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Related papers: Law of Large Numbers for a Class of Superdiffusion…

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In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…

Probability · Mathematics 2011-02-18 Rong-Li Liu , Yan-Xia Ren , Renming Song

The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…

Functional Analysis · Mathematics 2025-08-07 V. Kadets , O. Zavarzina

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

Consider a supercritical superdiffusion (X_t) on a domain D subset R^d with branching mechanism -\beta(x) z+\alpha(x) z^2 + int_{(0,infty)} (e^{-yz}-1+yz) Pi(x,dy). The skeleton decomposition provides a pathwise description of the process…

Probability · Mathematics 2013-09-25 Maren Eckhoff , Andreas E. Kyprianou , Matthias Winkel

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…

Probability · Mathematics 2019-03-15 Ze-Chun Hu , Ning-Hua Liu , Ting Ma

Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…

Machine Learning · Statistics 2025-04-25 Peter Potaptchik , Iskander Azangulov , George Deligiannidis

In the author's previous paper (Zhang et al. 2022), exponential convergence was proved for the perfectly matched layers (PML) approximation of scattering problems with periodic surfaces in 2D. However, due to the overlapping of…

Numerical Analysis · Mathematics 2024-01-02 Ruming Zhang

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

Probability · Mathematics 2016-07-05 Mohammud Foondun , Leila Setayeshgar

The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This…

Probability · Mathematics 2015-06-30 Harouna Sangare , Gane Samb Lo

Strong laws of large numbers are established for random fields with weak or strong dependence. These limit theorems are applicable to random fields with heavy-tailed distributions including fractional stable random fields. The conditions…

Probability · Mathematics 2018-10-26 Erkan Nane , Yimin Xiao , Aklilu Zeleke

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

Probability · Mathematics 2016-02-24 Na Zhang

In a previous paper of Winter and the author the Law of Large Numbers for the local mass of certain superdiffusions was proved under a spectral theoretical assumption, which is equivalent to the ergodicity (positive recurrence) of the…

Probability · Mathematics 2007-05-23 Janos Englander

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

Probability · Mathematics 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

In this paper, we establish a new H\'ajek - R\'enyi's type inequality and obtain strong law of large numbers (SLLN) for arbitrary random variables. We base our methods on demimartingales and convex functions techniques. We obtain wide…

Probability · Mathematics 2012-01-31 Gane Samb Lo , Cheikha Hamallah Ndiaye

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

Information Theory · Computer Science 2026-03-25 Jialiang Fu , Wen-Xuan Lang

In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of…

Probability · Mathematics 2025-01-24 Haim Bar , Vladimir Pozdnyakov

In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…

Probability · Mathematics 2018-06-18 Ze-Chun Hu , Wei Sun

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Machine Learning · Statistics 2017-11-02 Xiang Cheng , Peter Bartlett

We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…

Mesoscale and Nanoscale Physics · Physics 2014-04-28 Eugene B. Postnikov , Igor M. Sokolov

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

Analysis of PDEs · Mathematics 2022-10-26 Tomoyuki Oka
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