Related papers: A strong invariance principle for associated rando…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
We identify various universal contributions to the entanglement entropy for massive free fields. As well as the `area' terms found in [1], we find other geometric contributions of the form discussed in [2]. We also compute analogous…
For finite interacting particle systems with strong repulsing-attracting or general interactions, we prove global weak well-posedness almost up to the critical threshold of the strengths of attracting interactions (independent of the number…
In this paper, we consider an estimation problem concerning the matrix of correlation coefficients in context of high dimensional data settings. In particular, we revisit some results in Li and Rolsalsky [Li, D. and Rolsalsky, A. (2006).…
In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…
We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…
We explore the concept of metastability in random dynamical systems, focussing on connections between random Perron-Frobenius operator cocycles and escape rates of random maps, and on topological entropy of random shifts of finite type. The…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…
We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are…
We propose a novel prescription for calculating the entanglement entropy of the $SU(N)$ Yang-Mills gauge theories on the lattice under the strong coupling expansion in powers of $\beta=2N/g^{2}$, where $g$ is the coupling constant. Using…
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…
We consider generalized inversions and descents in finite Weyl groups. We establish Coxeter-theoretic properties of indicator random variables of positive roots such as the covariance of two such indicator random variables. We then compute…
This work interprets and generalizes consensus-type algorithms as switching dynamics leading to symmetrization of some vector variables with respect to the actions of a finite group. We show how the symmetrization framework we develop…
An abstract convergence theorem for a class of generalized descent methods that explicitly models relative errors is proved. The convergence theorem generalizes and unifies several recent abstract convergence theorems. It is applicable to…
We use a covariant supermultiplet theory to determine the primary coupling constant associated with several types of two-body meson decay. Despite the diverse range of decays considered the primary coupling constant is surprisingly uniform.…
Random fields are commonly used for modeling of spatially (or timely) dependent stochastic processes. In this study, we provide a characterization of the intrinsic complexity of a random field in terms of its second order statistics, e.g.,…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…