Related papers: Nonlinear semigroups and limit theorems for convex…
We present a Law of Large Numbers principle for uniformly continuous random quantum dynamical semigroups. Random iterates of independent copies of these semigroups are shown to be Chernoff equivalent to the quantum dynamical semigroup by…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
In this paper we apply known techniques from semigroup theory to the Schr\"odinger problem with initial conditions. To this end, we define the regularized Schr\"odinger semigroup acting on a space-time domain and show that it is strongly…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
This article deals with the study of a non-local one-dimensional quasilinear problem with continuous forcing. We use a time-reparameterization to obtain a semilinear problem and study a more general equation using semigroup theory. The…
We discuss a general framework of monotone skew-product semiflows under a connected group action. In a prior work, a compact connected group $G$-action has been considered on a strongly monotone skew-product semiflow. Here we relax the…
Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…
In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear $\alpha$-stable L\'{e}vy processes under sublinear…
It is folklore that a power bounded operator on a sequentially complete locally convex space generates a uniformly continuous $C_0$-semigroup which is given by the corresponding power series representation. Recently, Doma\'nski asked if in…
Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the tails of probability distributions. They are often used to bound the tail probabilities of sums of Poisson trials, or in regression to…
Our aim is to construct high order approximation schemes for general semigroups of linear operators $P_{t},t\geq 0$. In order to do it, we fix a time horizon $T $ and the discretization steps $h_{l}=\frac{T}{n^{l}},l\in \mathbb{N}$ and we…
We investigate a class of nonlocal conservation laws in several space dimensions, where the continuum average of weighted nonlocal interactions are considered over a finite horizon. We establish well-posedness for a broad class of flux…
Let $M$ be a complete connected Riemannian manifold with boundary $\partial M$, and let $P_t$ be the Neumann semigroup generated by $\frac{ 1}{ 2} L$ where $L=\Delta+Z$ for a $C^1$-vector field $Z$ on $M$. We establish Bismut type formulae…
In this paper, we consider continuous-time Markov chains with a finite state space under nonlinear expectations. We define so-called Q-operators as an extension of Q-matrices or rate matrices to a nonlinear setup, where the nonlinearity is…
Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…
The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…