相关论文: Pathwise Taylor Expansions for Random Fields on Mu…
One of the very few mathematically rigorous nonlinear model reduction methods is the restriction of a dynamical system to a low-dimensional, sufficiently smooth, attracting invariant manifold. Such manifolds are usually found using local…
We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov chain, we prove its convergence to a unique limiting and…
It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…
A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…
The present work is devoted to the evolution of random solutions of the unforced Burgers and KPZ equations in d-dimensions in the limit of vanishing viscosity. We consider a cellular model and as initial condition assign a value for the…
In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…
One of the cornerstones of turbulent dispersion is the celebrated Taylor formula. This formula expresses the rate of transport (i.e. the eddy diffusivity) of a tracer as a time integral of the fluid velocity auto-correlation function…
The difficulties of perturbation theory associated with unstable fundamental fields (such as the lack of exact gauge invariance in each order) are cured if one constructs perturbative expansion directly for probabilities interpreted as…
We use a generalised real-time path formalism with properly regularised propagators based on Le Bellac and Mabilat \cite{belmab} and calculate the effective potential and the higher order derivative terms of the effective action in the case…
We extend a theorem of Maa, Pearl, and Bartoszynski, which links equality of interpoint distance distributions to equality of underlying multivariate distributions, beyond the restrictive class of homogeneous, translation-invariant distance…
We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…
The previously developed renormalizable perturbative 1/N-expansion in higher dimensional scalar field theories is extended to gauge theories with fermions. It is based on the $1/N_f$-expansion and results in a logarithmically divergent…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
Transportation processes, which play a prominent role in the life and social sciences, are typically described by discrete models on lattices. For studying their dynamics a continuous formulation of the problem via partial differential…
In this contribution, a new class of lattice Boltzmann schemes is introduced and studied. These schemes are presented in a framework that generalizes the multiple relaxation times method of d'Humi\`eres. They extend also the Geier's…
In this paper we present generalisations of Paley-Wiener type theorems to Mellin and (Laplace-)Fourier transforms of rapidly decreasing smooth functions with positive support and log-polyhomogeneous asymptotic expansion at zero. This…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
The dynamics of polymers in a random smooth flow is investigated in the framework of the Hookean dumbbell model. The analytical expression of the time-dependent probability density function of polymer elongation is derived explicitly for a…