Related papers: Fast Goodstein Walks
We consider a unique continuation problem where the Dirichlet trace of the solution is known to have finite dimension. We prove Lipschitz stability of the unique continuation problem and design a finite element method that exploits the…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often…
The main results in this note concern the characterization of the length of continua 1 (Theorems 2.5) and the parametrization of continua with finite length (Theorem 4.4). Using these results we give two independent and relatively…
The limited distinctness of physical systems is roughly expressed by uncertainty relations. Here we show distinctness is a finite resource we can exactly count to define basic physical quantities, limits to the resolution of space and time,…
Here we present a Bayesian formalism for the goodness-of-fit that is the evidence for a fixed functional form over the evidence for all functions that are a general perturbation about this form. This is done under the assumption that the…
We show that any cadlag predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated `from below' by predictable stopping times which take…
This note presents a proof that the non-tangential maximal function of the Ornstein-Uhlenbeck semigroup is bounded almost surely by the Gaussian Hardy-Littlewood maximal function. In particular this entails improvement on a result by Pineda…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
Studying Fermat sequence we can simply find infinitely many other rapidly growing sequences of similar properties. On the other hand this approach allows us simple construction of such sequences.
In this paper, we study the random walk on a supercritical branching process with an uncountable and unbounded set of types supported on the $d$-regular tree $\mathbb{T}_d$ ($d\geq 3$), namely the cluster $\mathcal{C}_\circ^h$ of the root…
We study two equivalent characterizations of the strong Feller property for a Markov process and of the associated sub-Markovian semigroup. One is described in terms of locally uniform absolute continuity, whereas the other uses local…
We discuss walking behavior in gauge theories and weak first-order phase transitions in statistical physics. Despite appearing in very different systems (QCD below the conformal window, the Potts model, deconfined criticality) these two…
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any…
In this paper, we study complex valued branching Brownian motion in the so-called glassy phase, or also called phase II. In this context, we prove a limit theorem for the complex partition function hence confirming a conjecture formulated…
Gotzmann's Persistence states that the growth of an arbitrary ideal can be controlled by comparing it to the growth of the lexicographic ideal. This is used, for instance, in finding equations which cut out the Hilbert scheme (of subschemes…
We continue the development of the theory of higher dimensional walks on ordinals began recently by Bergfalk. In particular we identify natural coherence conditions on higher dimensional $C$-sequences that entail coherence of the resultant…
We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…
We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range…
For many years, I have been interested in introducing students to the development of complex systems by means of modelling and refinement. To this end, I did not find anything better than presenting many examples of system developments.…