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We extend the Erd\H os-R\' enyi law of large numbers to the averaging setup both in discrete and continuous time cases. We consider both stochastic processes and dynamical systems as fast motions whenever they are fast mixing and satisfy…

Probability · Mathematics 2016-08-08 Yuri Kifer

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

Machine Learning · Computer Science 2026-02-13 Sebastian Zeng , Andreas Petersson , Wolfgang Bock

Random monotone operators are stochastic versions of maximal monotone operators which play an important role in stochastic nonsmooth optimization. Several stochastic nonsmooth optimization algorithms have been shown to converge to a zero of…

Optimization and Control · Mathematics 2023-10-24 Adil Salim

In this article we study a relatively novel way of constructing chaotic sequences of probability measures supported on Kac's sphere, which are obtained as the law of a vector of $N$ i.i.d. variables after it is rescaled to have unit average…

Probability · Mathematics 2022-04-13 Roberto Cortez , Hagop Tossounian

Let X_1,X_2, . . . be a sequence of i.i.d. mean zero random variables and let S_n the sum of the first n random variables. We show that whenever lim sup_n |S_n|/c_n is finite with probability one and the normalizing sequence {c_n} is…

Probability · Mathematics 2007-05-23 Uwe Einmahl

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

Dynamical Systems · Mathematics 2024-11-20 Romain Aimino , Matthew Nicol , Andrew Török

We establish the following two main results on order types of points in general position in the plane (realizable simple planar order types, realizable uniform acyclic oriented matroids of rank $3$): (a) The number of extreme points in an…

Computational Geometry · Computer Science 2022-06-09 Xavier Goaoc , Emo Welzl

Limit theorems for the time average of some observation functions in an infinite measure dynamical system are studied. It is known that intermittent phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky reaction, are…

Statistical Mechanics · Physics 2010-05-14 Takuma Akimoto

Strassen's Positivstellensatz is a powerful but little known theorem on preordered commutative semirings satisfying a boundedness condition similar to Archimedeanicity. It characterizes the relaxed preorder induced by all monotone…

Algebraic Geometry · Mathematics 2021-02-03 Tobias Fritz

For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…

Probability · Mathematics 2021-09-07 Richard C. Bradley , Zbigniew J. Jurek

We establish an averaging principle for a structural multiscale stochastic nonlinear fractional Schr\"odinger system on the one-dimensional torus driven by a multiplicative Wiener noise. The slow component is governed by a fractional…

Analysis of PDEs · Mathematics 2026-05-13 Manil T. Mohan , Debopriya Mukherjee , Sandip Roy

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…

Dynamical Systems · Mathematics 2022-01-28 Tianyuan Xu , Lifeng Chen , Jifa Jiang

Recently it was demonstrated that the concept of a spectral singularity (SS) can be generalized to waves propagating in nonlinear media, like matter waves or electromagnetic waves in Kerr media. The corresponding solutions represent…

Pattern Formation and Solitons · Physics 2021-11-25 Dmitry A. Zezyulin , Vladimir V. Konotop

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

Let K/Q be a field extension of finite degree and let P(t) be a polynomial over Q that splits into linear factors over Q. We show that any smooth model of the affine variety defined by the equation N_{K/Q} (k) = P(t) satisfies the Hasse…

Number Theory · Mathematics 2016-09-08 Tim Browning , Lilian Matthiesen

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

Number Theory · Mathematics 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

Operator splitting methods combined with finite element spatial discretizations are studied for time-dependent nonlinear Schr\"odinger equations. In particular, the Schr\"odinger-Poisson equation under homogeneous Dirichlet boundary…

Numerical Analysis · Mathematics 2016-12-22 Winfried Auzinger , Thomas Kassebacher , Othmar Koch , Mechthild Thalhammer

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

Numerical Analysis · Mathematics 2013-12-02 Charles-Edouard Bréhier , Marie Kopec

We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…

Probability · Mathematics 2019-02-19 Xue-Mei Li