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The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…

Probability · Mathematics 2023-09-18 Tianle Liu , Morgane Austern

The quantum relative entropy is a fundamental quantity in quantum information science, characterizing the distinguishability between two quantum states. However, this quantity is not additive in general for correlated quantum states,…

Quantum Physics · Physics 2025-06-05 Kun Fang , Hamza Fawzi , Omar Fawzi

Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…

Probability · Mathematics 2022-06-22 Tadas Temčinas , Vidit Nanda , Gesine Reinert

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

Probability · Mathematics 2010-06-08 Ivan Nourdin , Giovanni Peccati , Mark Podolskij

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

The multivariate normal density is a monotonic function of the distance to the mean, and its ellipsoidal shape is due to the underlying Euclidean metric. We suggest to replace this metric with a locally adaptive, smoothly changing…

Machine Learning · Statistics 2016-09-26 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

In this work, we investigate stochastic quasi-Newton methods for minimizing a finite sum of cost functions over a decentralized network. In Part I, we develop a general algorithmic framework that incorporates stochastic quasi-Newton…

Optimization and Control · Mathematics 2023-03-22 Jiaojiao Zhang , Huikang Liu , Anthony Man-Cho So , Qing Ling

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

We study proximal random reshuffling for minimizing the sum of locally Lipschitz functions and a proper lower semicontinuous convex function without assuming coercivity or the existence of limit points. The algorithmic guarantees pertaining…

Optimization and Control · Mathematics 2024-08-15 Cedric Josz , Lexiao Lai , Xiaopeng Li

In this work, we consider a fundamental task in quantum many-body physics - finding and learning ground states of quantum Hamiltonians and their properties. Recent works have studied the task of predicting the ground state expectation value…

Quantum Physics · Physics 2025-01-16 Štěpán Šmíd , Roberto Bondesan

Regularity theorems \`a la Avellaneda-Lin are an indispensable part of the modern quantitative theory of stochastic homogenization. While interior regularity results for random elliptic operators have been available for a while, on general…

Analysis of PDEs · Mathematics 2026-04-02 Peter Bella , Julian Fischer , Marc Josien , Claudia Raithel

We apply symbolic method to deduce functional equation which generating function of counting sequence of dependency trees must satisfy. Then we use Lagrange inversion theorem to obtain concrete expression of the counting sequence. We apply…

General Mathematics · Mathematics 2017-09-26 Zhujun Zhang

We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…

Optimization and Control · Mathematics 2026-05-11 Morenikeji Neri , Nicholas Pischke , Thomas Powell

In the framework of generalized finite element methods for elliptic equations with rough coefficients, efficiency and accuracy of the numerical method depend critically on the use of appropriate basis functions. This work explores several…

Optimization and Control · Mathematics 2018-12-20 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical…

Numerical Analysis · Mathematics 2022-02-21 Yanni Papandreou , Jon Cockayne , Mark Girolami , Andrew B. Duncan

Quantitative stochastic homogenization of linear elliptic operators is by now well-understood. In this contribution we move forward to the nonlinear setting of monotone operators with $p$-growth. This work is dedicated to a quantitative…

Analysis of PDEs · Mathematics 2023-08-02 Nicolas Clozeau , Antoine Gloria

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

The problem of obtaining a realistic, relativistic description of a quantum system is discussed in the context of a simple (light-cone) lattice field theory. A natural stochastic model is proposed which, although non-local, is relativistic…

High Energy Physics - Theory · Physics 2016-09-06 T. M. Samols
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