Related papers: Statistical Ensemble Deviation Estimates for Nearl…
Infinite sets of inequalities which generalize all the known inequalities that can be used in the majorization step of the Approximating Hamiltonian method are derived. They provide upper bounds on the difference between the quadratic…
The averaging method is a classical powerful tool in perturbation theory of dynamical systems. There are two major obstacles to applying the averaging method, resonances and separatrices. In this paper we obtain realistic asymptotic…
We analyze finite-sample statistics of Bohmian trajectories for single spinless and spin-1/2 particles. Equivariance ensures agreement with $|\psi|^2$ in the quantum equilibrium limit, yet experiments and simulations necessarily use finite…
Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…
General statistical ensembles in the Hamiltonian formulation of hybrid quantum-classical systems are analyzed. It is argued that arbitrary probability densities on the hybrid phase space must be considered as the class of possible…
We construct explicit expressions for quantum averages in coherent states for a Hamiltonian of degree 4 with a hyperbolic stagnation point. These expressions are valid for all times and "collapse" (i.e., become infinite) along a discrete…
A rigorous lower bound is obtained for the average resolution of any estimate of a shift parameter, such as an optical phase shift or a spatial translation. The bound has the asymptotic form k_I/<2|G|> where G is the generator of the shift…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…
In this paper, we consider a Diophantine quasi-periodic time-dependent analytic perturbation of a convex integrable Hamiltonian system, and we prove a result of stability of the action variables for an exponentially long interval of time.…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…
The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…