Related papers: Quenched large deviations for one dimensional nonl…
In the large N_c(number of colors) limit, quenched QCD and QCD are identical. This implies that, in the effective field theory framework, some of the low energy constants in (N_c=3) quenched QCD and QCD are the same up to higher-order…
Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…
The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…
Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small…
For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…
We contribute an extension of large-deviation results obtained in [N.J.B. Aza, J.-B. Bru, W. de Siqueira Pedra, A. Ratsimanetrimanana, J. Math. Pures Appl. 125 (2019) 209] on conductivity theory at atomic scale of free lattice fermions in…
Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…
Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process ${X(t), t\in{R^+}}$ with scale $l>1$, which is in correspondence to some multi-dimensional…
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…
The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…
A partially observed jump diffusion $Z=(X_t,Y_t)_{t\in[0,T]}$ given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered when the coefficients of the equation satisfy appropriate…
Nonlinear oscillators are a key modelling tool in many applications. The influence of annealed noise on nonlinear oscillators has been studied intensively. It can induce effects in nonlinear oscillators not present in the deterministic…
We numerically study the effect of adding quenched disorder in the form of randomly placed pinning sites on jamming transitions in systems that jam at a well defined point J in the clean limit. Quenched disorder decreases the jamming…
For a class of partially observed diffusions, conditions are given for the map from the initial condition of the signal to filtering distribution to be contractive with respect to Wasserstein distances, with rate which does not necessarily…