Related papers: Gaussian structure in coalescing stochastic flows
We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…
We introduce a flow of $G_2$-structures defining the same underlying Riemannian metric, whose stationary points are those structures with divergence-free torsion. We show short-time existence and uniqueness of the solution.
The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…
Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…
Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…
Oriented loops on an orientable surface are, up to equivalence by free homotopy, in one-to-one correspondence with the conjugacy classes of the surface's fundamental group. These conjugacy classes can be expressed (not uniquely in the case…
The intent of this paper is to describe the large scale asymptotic geometry of iteration stable (STIT) tessellations in $\mathbb{R}^d$, which form a rather new, rich and flexible class of random tessellations considered in stochastic…
In this paper we first obtain the existence of smooth solutions to Orlicz-Aleksandrov problem via a Gauss-like curvature flow.
Given a smooth compact surface without focal points and of higher genus, it is shown that its geodesic flow is semi-conjugate to a continuous expansive flow with a local product structure such that the semi-conjugation preserves…
We extend the arguments of Tosatti-Zhang to reduce a well-known conjecture concerning the structure of the Gromov-Hausdorff limit in both the setting of degenerating Calabi-Yau manifolds and the K\"ahler-Ricci flow to a certain partial…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…
We consider equations describing a barotropic inviscid flow in a channel with topography effects and beta-plane approximation of Coriolis force, in which a large-scale mean flow interacts with smaller scales. Gibbsian measures associated to…
An invariant measure for a flow is, of course, an invariant measure for any of its time-t maps. But the converse is far from being true. Hence, one may naturally ask: What is the obstruction for an invariant measure for the time-one map to…
The empirical measure flow of a McKean-Vlasov $n$-particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stability result for the sequence of martingale problems: all…
We study invariance principles and convergence to a Gaussian limit for stochastic series of the form $S(c,Z)=\sum_{m=1}^{\infty }\sum_{\alpha _{1}<...<\alpha _{m}}c(\alpha _{1},...,\alpha _{m})\prod_{i=1}^{m}Z_{\alpha _{i}}$ where $Z_{k}$,…
We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…
We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the existence and characterisation of possibly multiple limit…
We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…
Under certain assumptions on CAT(0) spaces, we show that the geodesic flow is topologically mixing. In particular, the Bowen-Margulis' measure finiteness assumption used in recent work of Ricks is removed. We also construct examples of…