Related papers: Constructing exchangeable pairs by diffusion on ma…
We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…
Richardson's theory of turbulent particle pair diffusion [Richardson, L. F. Proc. Roy. Soc. Lond. A 100, 709--737, 1926], based upon observational data, is equivalent to a locality hypothesis in which the turbulent pair diffusivity $(K)$…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein…
In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…
In this article we consider the multi-layer shallow water system for the propagation of gravity waves in density-stratified flows, with additional terms introduced by the oceanographers Gent and McWilliams in order to take into account…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…
Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
In this paper, we are interested in a general equation that has finite speed of propagation compatible with Einstein's theory of special relativity. This equation without external force fields has been derived recently by means of optimal…
We study whether fine discretization (i.e., terracing) of continuous pair interactions, when used in combination with first-order mean-spherical approximation theory, can lead to a simple and general analytical strategy for predicting the…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We study the continuous limit of a multibox Erhenfest urn model proposed before by the authors. The evolution of the resulting continuous system is governed by a differential equation, which describes a diffusion process on a circle with a…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and…
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
We considered the Ising 1D chain in an external magnetic field taking into account the nearest and next-nearest neighbor interactions. By the method of Kramers--Wannier transfer-matrix, the rigorous analytical expression for…