Related papers: Statistical Ensemble Deviation Estimates for Nearl…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
The aim of this paper is to extend the results of Giorgilli and Zehnder for aperiodic time dependent systems to a case of general nearly-integrable convex analytic Hamiltonians. The existence of a normal form and then a stability result are…
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…
This paper considers estimation of large dynamic factor models with common and idiosyncratic trends by means of the Expectation Maximization algorithm, implemented jointly with the Kalman smoother. We show that, as the cross-sectional…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
This paper combines the decay of high modes with the smallness introduced by high orders, leading to a normal form lemma for infinite-dimensional Hamiltonian systems under ultra-differentiable regularity. We prove the sub-exponential…
An explicit expression is derived for the statistical description of small quantum systems, which are relatively-weakly and directly coupled to only small parts of their environments. The derived expression has a canonical form, but is…
We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
In this paper, we study non-asymptotic deviation bounds of the least squares estimator in Gaussian AR($n$) processes. By relying on martingale concentration inequalities and a tail-bound for $\chi^2$ distributed variables, we provide a…
An ensemble method is introduced that utilizes randomization and loss function gradients to compute a prediction. Multiple weakly-correlated estimators approximate the gradient at randomly sampled points on the error surface and are…
We prove a general normal approximation theorem for local graph statistics in the configuration model, together with an explicit bound on the error in the approximation with respect to the Wasserstein metric. Such statistics take the form…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
In this article, high frequency stability estimates for the determination of the potential in the Schr\"odinger equation are studied when the boundary measurements are made on slightly more than half the boundary. The estimates reflect the…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…