Related papers: Chaos and Superconcentration for Poisson Functiona…
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues caused by common noise, we exploit the point process…
Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…
We study the statistical fluctuations of Lyapunov exponents in the discrete version of the non-integrable perturbed sine-Gordon equation, the dissipative ac+dc driven Frenkel-Kontorova model. Our analysis shows that the fluctuations of the…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
This paper is concerned with one kind of partially observed progressive optimal control problems of coupled forward-backward stochastic systems driven by both Brownian motion and Poisson random measure with risk-sensitive criteria. The…
In the article random functions in modules over the octonion algebra and Cayley-Dickson algebras are investigated. For their study transition measures with values in the octonion algebra and Cayley-Dickson algebras are used. Stochastic…
We study finite-difference approximations of both Poisson and Poisson-Boltzmann (PB) electrostatic energy functionals for periodic structures constrained by Gauss' law and a class of local algorithms for minimizing the finite-difference…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
We develop a Poisson geometric framework for studying the representation theory of all contragredient quantum super groups at roots of unity. This is done in a uniform fashion by treating the larger class of quantum doubles of bozonizations…
Kinetic theory describes a dilute monatomic gas using a distribution function $f(q,p,t)$, the expected phase-space density of particles. The distribution function evolves according to the collisionless Boltzmann equation in the high Knudsen…
We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…
The problem of finding superintegrable Hamiltonians and their integrals of motion can be reduced to solving a series of compatibility equations that result from the overdetermination of the commutator or Poisson bracket relations. The…
We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…
We consider Lagrangians in Hamilton's principle defined on the tangent space $TG$ of a Lie group $G$. Invariance of such a Lagrangian under the action of $G$ leads to the symmetry-reduced Euler-Lagrange equations called the Euler-Poincar\'e…
The link between 3D spaces with (in general, non-constant) curvature and quantum deformations is presented. It is shown how the non-standard deformation of a sl(2) Poisson coalgebra generates a family of integrable Hamiltonians that…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
Let $k,d $ be positive integers. We determine a sequence of constants that are asymptotic to the probability that the cluster at the origin in a $d$-dimensional Poisson Boolean model with balls of fixed radius is of order $k$, as the…
Motivated by problems of hyperbolic stochastic geometry we introduce and study the class of beta-star polytopes. A beta-star polytope is defined as the convex hull of an inhomogeneous Poisson processes on the complement of the unit ball in…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…