Related papers: A Berry-Esseen theorem for Feynman-Kac and interac…
Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…
An efficient discrete time and space Markov chain approximation employing a Brownian bridge correction for computing curvilinear boundary crossing probabilities for general diffusion processes was recently proposed in Liang and Borovkov…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…
The problem of particle fluctuations in arbitrary nonuniform systems with Bose-Einstein condensate is considered. This includes the case of trapped Bose atoms. It is shown that the correct description of particle fluctuations for any…
Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of $n^{-1/2}$ in the uniform metric, in other words, when…
Thermally activated phenomena in physics and chemistry, such as conformational changes in biomolecules, liquid film rupture, or ferromagnetic field reversal, are often associated with exponentially long transition times described by…
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising in kinetic…
We consider a modification of the Berry Conjecture for eigenmode statistics in wave-bearing systems. The eigenmode correlator is conjectured to be proportional to the imaginary part of the Green's function. The generalization is applicable…
The phase diffusion of the order parameter of trapped Bose-Einstein condensates at temperatures large compared to the mean trap frequency is determined, which gives the fundamental limit of the line-width of an atom laser. In addition a…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Discoveries of fundamental limits for the rates of physical processes, from the speed of light to the Lieb-Robinson bound for information propagation, often lead to breakthroughs in the our understanding of the underlying physics. Here we…
New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned…
Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…
Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…
The Feynman-Kac Operator Expectation Estimator (FKEE) is an innovative method for estimating the target Mathematical Expectation $\mathbb{E}_{X\sim P}[f(X)]$ without relying on a large number of samples, in contrast to the commonly used…