao Yuan , Md. Niamul Islam Sium

The rate of $B$-violation in the standard model at finite temperature is closely related to the diffusion rate $\Gamma$ of Chern-Simons number. We compute this rate for $m_H \approx m_W$ in the classical approximation in an effective…

High Energy Physics - Lattice · Physics 2007-05-23 Jan Smit , Wai Hung Tang

We prove limit theorems for small-scale pair dispersion in velocity fields with power-law spatial spectra and wave-number dependent correlation times. This result establishes rigorously a family of generalized Richardson's laws with a…

Mathematical Physics · Physics 2007-05-23 Albert C. Fannjiang

This paper is concerned with some nonlinear propagation phenomena for reaction-advection-diffusion equations with Kolmogrov-Petrovsky-Piskunov (KPP) type nonlinearities in general periodic domains or in infinite cylinders with oscillating…

Analysis of PDEs · Mathematics 2010-11-23 Mohammad El Smaily

We demonstrate that, together with the available experimental information, chiral symmetry determines the low energy behaviour of the $\pi\pi$ scattering amplitude to within very small uncertainties. In particular, the threshold parameters…

High Energy Physics - Phenomenology · Physics 2008-11-26 G. Colangelo , J. Gasser , H. Leutwyler

We present a dispersive analysis of the decay amplitude for $\eta'\to\eta\pi\pi$ that is based on the fundamental principles of analyticity and unitarity. In this framework, final-state interactions are fully taken into account. Our…

High Energy Physics - Phenomenology · Physics 2017-07-25 Tobias Isken , Bastian Kubis , Sebastian P. Schneider , Peter Stoffer

The standard map, paradigmatic conservative system in the $(x,p)$ phase space, has been recently shown to exhibit interesting statistical behaviors directly related to the value of the standard map parameter $K$. A detailed numerical…

Statistical Mechanics · Physics 2017-06-28 Guiomar Ruiz , Ugur Tirnakli , Ernesto P. Borges , Constantino Tsallis

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

Probability · Mathematics 2013-06-11 Michael Grabchak