相关论文: Exponential Convergence Rates of Second Quantizati…

We study heat kernel convergence of induced subgraphs with Neumann boundary conditions. We first establish convergence of the resulting semigroups to the Neumann semigroup in $\ell^2$. While convergence to the Neumann semigroup always…

Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…

We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…

Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications such as value-at-risk, production frontiers, determinants…

We discuss the asymptotic behavior of conversions between two independent and identical distributions up to the second-order conversion rate when the conversion is produced by a deterministic function from the input probability space to the…

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

We study the ground state of the one-dimensional extended Hubbard model at half-filling using the entanglement entropy calculated by Density Matrix Renormalization Group (DMRG) techniques. We apply a novel curve fitting and scaling method…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…

In this paper we establish the error rate of first order asymptotic approximation for the tail probability of sums of log-elliptical risks. Our approach is motivated by extreme value theory which allows us to impose only some weak…

In this paper, we introduce the second-order Esscher pricing notion for continuous-time models. Depending whether the stock price $S$ or its logarithm is the main driving noise/shock in the Esscher definition, we obtained two classes of…

Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…

We present a new and simple bound for the exponential decay of second order systems using the spectral shift. This result is applied to finite matrices as well as to partial differential equations of Mathematical Physics. The type of the…

We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…

This work provide a thorough study of L\'evy or heavy-tailed random matrices (LM). By analysing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the…

This paper investigates quantitative estimates in the homogenization of second-order elliptic systems with periodic coefficients that oscillate on multiple separated scales. We establish large-scale interior and boundary Lipschitz estimates…