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The classical maximum principle for optimal stochastic control states that if a control $\hat{u}$ is optimal, then the corresponding Hamiltonian has a maximum at $u=\hat{u}$. The first proofs for this result assumed that the control did not…

Optimization and Control · Mathematics 2018-11-12 Nacira Agram , Bernt Øksendal

We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…

Analysis of PDEs · Mathematics 2014-06-09 Benjamin J. Fehrman

The extremality of Gaussian states is exploited to show that Gaussian states are the most robust, among all possible bipartite continuous-variable states at fixed energy, against disentanglement due to noisy evolutions in Markovian Gaussian…

Quantum Physics · Physics 2011-02-14 Gerardo Adesso

In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…

Probability · Mathematics 2026-02-18 Alain-Sol Sznitman , Klaus Widmayer

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

Using the Wilson formulation of lattice gauge theories, a gauge invariant grid discretization of a one-particle Hamiltonian in the presence of an external electromagnetic field is proposed. This Hamiltonian is compared both with that…

Condensed Matter · Physics 2016-08-31 M. Governale , C. Ungarelli

We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…

Quantitative Methods · Quantitative Biology 2018-04-18 Yuri Bakhtin

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…

Statistical Mechanics · Physics 2023-10-16 Roland R Netz

Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In…

Machine Learning · Computer Science 2026-02-02 Juhyeok Choi , Chenglin Fan

We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…

Probability · Mathematics 2013-01-16 Nathanael Berestycki

We propose GaussDetect-LiNGAM, a novel approach for bivariate causal discovery that eliminates the need for explicit Gaussianity tests by leveraging a fundamental equivalence between noise Gaussianity and residual independence in the…

Machine Learning · Computer Science 2025-12-04 Ziyi Ding , Xiao-Ping Zhang

Drifting models train one-step generators by optimizing a kernel-induced mean-shift discrepancy between the data and model distributions, with Laplace kernels used by default in practice. At each point, this discrepancy compares the…

Machine Learning · Computer Science 2026-05-18 Chieh-Hsin Lai , Bac Nguyen , Naoki Murata , Yuhta Takida , Toshimitsu Uesaka , Yuki Mitsufuji , Stefano Ermon , Molei Tao

A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…

Mesoscale and Nanoscale Physics · Physics 2014-07-24 Samuel Robert Vaccaro

Operator-sum representations of quantum channels can be obtained by applying the channel to one subsystem of a maximally entangled state and deploying the channel-state isomorphism. However, for continuous-variable systems, such schemes…

Quantum Physics · Physics 2018-06-26 K. K. Sabapathy , J. S. Ivan , R. García-Patrón , R. Simon

In 1975, Carleial presented a special case of an interference channel in which the interference does not reduce the capacity of the constituent point-to-point Gaussian channels. In this work, we show that if the inequalities in the…

Information Theory · Computer Science 2014-04-02 Sy-Quoc Le , Vincent Y. F. Tan , Mehul Motani

We show equivalence of pure point diffraction and pure point dynamical spectrum for measurable dynamical systems build from locally finite measures on locally compact Abelian groups. This generalizes all earlier results of this type. Our…

Mathematical Physics · Physics 2020-04-02 Daniel Lenz , Nicolae Strungaru

We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a…

Probability · Mathematics 2020-11-10 Ioannis Karatzas , Bertram Tschiderer

The propagation of ultrafast pulses in dispersion-engineered waveguides, exhibiting strong field confinement in both space and time, is a promising avenue towards single-photon nonlinearities in an all-optical platform. However, quantum…

Quantum Physics · Physics 2023-07-12 Edwin Ng , Ryotatsu Yanagimoto , Marc Jankowski , M. M. Fejer , Hideo Mabuchi