相关论文: Thin annuli property and exponential distribution …
Given a Radon probability measure $\mu$ supported in $\mathbb{R}^d$, we are interested in those points $x$ around which the measure is concentrated infinitely many times on thin annuli centered at $x$. Depending on the lower and upper…
In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…
We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
The Geometric Thin-Film equation is a mathematical model of droplet spreading in the long-wave limit, which includes a regularization of the contact-line singularity. We show that the weak formulation of the problem, given initial Radon…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
We study existence and long-time behavior of weak solutions to a thin-film equation with a confinement potential and a second-order degenerate diffusion term. It is known that in absence of second order effects, solutions for general…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…
Recent work on random growth models with light-tailed Markov-modulated additive shocks has shown that irreducible modulation yields tail behavior resembling an exponential distribution. We show that with reducible modulation the tail…
In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…
To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…
The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…
We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…
An empirical formula for a Shu distribution function that reproduces a thin disc with exponential surface density to good accuracy is presented. The formula has two free parameters that specify the functional form of the velocity…
A Tikhonov regularized inertial primal\mbox{-}dual dynamical system with time scaling and vanishing damping is proposed for solving a linearly constrained convex optimization problem in Hilbert spaces. The system under consideration…