Related papers: Precise deviations for disk counting statistics of…
We study deviation probabilities for the number of high positioned particles in branching Brownian motion, and confirm a conjecture of Derrida and Shi (2016). We also solve the corresponding problem for the two-dimensional discrete Gaussian…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
Using the theory of generalized hydrodynamics (GHD), we derive exact Euler-scale dynamical two-point correlation functions of conserved densities and currents in inhomogeneous, non-stationary states of many-body integrable systems with weak…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…
We discuss efficient algorithms for the accurate forward and reverse evaluation of the discrete Fourier-Bessel transform (dFBT) as numerical tools to assist in the 2D polar convolution of two radially symmetric functions, relevant, e.g., to…
To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Mat\'ern kernel with respect to the smoothness parameter. This problem is of high interest in Gaussian processes modelling due to…
We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…
We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…
Galton boards are models of deterministic diffusion in a uniform external field, akin to driven periodic Lorentz gases, here considered in the absence of dissipation mechanism. Assuming a cylindrical geometry with axis along the direction…
[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
We introduce a method based on Gaussian process regression to identify discrete variational principles from observed solutions of a field theory. The method is based on the data-based identification of a discrete Lagrangian density. It is a…
Instances of discrete quantum systems coupled to a continuum of oscillators are ubiquitous in physics. Often the continua are approximated by a discrete set of modes. We derive analytical error bounds on expectation values of system…
The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
We consider a two-dimensional point process whose points are separated into two disjoint components by a hard wall, and study the multivariate moment generating function of the corresponding disk counting statistics. We investigate the…
Stochastic point processes with Coulomb interactions arise in various natural examples of statistical mechanics, random matrices and optimization problems. Often such systems due to their natural repulsion exhibit remarkable hyperuniformity…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…