Related papers: A universal robust limit theorem for nonlinear L\'…
We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability distribution $\nu = e^{-f}$ on $\mathbb{R}^n$. We prove a convergence guarantee in Kullback-Leibler (KL) divergence assuming $\nu$ satisfies a log-Sobolev…
A multi-type branching process is defined as a random tree with labeled vertices, where each vertex produces offspring independently according to the same multivariate probability distribution. We demonstrate that in realizations of the…
Let ${\varPi}_n$ be the set of convex polygonal lines $\varGamma$ with vertices on $\mathbb {Z}_+^2$ and fixed endpoints $0=(0,0)$ and $n=(n_1,n_2)$. We are concerned with the limit shape, as $n\to\infty$, of "typical" $\varGamma\in…
By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
In applications it is common that the exact form of a conditional expectation is unknown and having flexible functional forms can lead to improvements. Series method offers that by approximating the unknown function based on $k$ basis…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
The estimation law of unknown parameters vector ${\theta}$ is proposed for one class of nonlinearly parametrized regression equations $y\left( t \right) = \Omega \left( t \right)\Theta \left( \theta \right)$. We restrict our attention to…
Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…
We consider the $1d$ cubic nonlinear Schr\"odinger equation with a large external potential $V$ with no bound states. We prove global regularity and quantitative bounds for small solutions under mild assumptions on $V$. In particular, we do…
We report a new result concerning the dynamics of an initially localized wave packet in quantum nonlinear Schr\"odinger lattices with a disordered potential. A class of nonlinear lattices with subquadratic power nonlinearity is considered.…
Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…
We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
We study the asymptotic distribution of the output of a stable Linear Time-Invariant (LTI) system driven by a non-Gaussian stochastic input. Motivated by longstanding heuristics in the stochastic describing function method, we rigorously…