Related papers: Probabilistic pointwise convergence problem of som…

We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…

We consider the Riemannian random wave model of Gaussian linear combinations of Laplace eigenfunctions on a general compact Riemannian manifold. With probability one with respect to the Gaussian coefficients, we establish that, both for…

We investigate the asymptotic behavior of solutions to a class of weighted quasilinear elliptic equations which arise from the Euler--Lagrange equation associated with the Caffarelli--Kohn--Nirenberg inequality. We obtain sharp pointwise…

Consideration is given to the KdV equation as an approximate model for long waves of small amplitude at the free surface of an inviscid fluid. It is shown that there is an approximate momentum density associated to the KdV equation, and the…

This paper studies the quintic nonlinear Schr\"odinger equation on $\mathbb{R}^d$ with randomized initial data below the critical regularity $H^{\frac{d-1}{2}}$. The main result is a proof of almost sure local well-posedness given a Wiener…

We consider the non-parametric maximum likelihood estimation in the class of Polya frequency functions of order two, viz. the densities with a concave logarithm. This is a subclass of unimodal densities and fairly rich in general. The NPMLE…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

In this article, we first prove that for general dispersive equations on Riemannian symmetric spaces of compact type $\mathbb{X}=U/K$, of rank $1$ and $2$, the Sobolev regularity threshold $\alpha >1/2$ for the initial data, is sufficient…

A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…

We study the cubic defocusing nonlinear Schr\"odinger equation on $\mathbb{R}^4$ with supercritical initial data. For randomized initial data in $H^s(\mathbb{R}^4)$, we prove almost sure local wellposedness for $\frac{1}{7} < s < 1$ and…

We extend the convergence method introduced in our works [8]-[10] for almost sure global well-posedness of Gibbs measure evolutions of the nonlinear Schr\"odinger (NLS) and nonlinear wave (NLW) equations on the unit ball in R^d to the case…

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…

The band structure of the Lam\'e equation, viewed as a one-dimensional Schr\"odinger equation with a periodic potential, is studied. At integer values of the degree parameter l, the dispersion relation is reduced to the l=1 dispersion…

We develop a theory of multidimensional randomization in Lebesgue spaces $L^p$ with the aid of Kahane-Khintchine-Marcus-Pisier inequalities. More precisely, we obtain a result in the spirit of Maurey-Pisier's theorem which involves random…

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of…

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

We consider the Cauchy problem of the cubic nonlinear Schr\"odinger equation (NLS) on $\mathbb R^d$, $d \geq 3$, with random initial data and prove almost sure well-posedness results below the scaling critical regularity $s_\text{crit} =…