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We propose and study the framework of dissipative statistical solutions for the incompressible Euler equations. Statistical solutions are time-parameterized probability measures on the space of square-integrable functions, whose…
We prove the validity of using subsampling method for inference under a two-way clustered panel in which the time effects are serially correlated. Subsamples should be drawn without replacement from randomly partitioned individual index set…
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…
In this paper, we will establish a discrete-time version of Clark(-Ocone-Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to the estimation of the error caused by the martingale…
This note is concerned with accurate and computationally efficient approximations of moments of Gaussian random variables passed through sigmoid or softmax mappings. These approximations are semi-analytical (i.e. they involve the numerical…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
We study the Dirichlet boundary value problem for viscoelastic diffusion in polymers. We show that its weak solutions generate a dissipative semiflow. We construct the minimal trajectory attractor and the global attractor for this problem.
We analyze discrete-time quantum walks on Sierpinski gaskets using a flip-flop shift operator with the Grover coin. We obtain the scaling of two important physical quantities: the mean-square displacement and the mixing time as function of…
We study the large-time asymptotics of the mean-square displacement for the time-fractional Schrodinger equation in $\mathbb{R}^d$. We define the time-fractional derivative by the Caputo derivative and we consider the initial-value problem…
We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a…
This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…
In this paper we prove optimal error estimates for {solutions with natural regularity} of the equations describing the unsteady motion of incompressible shear-thinning fluids. We consider a full space-time semi-implicit scheme for the…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical models as special…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
The decay of Burgers turbulence with compactly supported Gaussian "white noise" initial conditions is studied in the limit of vanishing viscosity and large time. Probability distribution functions and moments for both velocities and…
A partially alternative derivation of the expression for the time dilation effect in a uniform static gravitational field is obtained by means of a thought experiment in which rates of clocks at rest at different heights are compared using…