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A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…
We study finite-time spectral rigidity in reversible Markov chains via exact spectral relaxation dynamics. While the underlying identities follow classically from self-adjointness on $L^2(\pi)$, organizing the dynamics around the relaxation…
We derive an invariance principle for the lift to the rough path topology of stochastic processes with delayed regenerative increments under an optimal moment condition. An interesting feature of the result is the emergence of area anomaly,…
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish…
We establish effective versions of Oppenheim's conjecture for generic inhomogeneous quadratic forms. We prove such results for fixed shift vectors and generic quadratic forms. When the shift is rational we prove a counting result which…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…
We obtain results on mixing for a large class of (not necessarily Markov) infinite measure semiflows and flows. Erickson proved, amongst other things, a strong renewal theorem in the corresponding i.i.d. setting. Using operator renewal…
Weakly chaotic maps with unstable fixed points are investigated in the regime where the invariant density is non-normalizable. We propose that the infinite invariant density of these maps can be estimated using as the long time limit of…
In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maximal displacement of a branching random…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…
We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…
The density linear response function for an inhomogeneous system of electrons in equilibrium with an array of fixed ions is considered. Two routes to its evaluation for extreme conditions (e.g., warm dense matter) are considered. The first…
Let $(S_n)_n$ be a $R^d$-valued random walk ($d\geq2$). Using Babillot's method [2], we give general conditions on the characteristic function of $S_n$ under which $(S_n)_n$ satisfies the same renewal theorem as the classical one obtained…
The compressible Navier-Stokes-Poisson system takes the form of usual Navier-Stokes equations coupled with the self-consistent Poisson equation, which is used to simulate the transport of charged particles under the electric field of…
In soft amorphous solids, localized irreversible (plastic) stress dissipation occurs as a response to external forcings. A crucial question is whether we can identify structural properties linked to a region's propensity to undergo a…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…