Related papers: Stability of higher order eigenvalues in dimension…
We study stability of the sharp Poincar{\'e} constant of the invariant probability measure of a reversible diffusion process satisfying some natural conditions. The proof is based on the spectral interpretation of Poincar{\'e} inequalities…
This note is devoted to study the output stabilizability of a simplified and a one-dimensional diffusion equation. Necessary and sufficient conditions for the system to be output stabilizable will be given. These conditions are given in…
We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
We develop a stability index for the travelling waves of non-linear reaction diffusion equations using the geometric phase induced on the Hopf bundle $S^{2n-1} \subset \mathbb{C}^n$. This can be viewed as an alternative formulation of the…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…
We study stability of monostable waves for reaction-diffusion systems. When the solution is initially close to a fast wave profile in optimal topology, we prove convergence to a shifted profile. The proof relies on explicit resolvent…
The stability of Bernstein's characterization of Gaussian distributions is extended to vectors by utilizing characteristic functions. Stability is used to develop a soft doubling argument that establishes the optimality of Gaussian vectors…
Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible target distributions. We do so by using the generator approach…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
We study the dynamics of a quantum system having Hilbert space of finite dimension $d_{\mathrm{H}}$. Instabilities are possible provided that the master equation governing the system's dynamics contain nonlinear terms. Here we consider the…
We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…