Related papers: A sharp upper bound for the expected occupation de…
As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…
Discovery problems often require deciding whether additional sampling is needed to detect all categories whose prevalence exceeds a prespecified threshold. We study this question under a Bernoulli product (incidence) model, where categories…
We obtain exact results for the recently discovered finite-time thermodynamic uncertainty relation in a stochastically driven system with non-Gaussian work statistics, both in the steady state and transient regimes, by obtaining exact…
We consider eigenfunctions of a semiclassical Schr{\"o}dinger operator on an interval, with a single-well type potential and Dirichlet boundary conditions. We give upper/lower bounds on the L^2 density of the eigenfunctions that are uniform…
Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…
A study of the transport coefficients of a system of elastic hard disks, based on the use of Helfand-Einstein expressions is reported. The self-diffusion, the viscosity, and the heat conductivity are examined with averaging techniques…
From the observation of a diffusion path $(X_t)_{t\in [0,T]}$ on a compact connected $d$-dimensional manifold $\mathcal{M}$ without boundary, we consider the problem of estimating the stationary measure $\mu$ of the process. Wang and Zhu…
We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…
Viewing stochastic processes through the lens of occupation measures has proved to be a powerful angle of attack for the theoretical and computational analysis of stochastic optimal control problems. We present a simple modification of the…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…
In this paper we are interested on the well-posedness of Dirichlet problems associated to integro-differential elliptic operators of order $\alpha < 1$ in a bounded smooth domain $\Omega$ . The main difficulty arises because of losses of…
For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
The present paper establishes upper and lower bounds on the speed of approximation in a wide range of natural Diophantine approximation problems. The upper and lower bounds coincide in many cases, giving rise to optimal results in…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings,…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…