相关论文: Asymptotic Couplings by Reflection and Application…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
We present an expansion of a many-body correlation function in a sum of pseudomodes -- exponents with complex frequencies that encompass both decay and oscillations. The pseudomode expansion emerges in the framework of the Heisenberg…
We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of ordinary differential equations. In particular, we use results from ergodic theory and the asymptotic theory of $C_0$-semigroups to obtain a…
The deformation problem for a transversely isotropic elastic layer bonded to a rigid substrate and coated with a very thin elastic layer made of another transversely isotropic material is considered. The leading-order asymptotic models (for…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
We consider the Helmholtz equation in an angular sector partially covered by a homogeneous layer of small thickness, denoted $\varepsilon$. We propose in this work an asymptotic expansion of the solution with respect to $\varepsilon$ at any…
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…
Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…
We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…
We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…
We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…
We present a complete analytical derivation of the equations used for stationary and nonstationary wave systems regarding resonant sound transmission and reflection described by the phenomenological Coupled-Mode Theory. We calculate the…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
Results of the idealized mode-coupling theory for the structural relaxation in suspensions of hard-sphere colloidal particles are presented and discussed with regard to recent light scattering experiments. The structural relaxation becomes…