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Related papers: Nonlinear effects within invariance principles

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An extension of the stochastic quantization scheme is proposed by adding nonlinear terms to the field equations. Our modification is motivated by the recently established theory of active Brownian motion. We discuss a way of promoting this…

High Energy Physics - Theory · Physics 2008-11-26 Alexander Gluck , Helmuth Huffel

This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…

Probability · Mathematics 2026-01-09 Simmaco Di Lillo , Claudio Macci , Barbara Pacchiarotti

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Pricing of Securities · Quantitative Finance 2021-01-21 Fabio Bellini , Pablo Koch-Medina , Cosimo Munari , Gregor Svindland

This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the…

Probability · Mathematics 2020-02-04 Federico Camia , Yves Le Jan , Tulasi Ram Reddy

A novel technique to determine invariant curves in nonlinear beam dynamics based on the method of formal series has been developed. It is first shown how the solution of the Hamilton equations of motion describing nonlinear betatron…

Accelerator Physics · Physics 2024-11-25 Stephan I. Tzenov

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

Probability · Mathematics 2023-07-06 Valentina Cammarota , Domenico Marinucci , Michele Salvi , Stefano Vigogna

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

Mathematical Physics · Physics 2015-10-23 Richard Kleeman

We use a rough path-based approach to investigate the degeneracy problem in the context of pathwise control. We extend the framework developed in arXiv:1902.05434 to treat admissible controls from a suitable class of H\"older continuous…

Optimization and Control · Mathematics 2025-11-20 Andrea Iannucci , Dan Crisan , Thomas Cass

We develop Green's function formalism to describe continuous multi-layered quasi-one-dimensional setups described by piece-wise constant single-particle Hamiltonians. The Hamiltonians of the individual layers are assumed to be quadratic…

Mesoscale and Nanoscale Physics · Physics 2023-11-28 Kiryl Piasotski , Mikhail Pletyukhov , Alexander Shnirman

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…

Statistical Mechanics · Physics 2024-12-17 Juliana Caspers , Matthias Krüger

The calculation of work distributions in a quantum many-body system is of significant importance and also of formidable difficulty in the field of nonequilibrium quantum statistical mechanics. To solve this problem, inspired by…

Statistical Mechanics · Physics 2020-07-01 Zhaoyu Fei , H. T. Quan

Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…

Analysis of PDEs · Mathematics 2020-12-21 Aleksander Ćwiszewski , Grzegorz Gabor , Wojciech Kryszewski

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

Probability · Mathematics 2009-09-29 Serge Cohen , Renaud Marty

We present a multilane traffic model based on balance laws, where the nonlocal source term is used to describe the lane changing rate. The modelling framework includes the consideration of local and nonlocal flux functions. Based on a…

Numerical Analysis · Mathematics 2022-09-08 Jan Friedrich , Simone Göttlich , Elena Rossi

Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…

Probability · Mathematics 2026-02-20 Bastian Hilder , Patrick van Meurs , Upanshu Sharma

Quantum metric, a probe to spacetime of the Hilbert space, has been found measurable in the nonlinear electronic transport thus has attracted tremendous interest. However, without comparing with mechanisms tied to disorder, it is still…

Mesoscale and Nanoscale Physics · Physics 2025-03-25 Zhen-Hao Gong , Z. Z. Du , Hai-Peng Sun , Hai-Zhou Lu , X. C. Xie

Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…

Probability · Mathematics 2017-11-06 Kai Krokowski , Christoph Thaele

We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…

Probability · Mathematics 2026-04-28 Atef Lechiheb

Based on the classical traffic model by Greenberg, a linear differential equation, we analyze it by means of varying the critical velocity $v_o$ that appears in it as a parameter. In order to make such analysis we have obtained a solution…

Dynamical Systems · Mathematics 2017-12-06 Oscar A. Rosas-Jaimes , Luis A. Quezada-Téllez , Guillermo Fernández-Anaya

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Steeven Janny , Quentin Possamai , Laurent Bako , Madiha Nadri , Christian Wolf