Related papers: Large Deviations of the $\Phi^4_3$ Measure via Sto…
We discuss a D-dimensional Euclidean scalar field interacting with a scale invariant quantized metric. We assume that the metric depends on d-dimensional coordinates where d<D. We show that the interacting quantum fields have more regular…
This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…
Since the early 1900s, numerous research efforts have been devoted to developing quantitative solutions to stochastic mechanical systems. In general, the problem is perceived as solved when a complete or partial probabilistic description on…
We investigate the connections between the mean pathwise regularity of stochastic processes and their L^r(P)-functional quantization rates as random variables taking values in some L^p([0,T],dt)-spaces (0 < p <= r). Our main tool is the…
We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
We apply an orthogonalization procedure on the effective field theory of large scale structure (EFT of LSS) shapes, relevant for the angle-averaged bispectrum and non-Gaussian covariance of the matter power spectrum at one loop. Assuming…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
We present a novel framework for the study of a large class of non-linear stochastic PDEs, which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
Local Differential Privacy (LDP) has become the de facto standard for privacy-preserving data collection in large-scale systems, in particular for the purpose of estimating frequencies. However, the current research landscape lacks a…
$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…
Quantum dynamics of the collective mode and individual particles on a ring is studied as the simplest model of projective quantum measurement. In this model, the collective mode measures an individual single quantum system. The heart of the…
In stochastic quantization, ordinary 4-dimensional Euclidean quantum field theory is expressed as a functional integral over fields in 5 dimensions with a fictitious 5th time. This is advantageous, in particular for gauge theories, because…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…
The main goal of this thesis is to quantize the Einstein-Hilbert action extended by the quadratic curvature terms within the canonical quantization approach, thus formulating quantum geometrodynamics of the higher derivative theories. The…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…
In this article we establish a large deviation principle for the family {\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack 0,1]} is a…
This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…