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This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…

概率论 · 数学 2022-07-15 Pedro Catuogno , André de Oliveira Gomes

We apply imaginary-time evolution, ${\rm e}^{-\tau H}$, to study relaxation dynamics of gapless quantum antiferromagnets described by the spin-rotation invariant Heisenberg Hamiltonian ($H$). Using quantum Monte Carlo simulations, we…

强关联电子 · 物理学 2017-09-06 Phillip Weinberg , Anders Sandvik

In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 \Delta h + \lambda ((\partial_1 h)^2)-(\partial_2 h)^2) +\xi\,, \end{equation*} where…

概率论 · 数学 2024-01-24 Giuseppe Cannizzaro , Dirk Erhard , Fabio Toninelli

We prove precise deviations results in the sense of Cram\'er and Petrov for the upper tail of the distribution of the maximal value for a special class of determinantal point processes that play an important role in random matrix theory.…

概率论 · 数学 2016-09-22 Peter Eichelsbacher , Thomas Kriecherbauer , Katharina Schüler

The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process, recently introduced by Matetski, Quastel, Remenik (arXiv:1701.00018), that describes the limit fluctuations of the height function associated to the totally asymmetric simple…

概率论 · 数学 2019-12-18 Leandro P. R. Pimentel

Large-deviation upper bounds on compact sets do not, in general, extend to arbitrary closed sets without additional tightness. We show that this obstruction already occurs in static entropic optimal transport. More precisely, we construct a…

概率论 · 数学 2026-04-23 Maja Gwozdz

One says that the local large deviation principle (LLDP) is satisfied for a family of random vectors $\{\zeta_T\}_{T\ge 0}$ in $\mathbb R^d,$ $d\ge 1,$ if there exists a function $D:\mathbb R^d\to [0,\infty],$ $D\not \equiv \infty,$ such…

概率论 · 数学 2026-04-27 Konstantin Borovkov

We analyze a class of non-simple exclusion processes and the corresponding growth models by generalizing Gaertners Cole-Hopf transformation. We identify the main non-linearity and eliminate it by imposing a gradient type condition. For…

概率论 · 数学 2015-12-11 Amir Dembo , Li-Cheng Tsai

In this paper, we provide novel optimal (or near optimal) convergence rates for a clipped version of the stochastic subgradient method. We consider nonsmooth convex problems over possibly unbounded domains, under heavy-tailed noise that…

最优化与控制 · 数学 2025-04-21 Daniela Angela Parletta , Andrea Paudice , Saverio Salzo

We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

概率论 · 数学 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin

Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates…

偏微分方程分析 · 数学 2008-11-11 Said Benachour , Matania Ben-Artzi , Philippe Laurençot

For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in…

数值分析 · 数学 2022-03-23 Ilaria Perugia , Christoph Schwab , Marco Zank

The study of transversal fluctuation of the optimal path has been a crucial aspect of the Kadar-Parisi-Zhang (KPZ) universality class. In this paper, we establish a new probability lower bound, with optimal exponential order, for the rare…

概率论 · 数学 2024-06-28 Xiao Shen

We study the aging property for stationary models in the KPZ universality class. In particular, we show aging for the stationary KPZ fixed point, the Cole-Hopf solution to the stationary KPZ equation, the height function of the stationary…

A novel algorithm is envisaged to extract the coupling parameters of the Kardar-Parisi-Zhang (KPZ) equation from experimental data. The method hinges on the Fokker-Planck equation combined with a classical least-square error procedure. It…

统计力学 · 物理学 2009-10-31 Achille Giacometti , Maurice Rossi

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…

概率论 · 数学 2022-12-22 Alexei Borodin , Ivan Corwin , Patrik L. Ferrari , Bálint Vető

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…

概率论 · 数学 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

Suppose that $X$ is a bounded-degree polynomial with nonnegative coefficients on the $p$-biased discrete hypercube. Our main result gives sharp estimates on the logarithmic upper tail probability of $X$ whenever an associated extremal…

概率论 · 数学 2021-04-14 Matan Harel , Frank Mousset , Wojciech Samotij

The paper suggests a simple method of deriving minimax lower bounds to the accuracy of statistical inference on heavy tails. A well-known result by Hall and Welsh (Ann. Statist. 12 (1984) 1079-1084) states that if $\hat{\alpha}_n$ is an…

统计理论 · 数学 2014-03-14 S. Y. Novak

In this work, we analyze the finite element method with arbitrary but fixed polynomial degree for the nonlinear Helmholtz equation with impedance boundary conditions. We show well-posedness and error estimates of the finite element solution…

数值分析 · 数学 2023-02-07 Barbara Verfürth