Related papers: Regularization along central convergence on second…
One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…
We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…
This paper presents new stability results for matrix Wiener--Hopf factorisation. The first part of the paper examines conditions for stability of Wiener-Hopf factorisation in Daniele--Khrapkov class. The second part of the paper concerns…
We consider the problem of recovering a linear combination of Dirac delta functions and derivatives from a finite number of Fourier samples corrupted by noise. This is a generalized version of the well-known spike recovery problem, which is…
By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals $F_n$ towards a centered Gaussian random vector $N$, with given…
The unconstrained minimization of a sufficiently smooth objective function $f(x)$ is considered, for which derivatives up to order $p$, $p\geq 2$, are assumed to be available. An adaptive regularization algorithm is proposed that uses…
In this paper, we describe an explicit extension formula in sensitivity analysis regarding the Malliavin weight for jump-diffusion mean-field stochastic differential equations whose local Lipschitz drift coefficients are influenced by the…
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
Let G be a locally compact Hausdorff group in which every element is of finite order, and let P(G) denote the class of all regular probability measures on G. In this note, it is observed that a characterization of algebraically regular…
Since the seminal work of Epstein and Glaser it is well established that perturbative renormalization of ultraviolet divergences in position space amounts to extension of distributions onto diagonals. For a general Feynman graph the…
We obtain the limiting distribution of the nodal area of random Gaussian Laplace eigenfunctions on $\mathbb{T}^3= \mathbb{R}^3/ \mathbb{Z}^3$ ($3$-dimensional 'arithmetic random waves'). We prove that, as the multiplicity of the eigenspace…
The analysis developed by L\"uscher and Schaefer of the Hybrid Monte Carlo (HMC) algorithm is extended to include Fourier acceleration. We show for the $\phi^4$ theory that Fourier acceleration substantially changes the structure of the…
In this paper we show that the continuous version of the self normalised process $Y_{n,p}(t)= S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p}$ where $S_n(t)=\sum_{i=1}^{[nt]} X_i$ and $V_{(n,p)}= \sum_{i=1}^{n}|X_i|^p)^{\frac{1}{p}}$ and $X_i$…
The Katz-Sarnak density conjecture states that, in the limit as the conductors tend to infinity, the behavior of normalized zeros near the central point of families of L-functions agree with the N -> oo scaling limits of eigenvalues near 1…
We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…
We prove the so-called inverse conjecture for the Gowers U^{s+1}-norm in the case s = 3 (the cases s < 3 being established in previous literature). That is, we establish that if f : [N] -> C is a function with |f(n)| <= 1 for all n and || f…
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have…
According to the Wiener-Hopf factorization, the characteristic function $\varphi$ of any probability distribution $\mu$ on $\mathbb{R}$ can be decomposed in a unique way as…
Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is Gaussian field on $\mathbb R^d$ (or an open subset of it) whose correlation function is of the form $ K(x,y)= \log…
We study the one-dimensional Schr\"odinger equation with a disordered potential of the form $V (x) = \phi(x)^2+\phi'(x) + \kappa(x) $ where $\phi(x)$ is a Gaussian white noise with mean $\mu g$ and variance $g$, and $\kappa(x)$ is a random…