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We calculate the diffusion coefficient of an active tracer in a schematic crowded environment, represented as a lattice gas of passive particles with hardcore interactions. Starting from the master equation of the problem, we put forward a…
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…
Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…
Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…
We study infinite-horizon asymptotic average optimality for parallel server network with multiple classes of jobs and multiple server pools in the Halfin-Whitt regime. Three control formulations are considered: 1) minimizing the queueing…
We obtain sharp bounds for the modulus of continuity of the uncentered maximal function in terms of the modulus of continuity of the given function, via integral formulas. Some of the results deduced from these formulas are the following:…
Recently, many studies have shed light on the high adaptivity of deep neural network methods in nonparametric regression models, and their superior performance has been established for various function classes. Motivated by this…
We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…
For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
Recently, in [Preprint (2006)], we extended the concept of intrinsic ultracontractivity to nonsymmetric semigroups. In this paper, we study the intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and…
We present a barrier potential with bound states that is exactly solvable and determine the eigenfunctions and eigenvalues of the Hamiltonian. The equilibrium density matrix of a particle moving at temperature T in this nonlinear barrier…
We study the spectral behavior of higher order elliptic operators upon domain perturbation. We prove general spectral stability results for Dirichlet, Neumann and intermediate boundary conditions. Moreover, we consider the case of the…
We statistically analyze empirical plug-in estimators for unbalanced optimal transport (UOT) formalisms, focusing on the Kantorovich-Rubinstein distance, between general intensity measures based on observations from spatio-temporal point…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
We prove estimates for the variation of the eigenvalues of uniformly elliptic operators with homogeneous Dirichlet or Neumann boundary conditions upon variation of the open set on which an operator is defined. We consider operators of…
This paper investigates a financial market where returns depend on an unobservable Gaussian drift process. While the observation of returns yields information about the underlying drift, we also incorporate discrete-time expert opinions as…
Obtaining initial conditions and parameterizations leading to a model consistent with available measurements or safety specifications is important for many applications. Examples include model (in-)validation, prediction, fault diagnosis,…