Related papers: Connection between the "Strutinsky level density" …

In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and…

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems…

A novel non-parametric estimator of the correlation between grouped measurements of a quantity is proposed in the presence of noise. This work is primarily motivated by functional brain network construction from fMRI data, where brain…

In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

We argue that a simple way to bypass reflections at the boundaries of a finite Luttinger liquid (LL) connected to electrodes is to match load and drain impedances to the characteristic impedance of the LL viewed as a mesoscopic transmission…

We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…

The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely understood. This paper studies the superiority of symplectic…

By introducing extrinsic noise as well as intrinsic uncertainty into a network with stochastic events, this paper studies the dynamics of the resulting Markov random network and characterizes a novel phenomenon of intermittent…

In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical…

The paper addresses the problem of sampling discretization of integral norms of elements of finite-dimensional subspaces satisfying some conditions. We prove sampling discretization results under two standard kinds of assumptions --…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…

The inner crust of a neutron star is a superfluid and inhomogeneous system, consisting of a lattice of nuclei immersed in a sea of neutrons. We perform a quantum calculation of the associated pairing gap and compare it to the results one…

In the present paper, we give a simple proof of the level density of fixed trace square ensemble.We derive the integral equation of the level density of fixed trace square ensemble.Then we analyze the asymptotic behavior of the level…

Pipelined Krylov methods seek to ameliorate the latency due to inner products necessary for projection by overlapping it with the computation associated with sparse matrix-vector multiplication. We clarify a folk theorem that this can only…