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We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

In this paper we initiate the study of $2$nd order variational problems in $L^\infty$, seeking to minimise the $L^\infty$ norm of a function of the hessian. We also derive and study the respective PDE arising as the analogue of the…

Analysis of PDEs · Mathematics 2018-01-08 Nikos Katzourakis , Tristan Pryer

The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…

Probability · Mathematics 2022-11-04 Giuseppe Cannizzaro , Levi Haunschmid-Sibitz , Fabio Toninelli

In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2017-12-01 Kazuhiro Ishige , Tatsuki Kawakami , Hironori Michihisa

We handle divergent {\epsilon} expansions in different universality classes derived from modified Landau-Wilson Hamiltonian. Landau-Wilson Hamiltonian can cater for describing critical phenomena on a wide range of physical systems which…

Statistical Mechanics · Physics 2021-09-24 Venkat Abhignan , R. Sankaranarayanan

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

The paper is devoted to studying the asymptotics of the family $(\mu^\varepsilon)$ of stationary measures of the Markov process generated by the flow of stochastic 2D Navier-Stokes equation with smooth white noise. By using the large…

Analysis of PDEs · Mathematics 2016-02-23 Davit Martirosyan

We demonstrate the level statistics in the vicinity of the Anderson transition in $d>2$ dimensions to be universal and drastically different from both Wigner-Dyson in the metallic regime and Poisson in the insulator regime. The variance of…

Condensed Matter · Physics 2009-10-22 V. E. Kravtsov , I. V. Lerner , B. L. Altshuler , A. G. Aronov

We study functionals \begin{equation*} F_\varepsilon (u,\rho) := \frac{1}{\varepsilon} \int_\Omega W(u) \, dx + \frac{1}{|\ln(\varepsilon)|} \int_\Omega \int_\Omega \frac{(u(y) - u(x))^2}{|y - x|^{N+1}} \, dy \,dx +…

Analysis of PDEs · Mathematics 2026-03-11 Giuliana Fusco , Tim Heilmann

As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…

Mathematical Physics · Physics 2013-05-09 Hong Qian

This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…

Probability · Mathematics 2015-09-23 R. Garra , E. Orsingher

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…

Probability · Mathematics 2021-06-15 Alice Guionnet , Jiaoyang Huang

We adapt and extend Yosida's parametrix method, originally introduced for the construction of the fundamental solution to a parabolic operator on a Riemannian manifold, to derive Varadhan-type asymptotic estimates for the transition density…

Probability · Mathematics 2021-05-11 Stefano Pagliarani , Sergio Polidoro

We present a new proof of $|x|^{-(d-2)}$ decay of critical two-point functions for spread-out statistical mechanical models on $\mathbb{Z}^d$ above the upper critical dimension, based on the lace expansion and assuming appropriate…

Probability · Mathematics 2026-03-02 Yucheng Liu , Gordon Slade

This paper presents asymptotic formulas in the case of the following two problems for the {\it Pucci's extremal operators} $\mathcal{M}^\pm$. It is considered the solution $u^\varepsilon(x)$ of $-\varepsilon^2 \mathcal{M}^\pm\left(\nabla ^2…

Analysis of PDEs · Mathematics 2020-04-21 Diego Berti , Rolando Magnanini

We investigate the asymptotic behavior as $\varepsilon \to 0$ of singularly perturbed phase transition models of order $n \geq 2$, given by \begin{align} G_\varepsilon^{\lambda,n}[u] := \int_I \frac 1\varepsilon W(u)…

Analysis of PDEs · Mathematics 2025-10-17 Denis Brazke , Gianna Götzmann , Hans Knüpfer

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…

Probability · Mathematics 2025-01-14 Zhen-Qing Chen , Jun Peng

In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…

Probability · Mathematics 2022-06-17 Valentin Rapenne
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