Related papers: Higher order approximations in arcsine laws for su…
We establish large deviation estimates related to the Dynkin--Lamperti theorem, which is a distributional limit theorem for the position of a subordinator immediately before it crosses a fixed level. Our approach relies on the theory of…
We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…
We present a high order scheme for approximating kinetic equations with stiff relaxation. The objective is to provide efficient methods for solving the underlying system of conservation laws. The construction is based on several…
Minkowski's First Theorem and Dirichlet's Approximation Theorem provide upper bounds on certain minima taken over lattice points contained in domains of Euclidean spaces. We study the distribution of such minima and show, under some…
We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…
The present paper establishes upper and lower bounds on the speed of approximation in a wide range of natural Diophantine approximation problems. The upper and lower bounds coincide in many cases, giving rise to optimal results in…
Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…
We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…
We propose a hierarchy for approximate inference based on the Dobrushin, Lanford, Ruelle (DLR) equations. This hierarchy includes existing algorithms, such as belief propagation, and also motivates novel algorithms such as factorized…
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fit testing and uncertainty quantification admit a…
In this work the standard kinetic theory assumption of instantaneous collisions is lifted. As a continuation of of a previous paper by Kanzler, Schmeiser, and Tora [KRM, 2024], a model for higher order non-instantaneous alignment collisions…
We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…
We study a fourth-order div problem and its approximation by the discontinuous Petrov-Galerkin method with optimal test functions. We present two variants, based on first and second-order systems. In both cases we prove well-posedness of…
We investigate a one-dimensional free fermion model with nearest and next-nearest neighbor hopping, evolving in imaginary time from a product state with N consecutive fermions, and conditioned to go back to the same state after a given…