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Related papers: On finite range stable type concentration

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The goal of this paper is to prove a stable determination of the coefficients for the time-harmonic Maxwell equations, in a Lipschitz domain, by boundary measurements.

Analysis of PDEs · Mathematics 2015-05-18 Pedro Caro

We study stability of the sharp Poincar{\'e} constant of the invariant probability measure of a reversible diffusion process satisfying some natural conditions. The proof is based on the spectral interpretation of Poincar{\'e} inequalities…

Classical Analysis and ODEs · Mathematics 2022-02-04 Jordan Serres

The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…

Statistical Mechanics · Physics 2009-11-10 Sumiyoshi Abe , G. Kaniadakis , A. M. Scarfone

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…

Statistical Mechanics · Physics 2007-05-23 M. Tierz

Assume that a sequence $x=x_0x_1\ldots$ is frequency-typical for a finite-valued stationary stochastic process $\textbf X$. We prove that the function associating to $x$ the entropy-rate $\bar H(\textbf X)$ of $\textbf X$ is uniformly…

Dynamical Systems · Mathematics 2021-09-15 Tomasz Downarowicz , Dominik Kwietniak , Martha Łącka

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

Attention is a powerful component of modern neural networks across a wide variety of domains. In this paper, we seek to quantify the regularity (i.e. the amount of smoothness) of the attention operation. To accomplish this goal, we propose…

Machine Learning · Statistics 2021-02-11 James Vuckovic , Aristide Baratin , Remi Tachet des Combes

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

Probability · Mathematics 2017-06-30 Petros Valettas

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

Probability · Mathematics 2010-12-27 Francois Caron , Pierre Del Moral , Arnaud Doucet , Michele Pace

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

Probability · Mathematics 2022-02-16 Zhao Dong , Fan Gu , Liang Li

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…

Probability · Mathematics 2024-12-23 Lucas Journel , Mathias Rousset

In present paper, an analysis of the stability behaviour of ideal efficient solutions to parametric vector optimization problems is conducted. A sufficient condition for the existence of ideal efficient solutions to locally perturbed…

Optimization and Control · Mathematics 2021-11-02 Amos Uderzo

Given a connected finite graph $G$, an integer-valued function $f$ on $V(G)$ is called $M$-Lipschitz if the value of $f$ changes by at most $M$ along the edges of $G$. In 2013, Peled, Samotij, and Yehudayoff showed that random $M$-Lipschitz…

Probability · Mathematics 2024-08-28 Robert A. Krueger , Lina Li , Jinyoung Park

The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the It\^o process and is of great importance to the literature of statistical physics and machine learning. The FPE can be regarded…

Machine Learning · Computer Science 2022-06-28 Zebang Shen , Zhenfu Wang , Satyen Kale , Alejandro Ribeiro , Amin Karbasi , Hamed Hassani

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

In this letter, by regarding finite-time stability as an inverse problem, we reveal the essence of finite-time stability and fixed-time stability. Some necessary and sufficient conditions are given. As application, we give a new approach…

Adaptation and Self-Organizing Systems · Physics 2016-02-19 Wenlian Lu , Xiwei Liu , Tianping Chen

The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for non-anticipative stationary stochastic processes…

Statistics Theory · Mathematics 2022-05-25 Salim Lardjane

We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…

Numerical Analysis · Mathematics 2019-04-18 I. G. Graham , S. A. Sauter

This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…

Probability · Mathematics 2017-10-10 Dang H. Nguyen , George Yin

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke