Related papers: A Berry-Esseen theorem for Feynman-Kac and interac…
We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…
Bose-Einstein correlations (BEC) observed between identical bosons produced in high energy multiparticle collisions are regarded as very important tool in investigations of multiparticle production processes. We present here their…
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…
This note is answering an old questioning about the F\'{e}nyes-Nelson stochastic mechanics. The Brownian nature of the quantum fluctuations, which are associated to this mechanics, is deduced from Feynman's interpretation of the Heisenberg…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…
We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…
We analyze the quality of the gaussian approximation to linear combinations of n independent, identically-distributed random variables with finite fourth moments. It turns out that there exist universal, simple linear combinations that…
We establish precise bounds on cumulants for a rather general class of non-linear geometric functionals satisfying the stabilization property under a simple, stationary (marked) point process admitting fast decay of its correlation…
In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…
We develop a new semiclassical approach, which starts with the density matrix given by the Euclidean time path integral with fixed coinciding endpoints, and proceed by identifying classical (minimal Euclidean action) path, to be referred to…
The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…
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…
Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…
Bayesian sampling is an important task in statistics and machine learning. Over the past decade, many ensemble-type sampling methods have been proposed. In contrast to the classical Markov chain Monte Carlo methods, these new methods deploy…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
The classical Bakry-\'Emery calculus is extended to study, for degenerated (non-elliptic, non-reversible, or non-diffusive) Markov processes, questions such as hypoellipticity, hypocoercivity, functional inequalities or Wasserstein…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
Analytical expressions are given for the static structure factor S(k) and the pair correlation function g(r) for uniform ideal Bose-Einstein and Fermi-Dirac gases for all temperatures. In the vicinity of Bose Einstein condensation (BEC)…