Related papers: A functional Breuer-Major theorem with Poisson noi…
We prove a theorem, using the density functional approach and relying on a classical result by Lieb and Simon on Thomas-Fermi model, showing that in the thermodynamic limit bulk matter is at most semiclassical and coherence preserving. The…
In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…
We introduce a strategy to tackle some known obstructions of current approaches to the Fourier uniformity conjecture. Assuming GRH, we then show the conjecture holds for intervals of length at least $(\log X)^{\psi(X)}$, with $\psi(X)…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…
In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…
We consider a discrete stochastic process, indexed by lines through the unit disk in the plane, which models the observed photon counts in a medical X-ray tomography scan. We first prove a functional law of large numbers, showing that this…
We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…
This paper combines the decomposition technique ($\sigma$-stability) in random functional analysis with the deterministic theory of asymptotically pointwise contractions to provide a complete self-contained derivation of a fixed point…
The measurement of higher order cumulants of the current noise generated by a nonlinear mesoscopic conductor using a Josephson junction as on-chip detector is investigated theoretically. The paper addresses the regime where the noise of the…
We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$-statistics. We use them to demonstrate the Law of the Iterated Logarithm for these processes when the intensity of the Poisson…
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…
In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go further and iterate this method in order to prove smoothness…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
We introduce the $L^p$ Poisson-Neumann problem for an uniformly elliptic operator $L=-\rm{div }A\nabla$ in divergence form in a bounded 1-sided Chord Arc Domain $\Omega$, which considers solutions to $Lu=h-\rm{div}\vec{F}$ in $\Omega$ with…
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…
Due to the nonlinearity of the Euler{Poisson equations, it is possible that the nonlinear Jeans instability may lead to a faster density growing rate than the rate in the standard theory of linearized Jeans instability, which motivates us…
In this paper, we derive the Onsager--Machlup functional for a second-order Newton-type stochastic system driven by time-dependent fractional noise, \[ X_t'' = f_t(X_t, X_t') + \sigma_t \,\xi_t^{H}, \] where \( H \in (1/4,1) \). The…