Related papers: Lower bound for large transversal fluctuations in …
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…
Random walk on discrete lattice models is important to understand various types of transport processes. The extreme events, defined as exceedences of the flux of walkers above a prescribed threshold, have been studied recently in the…
We use a new eigenvalue concentration bound for the fluctuation of the sample mean of the random extternal potential in the multi-particle Anderson model and prove the spectral exponential and the strong dynamical localization. The results…
We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…
We carry out an exact analysis of the average frequency $\nu_{\alpha x_i}^+$ in the direction $x_i$ of positive-slope crossing of a given level $\alpha$ such that, $h({\bf x},t)-\bar{h}=\alpha$, of growing surfaces in spatial dimension $d$.…
A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring distribution $Y$, there exists a random variable $X$…
We prove a new sample complexity result for divergence regularized optimal transport. Our bound holds for probability measures on~$\mathbb{R}^d$ with exponential tail decay and for radial cost functions that satisfy a local Lipschitz…
We consider the scaling limits for a one-dimensional random growth model, the weakly asymmetric single step Solid-on-Solid process. We show that the fluctuation field, if considered in an appropriate (long) space-time scale, solves the…
We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…
We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…
We derive a universal bound on the large-deviation functions of particle currents in coherent conductors. This bound depends only on the mean value of the relevant current and the total rate of entropy production required to maintain a…
We develop a general method to bound the spreading of an entire wavepacket under Schr\"odinger dynamics from above. This method derives upper bounds on time-averaged moments of the position operator from lower bounds on norms of transfer…
We consider the effect of potential disorder on magnetic properties of a two-dimensional metallic system (with conductance $g\gg 1$) when interaction in the triplet channel is so strong that the system is close to the threshold of the…
We provide a proof of a recently conjectured universal bound on current fluctuations in Markovian processes. This bound establishes a link between the fluctuations of an individual observable current, the cycle affinities driving the system…
We determine the exact short-time distribution $-\ln \mathcal{P}_{\text{f}}\left(H,t\right)= S_{\text{f}} \left(H\right)/\sqrt{t}$ of the one-point height $H=h(x=0,t)$ of an evolving 1+1 Kardar-Parisi-Zhang (KPZ) interface for flat initial…
In this paper, we obtain a $p$-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some special cases. A crucial ingredient of the proof is a novel decoupling inequality, which may be of…
This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…
We apply a numerical minimum action method derived from the Wentzell-Freidlin theory of large deviations to the Kardar-Parisi-Zhang equation for a growing interface. In one dimension we find that the switching scenario is determined by the…