相关论文: Fourth Moment Theorems for Markov Diffusion Genera…

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…

The quasiclassical distribution function for photon density in the phase space is obtained from solution of the kinetic equation. This equation describes propagation of paraxial laser beams in the Earth atmosphere where "collision integral"…

The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{-1/2}$, and obtaining explicit expressions for the infinitesimal generators of two types of measure-valued Markov…

This paper is devoted to the analysis of the distribution of the total magnetic quantum number $M$ in a relativistic subshell with $N$ equivalent electrons of momentum $j$. This distribution is analyzed through its cumulants and through…

The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-It\^{o} chaos and the complex Wiener-It\^{o} chaos (or: multiple integrals) is shown. By this relation and the known multivariate…

We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…

We consider an ionic fluid made with two species of mobile particles carrying either a positive or a negative charge. We derive a sum rule for the fourth moment of equilibrium charge correlations. Our method relies on the study of the…

In this paper we consider the Ito-Schrodinger model for wave propagation in random media in the paraxial regime. We solve the equation for the fourth-order moment of the field in the regime where the correlation length of the medium is…

It is shown that the norm corrections, introduced to avoid the violation of the constraints on the depletion of the hole states in the standard perturbative 2p2h approach, leads in nuclear matter to a dependence of the momentum distribution…

In 2005, Nualart and Peccati showed that, surprisingly, the convergence in distribution of a normalized sequence of multiple Wiener-It\^o integrals towards a standard Gaussian law is equivalent to convergence of just the fourth moment to 3.…

On the basis of systematic measurements of fragmentation reactions, which provide a detailed overview on the velocity distributions of residual nuclei, an improved description of the kinematical properties of the fragmentation residues is…

Energetic particles in a turbulent medium can be subject to second-order Fermi acceleration due to scattering on moving plasma waves. This mechanism leads to growing particle momentum dispersion and, at the same time, increases the mean…

In this announcement we generalize the Markov-Kakutani fixed point theorem for abelian semi-groups of affine transformations extending it on some class of non-commutative semi-groups. As an interesting example we apply it obtaining a…

In this paper, we investigate certain combinatorial numbers, the \textit{moment generating Stirling numbers}. They are a special case of Hsu's generalized Stirling numbers and satisfy many more properties and combinatorial identities than…