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The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof strategy of Nickl and Wang (2022), but using only local…

Statistics Theory · Mathematics 2025-07-24 Randolf Altmeyer

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

Accurate approximations of the change of system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing…

Dynamical Systems · Mathematics 2021-09-29 Adam A. Sliwiak , Qiqi Wang

An explicit retrocausal model is used to analyze the general Wood-Spekkens argument [1] that any causal explanation of Bell-inequality violations must be unnaturally fine-tuned to avoid signaling. The no-signaling aspects of the model turn…

Quantum Physics · Physics 2019-06-17 D. Almada , K. Ch'ng , S. Kintner , B. Morrison , K. B. Wharton

We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…

Mathematical Finance · Quantitative Finance 2014-09-08 Anja Richter , Josef Teichmann

We investigate a spatially discrete surrogate model for the dynamics of a slender, elastic, inextensible fiber in turbulent flows. Deduced from a continuous space-time beam model for which no solution theory is available, it consists of a…

Probability · Mathematics 2017-04-28 Felix Lindner , Nicole Marheineke , Holger Stroot , Alexander Vibe , Raimund Wegener

In this work, we discuss how the linear and non-linear advection terms modify the scaling behavior of the continuous symmetry breaking and stabilize the long-range order, even in $d=2$ far from equilibrium, by means of simple scaling…

Statistical Mechanics · Physics 2024-01-23 Harukuni Ikeda

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

Probability · Mathematics 2024-10-04 Michael Levine , Xiaoguang Wang , Jian Frank Zou

We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…

Biological Physics · Physics 2026-02-16 Tom Dupont , Stefano Giordano , Fabrizio Cleri , Ralf Blossey

We characterize microlocal regularity of Colombeau generalized functions by an appropriate extension of the classical notion of micro-ellipticity to pseudodifferential operators with slow scale generalized symbols. Thus we obtain an…

Analysis of PDEs · Mathematics 2007-05-23 Claudia Garetto , Guenther Hoermann

The general theoretical approach to the asymptotic extraction of the signal series from the perturbed signal with the help of Singular Spectrum Analysis (briefly, SSA) was already outlined in Nekrutkin 2010, SII, v. 3, 297--319. In this…

Signal Processing · Electrical Eng. & Systems 2017-09-27 Elizaveta Ivanova , Vladimir Nekrutkin

We consider a non-perturbative formulation of an SU(2) massive gauge theory on a space-time lattice, which is also a discretised gauged non-linear chiral model. The lattice model is shown to have an exactly conserved global SU(2) symmetry.…

High Energy Physics - Lattice · Physics 2015-06-17 Michele Della Morte , Pilar Hernandez

We investigate singular perturbation problems caused by small delays in the view of pseudo-exponential dichotomy. For a general linear non-autonomous retarded differential equation with small delay, previous works established the existence…

Dynamical Systems · Mathematics 2020-11-17 Shuang Chen

We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

Statistics Theory · Mathematics 2020-04-01 Panagiotis Lolas

Different statistical samples (e.g., from different locations) offer populations and learning systems observations with distinct statistical properties. Samples under (1) 'Unconfounded' growth preserve systems' ability to determine the…

Methodology · Statistics 2025-08-05 Andre F. Ribeiro

We analyze determinants associated with Bessel kernels and generic symbol functions, which govern a class of observables across all values of the 't Hooft coupling in supersymmetric gauge theories. Previous approaches, based on…

High Energy Physics - Theory · Physics 2025-09-25 Zoltan Bajnok , Bercel Boldis , Dennis le Plat

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

Machine Learning · Statistics 2020-07-03 Stijn de Waele

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Steven Dahdah , James Richard Forbes

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this…

Numerical Analysis · Mathematics 2007-11-06 Philippe G. LeFloch , Jian-Guo Liu
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