English
Related papers

Related papers: Limit laws for distorted return time processes for…

200 papers

We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$.…

Analysis of PDEs · Mathematics 2018-04-06 Sinisa Slijepcevic

Rate distortion dimension describes the theoretical limit of lossy data compression methods as the distortion bound goes to zero. It was originally introduced in the context of information theory, and recently it was discovered that it has…

Dynamical Systems · Mathematics 2025-03-11 Masaki Tsukamoto

It is known since Kellerer (1972) that for any process that is increasing for the convex order, or "peacock" as in Hirsch et al. 2011, there exist martingales with the same marginals laws. Nevertheless, there is no general constructive…

Probability · Mathematics 2018-11-13 Damiano Brigo , Monique Jeanblanc , Frederic Vrins

We consider conservation laws with nonlocal velocity and show for nonlocal weights of exponential type that the unique solutions converge in a weak or strong sense (dependent on the regularity of the velocity) to the entropy solution of the…

Analysis of PDEs · Mathematics 2022-10-24 Jan Friedrich , Simone Göttlich , Alexander Keimer , Lukas Pflug

We study a stability property of probability laws with respect to small violations of algorithmic randomness. A sufficient condition of stability is presented in terms of Schnorr tests of algorithmic randomness. Most probability laws, like…

Computational Complexity · Computer Science 2014-09-16 Vladimir V. V'yugin

We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using…

Probability · Mathematics 2007-05-23 Masatoshi Fukushima , Ping He , Jiangang Ying

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

We establish quantitative results for the statistical be\-ha\-vi\-our of \emph{infinite systems}. We consider two kinds of infinite system: i) a conservative dynamical system $(f,X,\mu)$ preserving a $\sigma$-finite measure $\mu$ such that…

Dynamical Systems · Mathematics 2019-04-26 Stefano Galatolo , Mark Holland , Tomas Persson , Yiwei Zhang

We prove a quantitative result on norm convergence of cubic ergodic averages with respect to $d\geq 1$ commuting measure-preserving transformations. We use harmonic analysis techniques, a key tool being estimates for singular Brascamp-Lieb…

Dynamical Systems · Mathematics 2025-11-04 Polona Durcik , Kristina Ana Škreb

The conservation laws of the third order quasilinear scalar evolution equations are considered via differential system and characteristic cohomology. We find a subspace of 2 forms in the infinite prolonged space in which every conservation…

Differential Geometry · Mathematics 2007-05-23 Sung Ho Wang

We consider partial differential equations (PDE) of drift-diffusion type in the unit interval, supplemented by either two conservation laws or by a conservation law and a further boundary condition. We treat two different cases: (i) uniform…

Analysis of PDEs · Mathematics 2016-02-16 Olga Danilkina , Max O. Souza , Fabio A. C. C. Chalub

We show that any unitary transformation performed on the quantum state of a closed quantum system, describes an inner, reversible, generalized quantum measurement. We also show that under some specific conditions it is possible to perform a…

Quantum Physics · Physics 2009-11-11 Paola Zizzi

We discuss how the diffraction theory of a single translation bounded measure or a family of such measures can be understood within the framework of unitary group representations. This allows us to prove an orthogonality feature of measures…

Functional Analysis · Mathematics 2024-02-05 Daniel Lenz , Nicolae Strungaru

We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…

Probability · Mathematics 2010-10-19 Tomasz Komorowski , Szymon Peszat , Tomasz Szarek

We employ the recently developed multi-time scale averaging method to study the large time behavior of slowly changing (in time) Hamiltonians. We treat some known cases in a new way, such as the Zener problem, and we give another proof of…

Mathematical Physics · Physics 2016-08-03 Shmuel Fishman , Avy Soffer

In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…

Functional Analysis · Mathematics 2013-06-04 Jiun-Chau Wang

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

We revisit a well-established model for highly re-entrant semi-conductor manufacturing systems, and analyze it in the setting of states, in- and outfluxes being Borel measures. This is motivated by the lack of optimal solutions in the…

Analysis of PDEs · Mathematics 2019-12-30 Xiaoqian Gong , Matthias Kawski