Related papers: Heat content for Gaussian processes: small-time as…
Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…
In this work, we derive a new sharp asymptotic equivalent in the small temperature regime $h\to 0$ for the mean exit time from a bounded domain for the non-reversible process $dX\_t=b(X\_t)dt + \sqrt h \, dB\_t$ under a generic orthogonal…
The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…
In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied areas. We consider the random initial conditions given by…
We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
Gaussian processes are widely employed as versatile modelling and predictive tools in spatial statistics, functional data analysis, computer modelling and diverse applications of machine learning. They have been widely studied over…
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…
We provide the asymptotic minimax detection boundary for a bump, i.e. an abrupt change, in the mean function of a stationary Gaussian process. This will be characterized in terms of the asymptotic behavior of the bump length and height as…
The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…
We consider data-adaptive wavelet estimation of a trend function in a time series model with strongly dependent Gaussian residuals. Asymptotic expressions for the optimal mean integrated squared error and corresponding optimal smoothing and…
We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…
We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…
In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…
The spectral heat content is investigated for time-changed killed Brownian motions on C1,1 open sets, where the time change is given by either a subordinator or an inverse subordinator, with the underlying Laplace exponent being regularly…
This article is dedicated to insensitization issues of a quadratic functional involving the solution of the linear heat equation with respect to domains variations. This work can be seen as a continuation of [P. Lissy, Y. Privat, and Y.…
The study of thermal operations allows one to investigate the ultimate possibilities of quantum states and of nanoscale thermal machines. Whilst fairly general, these results typically do not apply to continuous variable systems and do not…
Non-Gaussian observations such as binary responses are common in some computer experiments. Motivated by the analysis of a class of cell adhesion experiments, we introduce a generalized Gaussian process model for binary responses, which…