相关论文: Four moments theorems on Markov chaos
The classic meteorological law of diffusion in the atmosphere was given experimentally, by Richardson in 1926, whose result that the mean squared distance <R^2>=cT^3, the time cubed, is in accord with the scaling theory of Komogorov […
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…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We establish a necessary and sufficient condition for the propagation of chaos by a family of many-particle Markov processes, if the particles live in a Polish space: a sequence of n-particle Markov transition functions propagates chaos if…
Perturbation theory can be reformulated as dynamical theory. Then a sequence of perturbative approximations is bijective to a trajectory of dynamical system with discrete time, called the approximation cascade. Here we concentrate our…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
We obtain the mean field limit and the propagation of chaos for a system of particles interacting with a singular interaction force of the type $1/|x|^\alpha$, with $\alpha <1$ in dimension $d \geq 3$. We also provide results for forces…
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…
In two new papers (Bierme et al., 2013) and (Nourdin and Peccati, 2015), sharp general quantitative bounds \ are given to complement the well-known fourth moment theorem of Nualart and Peccati, by which a sequence in a fixed Wiener chaos…
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
We consider first-passage percolation on the $d$ dimensional cubic lattice for $d \geq 2$; that is, we assign independently to each edge $e$ a nonnegative random weight $t_e$ with a common distribution and consider the induced random graph…
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
Tau leap schemes were originally designed for the efficient time stepping of discrete state and continuous in time Markov processes arising in stochastic chemical kinetics. Previous convergence results on tau leaping schemes have been…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p…
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…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…