Related papers: Nonlinear effects within invariance principles
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
The equilibrium distribution function determines macroscopic observables in statistical physics. While conventional methods correct equilibrium distributions in weakly nonlinear or near-integrable systems, they fail in strongly nonlinear…
Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…
In the comparison of nonholonomic mechanics and constrained variational mechanics, invariant affine subbundles arise in the determination of the initial conditions where the two methods yield the same trajectories. Motivated by this,…
We obtain rates of convergence in the weak invariance principle (functional central limit theorem) for $\R^d$-valued H\"older observables of nonuniformly hyperbolic maps. In particular, for maps modelled by a Young tower with…
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…
Strong anomalous diffusion, where $\langle |x(t)|^q \rangle \sim t^{q \nu(q)}$ with a nonlinear spectrum $\nu(q) \neq \mbox{const}$, is wide spread and has been found in various nonlinear dynamical systems and experiments on active…
We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…
Someone knowledgeable in nonstandard analysis may get the feeling that in the nonlinear theory of generalized functions, too often one works directly on the nets and spends effort to obtain results that should be clear from general…
Using rough path techniques, we provide a priori estimates for the output of Deep Residual Neural Networks in terms of both the input data and the (trained) network weights. As trained network weights are typically very rough when seen as…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…
Starting from relativistic quantum field theories, describing interacting nucleons and pions coupled to the dynamical electromagnetic field, the pion degrees of freedom are eliminated by means of functional integration. Apart from taking…
Generally, natural scientific problems are so complicated that one has to establish some effective perturbation or nonperturbation theories with respect to some associated ideal models. In this Letter, a new theory that combines…
This monograph introduces the basic concepts of the theory of causal fermion systems, a recent approach to the description of fundamental physics. The theory yields quantum mechanics, general relativity and quantum field theory as limiting…
Hamiltonian systems with functionally dependent constraints (irregular systems), for which the standard Dirac procedure is not directly applicable, are discussed. They are classified according to their behavior in the vicinity of the…
In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which will be essential for obtaining maximal inequalities and…
For thermal equilibrium systems it is shown, how the Kubo-Martin-Schwinger boundary condition may be used to factorize the generating functional of Green functions at least on the level of the full two-point function. Genuine…
In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…
We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…