Related papers: Approximation to the stable law by Lindeberg princ…
In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…
In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear $\alpha$-stable L\'{e}vy processes under sublinear…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…
We establish the irreducibility of stochastic real Ginzburg-Landau equation with $\alpha$-stable noises by a maximal inequality and solving a control problem. As applications, we prove that the system converges to its equilibrium measure…
We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…
The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…
Using a new strategy, we extend the classical Nekhoroshev's estimates to the case of H\"older regular steep near-integrable hamiltonian systems, the stability times being polynomially long in the inverse of the size of the perturbation. We…
We discuss the classical problem of measuring the regularity of distribution of sets of $N$ points in $\mathbb{T}^d$. A recent line of investigation is to study the cost ($=$ mass $\times$ distance) necessary to move Dirac measures placed…
The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…
We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…
Stable distributions provide a flexible framework for modeling heavy-tailed and skewed data, with the stability index $\alpha$ quantifying tail heaviness. We propose a new semiparametric estimator for $\alpha$ that leverages the two-sum…
We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $\alpha$-stable process, where $\alpha\in(1,2)$. Using the technique of Poisson equation, the orders of strong…
Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…
We consider a space-homogeneous gas of {\it inelastic hard spheres}, with a {\it diffusive term} representing a random background forcing (in the framework of so-called {\em constant normal restitution coefficients} $\alpha \in [0,1]$ for…
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
We show that given $\alpha \in (0, 1)$ there is a constant $c=c(\alpha) > 0$ such that any planar $(\alpha, 2\alpha)$-Furstenberg set has Hausdorff dimension at least $2\alpha + c$. This improves several previous bounds, in particular…
We present stability estimates for the inverse source problem of the stochastic Helmholtz equation in two and three dimensions by either near-field or far-field data. The random source is assumed to be a microlocally isotropic generalized…
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…