Related papers: The multivariate functional de Jong CLT
In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…
We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…
Complete analytic solutions for the coherent coupler with arbitrary propagation constants and self- and cross-phase modulation coefficients are presented in terms of Weierstrass elliptic $\wp$, $\zeta$, and $\sigma$ functions, giving the…
Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the…
We consider Weierstra\ss\ and Takagi-van der Waerden functions with critical degree of roughness. In this case, the functions have vanishing $p^{\text{th}}$ variation for all $p>1$ but are also nowhere differentiable and hence not of…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
In a paper by Umarov, Tsallis and Steinberg (2008), a generalization of the Fourier transform, called the $q$-Fourier transform, was introduced and applied for the proof of a $q$-generalized central limit theorem ($q$-CLT). Subsequently,…
Benjamini, Yadin, and Yehudayoff (2007) showed that if the maximum degree of a graph $G$ is 'sub-logarithmic,' then the typical range of random $\mathbb Z$-homomorphisms is super-constant. Furthermore, they showed that there is a sharp…
Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of…
We give a necessary and sufficient condition for the existence of a local solution of the inverse problem of calculus of variations in terms of the identical vanishing of the variation of a functional on an extended space (with the number…
Recently von Delft (cond-mat/0510563v1)(JvD) has successfully re-derived our influence functional for interacting electrons and claimed that within our approach he was able to obtain the electron decoherence rate that vanishes at T=0. In…
In [9], the celebrated K{\L}-inequality has been extended from definable functions $f:\mathbb{R}^{n}\rightarrow\mathbb{R} $ to definable multivalued maps $S:\mathbb{R}\rightrightarrows\mathbb{R}^{n}$, by establishing that the co-derivative…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
We consider bifurcation of critical points from a trivial branch for families of functionals that are invariant under the orthogonal action of a compact Lie group. Based on a recent construction of an equivariant spectral flow by the…
For displacement convex functionals in the probability space equip\-ped with the Monge-Kantorovich metric we prove the equivalence between the gradient and functional type \L oja\-sie\-wicz inequalities. \chg{We also discuss the more…
We study the behavior of second-order degenerate elliptic systems in divergence form with random coefficients which are stationary and ergodic. Assuming moment bounds like Chiarini and Deuschel [Arxiv preprint 1410.4483, 2014] on the…
In this paper, we study the prototypical model of liquid-liquid phase separation, the Cahn-Hilliard functional, in a highly irregular setting. Specifically, we analyze potentials with low regularity vanishing on space-dependent wells. Under…
We consider characterisations of unitary dilations and approximations of irreversible classical dynamical systems on a Hilbert space. In the commutative case, building on the work in [9], one can express well known approximants (e.g. Hille-…
We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…
Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous…