Related papers: Stability of higher order eigenvalues in dimension…

We consider the problem of the exact computation of the marginal eigenvalue distributions in the Laguerre and Jacobi $\beta$ ensembles. In the case $\beta=1$ this is a question of long standing in the mathematical statistics literature. A…

In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space $\mathbb{R}_{\geqslant0}^{m}\times\mathbb{R}^{n}$, where $m,\thinspace…

It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…

Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…

We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…

This paper is concerned with the study, by computational means, of the generation and stability of solitary-wave solutions of generalized versions of the Benjamin equation. The numerical generation of the solitary-wave profiles is…

This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…

We use Renormalization Group ideas to study stability of moving fronts in the Ginzburg-Landau equation in one spatial dimension. In particular, we prove stability of the real fronts under complex perturbations. This extends the results of…

Let $n \in \mathbb N$, let $\zeta_{n,1},...,\zeta_{n,n}$ be a sequence of independent random variables with $\mathbb E \zeta_{n,i}=0$ and $\mathbb E |\zeta_{n,i}|<\infty$ for each $i$, and let $\mu$ be an $\alpha$-stable distribution having…

We study stability of the sharp spectral gap bounds for metric-measure spaces satisfying a curvature bound. Our main result, new even in the smooth setting, is a sharp quantitative estimate showing that if the spectral gap of an RCD$(N-1,…

Uncertainty principles for generating systems $\{e_n\}_{n=1}^{\infty} \subset \ltwo$ are proven and quantify the interplay between $\ell^r(\N)$ coefficient stability properties and time-frequency localization with respect to $|t|^p$ power…

A method is proposed for the calculation of diffusion constants for one-dimensional maps exhibiting deterministic diffusion. The procedure is based on harmonic inversion and uses a known relation between the diffusion constant and the…

We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…

We derive a uniqueness and stability principle for surface diffusion before the onset of singularities. The perturbations, however, are allowed to undergo topological changes. The main ingredient is a relative energy inequality, which in…

The main subject of this paper is a computer assisted stability proof for a stationary solution of reaction diffusion equations in one dimensional space. We use Nakao's numerical verification method to enclose a stationary solution of…

We expose some selected topics concerning the instability of the action variables in a priori unstable Hamiltonian systems, and outline a new strategy that may allow to apply these methods to a priori stable systems.

We investigate the joint distribution and the multivariate survival functions for the maxima of an Ornstein-Uhlenbeck (OU) process in consecutive time-intervals. A PDE method, alongside an eigenfunction expansion, is adopted with which we…

Inverse transport theory concerns the reconstruction of the absorption and scattering coefficients in a transport equation from knowledge of the albedo operator, which models all possible boundary measurements. Uniqueness and stability…

For a two by two reaction-diffusion system on a bounded domain we give a simultaneous stability result for one coefficient and for the initial conditions. The key ingredient is a global Carleman-type estimate with a single observation…

Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…