Related papers: The strong data processing inequality under the he…
We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation--Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point…
We consider a shear flow of a scale invariant homogeneous Gaussian random velocity field which does not depend on coordinates in the direction of the flow. We investigate a heat advection coming from a Gaussian random homogeneous source. We…
For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…
Diffusion models have made rapid progress in generating high-quality samples across various domains. However, a theoretical understanding of the Lipschitz continuity and second momentum properties of the diffusion process is still lacking.…
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…
Let $\Pi$ be a translation invariant point process on the complex plane $\C$ and let $\D \subset \C$ be a bounded open set whose boundary has zero Lebesgue measure. We study the conditional distribution of the points of $\Pi$ inside $\D$…
This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…
The Mallows model on $S_n$ is a probability distribution on permutations, $q^{d(\pi,e)}/P_n(q)$, where $d(\pi,e)$ is the distance between $\pi$ and the identity element, relative to the Coxeter generators. Equivalently, it is the number of…
We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
In this paper we study the parabolic evolution equation $\partial_t u=(|Du|^{2}+2|\det Du|)^{-1} \Delta u$, where $u : M\times[0,\infty) \to N$ is an evolving map between compact flat surfaces. We use a tensor maximum principle for the…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…
Consider the wave equation with constant or variable coefficients in $\R^3$. The initial datum is a random function with a finite mean density of energy that also satisfies a Rosenblatt- or Ibragimov-Linnik-type mixing condition. The random…
We investigate the local energy flux rate $\Pi_\ell(\bf x)$ towards small scales in isotropic turbulent flows using direct numerical simulations and applying different low-pass filters. Two different filters are examined, a sharp Fourier…
The influence of a small relative density difference on the displacement of two miscible liquids is studied experimentally in transparent 2D networks of micro channels. Both stable displacements in which the denser fluid enters at the…
A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
Let $B_p^n$ be the unit ball of $\ell_p^n$, with $1\le p<2$. We study central densities of one-dimensional marginals of the uniform measure on $B_p^n$ and of its Gaussian heat-flow regularizations. The profile is standardized by multiplying…
We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and…