Related papers: Large fluctuations in NSPT computations: a lesson …
Small-scale effects of turbulent mixing are numerically investigated by applying the map-based, stochastic, one-dimensional turbulence (ODT) model to confined planar jets. The model validation is carried out for the momentum transport by…
We consider the dynamical system consisting of a quantum degree of freedom $A$ interacting with $N$ quantum oscillators described by the Lagrangian \bq L = {1\over 2}\dot{A}^2 + \sum_{i=1}^{N} \left\{{1\over 2}\dot{x}_i^2 - {1\over 2}( m^2…
In modern deep learning, there is a recent and growing literature on the interplay between large-width asymptotic properties of deep Gaussian neural networks (NNs), i.e. deep NNs with Gaussian-distributed weights, and Gaussian stochastic…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…
Motivated by estimating the lead-lag relationships in high-frequency financial data, we propose noisy bivariate Neyman-Scott point processes with gamma kernels (NBNSP-G). NBNSP-G tolerates noises that are not necessarily Poissonian and has…
In this paper, we investigate the limiting behavior of a continuous-time counterpart of the Stochastic Gradient Descent (SGD) algorithm applied to two-layer overparameterized neural networks, as the number or neurons (ie, the size of the…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
An ensemble of pulse-coupled phase-oscillators is thoroughly analysed in the presence of a mean-field coupling and a dispersion of their natural frequencies. In spite of the analogies with the Kuramoto setup, a much richer scenario is…
Assuming frictionless trading, classical stochastic portfolio theory (SPT) provides relative arbitrage strategies. However, the costs associated with real-world execution are state-dependent, volatile, and under increasing stress during…
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
-The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms. The work in this paper remedy this…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We consider an O(N) model coupled self-consistently to gravity in the semiclassical approximation, where the field is subject to `new inflation' type initial conditions. We study the dynamics self-consistently and non-perturbatively with…
An optimized perturbation theory (OPT) at finite temperature T, which resums higher order terms in the naive perturbation, is developed in O(N) phi^4 theory. It is proved that (i) the renormalization of the ultra-violet divergences can be…
We study the O(2N) model at criticality in three dimensions in the double scaling limit of large N and large charge. We show that the large-charge expansion is an asymptotic series, and we use resurgence techniques to study the…
We study the point process $W$ in $\mathbb{R}^d$ obtained by adding an independent Gaussian vector to each point in $\mathbb{Z}^d$. Our main concern is the asymptotic size of fluctuations of the linear statistics in the large volume limit,…
We develop a multi-reference perturbation theory for electronic structure calculations based on symmetries of the Hamiltonian. The reference Hamiltonian in the symmetry-based perturbation theory (SBPT) is chosen such that it possesses more…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
The local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are…
Imperfections and uncertainties in forecast models are often represented in ensemble prediction systems by stochastic perturbations of model equations. In this article, we present a new technique to generate model perturbations. The…