Related papers: On Log-Concave-Tailed Chaoses and the Restricted I…

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

It is well known that if a random vector satisfies a log-Sobolev inequality, all of its marginals have subgaussian tails. In the spirit of the KLS conjecture, we investigate whether this implication can be reversed under a log-concavity…

We consider the random walk on a simple point process on $\Bbb{R}^d$, $d\geq2$, whose jump rates decay exponentially in the $\alpha$-power of jump length. The case $\alpha =1$ corresponds to the phonon-induced variable-range hopping in…

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

We derive new Hanson-Wright-type inequalities tailored to the quadratic forms of random vectors with sparse independent components. Specifically, we consider cases where the components of the random vector are sparse $\alpha$-subexponential…

We consider the eigenvalue problem for the {\it fractional $p-$Laplacian} in an open bounded, possibly disconnected set $\Omega \subset \mathbb{R}^n$, under homogeneous Dirichlet boundary conditions. After discussing some regularity issues…

We establish a reversal of Lyapunov's inequality for monotone log-concave sequences, settling a conjecture of Havrilla-Tkocz and Melbourne-Tkocz. A strengthened version of the same conjecture is disproved through counter example. We also…

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

Quantum chaos cannot develop faster than $\lambda \leq 2 \pi/(\hbar \beta)$ for systems in thermal equilibrium [Maldacena, Shenker & Stanford, JHEP (2016)]. This `MSS bound' on the Lyapunov exponent $\lambda$ is set by the width of the…

In this paper the chaos control in the discrete logistic map of fractional order is obtained with an impulsive control algorithm. The underlying discrete initial value problem of fractional order is considered in terms of Caputo delta…

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

We propose a new simple three-dimensional continuous autonomous model with two nonlinear terms and observe the dynamical behavior with respect to system parameters. This system changes the stability of fixed point via Hopf bifurcation and…

We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the…

We consider the Constrained-degree percolation model in random environment on the square lattice. In this model, each vertex $v$ has an independent random constraint ${\kappa}_v$ which takes the value $j\in \{0,1,2,3\}$ with probability…

We introduce new probabilistic arguments to derive optimal-order central moment bounds in planar directed last-passage percolation. Our technique is based on couplings with the increment-stationary variants of the model, and is presented in…