Related papers: Limit Theorems for One-Dimensional Homogenized Dif…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
The paper presents an analytical theory quantitatively describing the heterogeneous combustion of nonvolatile (metal) particles in the diffusion-limited regime. It is assumed that the particle is suspended in an unconfined, isobaric,…
Keller-Segel systems in two and three space dimensions with an additional cross-diffusion term in the equation for the chemical concentration are analyzed. The cross-diffusion term has a stabilizing effect and leads to the global-in-time…
We derive general bounds for the large time size of supnorm values of solutions to one-dimensional advection-diffusion equations with initial data in Lp0 (R) \cap L1 for some 1 <= p0 < \infty, and arbitrary bounded advection speeds b(x, t),…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
Large-scale electrical and thermal currents in ordinary metals are well approximated by effective medium theory: global transport properties are governed by the solution to homogenized coupled diffusion equations. In some metals, including…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
The minimal set of thermodynamic control parameters consists of a statistical (thermal) and a mechanical one. These suffice to introduce all the pertinent thermodynamic variables; thermodynamic processes can then be defined as paths on this…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…
We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…