Related papers: On a large deviation principle for 1d cubic NLS wi…

The discounted central limit theorem concerns the convergence of an infinite discounted sum of i.i.d. random variables to normality as the discount factor approaches $1$. We show that, using the Fourier metric on probability distributions,…

This work is concerned with the large time behavior of solutions to the barotropic compressible Navier-Stokes equations in $\mathbb{R}^{d}(d\geq2)$. Precisely, it is shown that if the initial density and velocity additionally belong to some…

In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.

Random Fourier features provide a way to tackle large-scale machine learning problems with kernel methods. Their slow Monte Carlo convergence rate has motivated the research of deterministic Fourier features whose approximation error can…

We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…

This is a sequel to the paper "Large time asymptotics for a cubic nonlinear Schr\"odinger system in one space dimension" by the same authors. We continue to study the Cauchy problem for the two-component system of cubic nonlinear…

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

We prove a large deviation principle for a greedy exploration process on an Erd\"os-R\'enyi (ER) graph when the number of nodes goes to infinity. To prove our main result, we use the general strategy to study large deviations of processes…

We consider the Cauchy problem on a nonlinear conversation law with large initial data. By Green's function methods, energy methods, Fourier analysis, frequency decomposition, pseudo-differential operators, we obtain the global existence…

Based on the nonrelativistic QCD factorization theorem, we resum QCD corrections to the inclusive decay rate of $\eta_c$ and $\eta_b$ in the large-$n_f$ limit using bubble chain resummation. By employing dimensional regularization, we show…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

We study when Fourier transforms of Gibbs measures of sufficiently nonlinear expanding Markov maps decay at infinity at a polynomial rate. Assuming finite Lyapunov exponent, we reduce this to a nonlinearity assumption, which we verify for…

The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…

Initial-boundary value problems for 1-dimensional `completely integrable' equations can be solved via an extension of the inverse scattering method, which is due to Fokas and his collaborators. A crucial feature of this method is that it…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

For a fractional Brownian motion $B^H$ with Hurst parameter $H\in]{1/4},{1/2}[\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the…

Gaussian processes are an important regression tool with excellent analytic properties which allow for direct integration of derivative observations. However, vanilla GP methods scale cubically in the amount of observations. In this work,…

We consider Nonlinear Schrodinger type equations on $S^1$. In this paper, we obtain polynomial bounds on the growth in time of high Sobolev norms of their solutions. The key is to derive an iteration bound based on a frequency decomposition…

We consider the cubic nonlinear fourth-order Schr\"odinger equation \[ i\partial_t u - \Delta^2 u + \mu \Delta u = \pm |u|^2 u, \quad \mu \geq 0 \] on $\mathbb{R}^N, N \geq 5$ with random initial data. We prove almost sure local…