相关论文: Critical Brownian multiplicative chaos
The measure timetable plays a critical role for the accuracy of the estimator. This article deals with the optimization of the schedule of measures for observing a random process in time using a Kalman filter, when the length of the process…
The notion of Bohr chaos was introduced in [3, 4]. We answer a question raised in [3] of whether a non uniquely ergodic minimal system of positive topological entropy can be Bohr chaotic. We also prove that all systems with the…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
Sinopoli et al. (TAC, 2004) considered the problem of optimal estimation for linear systems with Gaussian noise and intermittent observations, available according to a Bernoulli arrival process. They showed that there is a "critical"…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
Let $B$ denote the range of the Brownian motion in $\mathbb{R}^{d}$ ($d\geq3$). For a deterministic Borel measure $\nu$ on $\mathbb{R}^{d}$ we wish to find a random measure $\mu$ such that the support of $\mu$ is contained in $B$ and it is…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization…
We study active Brownian particles as a paradigm for genuine non-equilibrium phase transitions. Access to the critical point in computer simulations is obstructed by the fact that the density is conserved. We propose a modification of…
We combine the finite size scaling method with the meshfree spectral method to calculate quantum critical parameters for a given Hamiltonian. The basic idea is to expand the exact wave function in a finite exponential basis set and…
We present a semi-analytical binary black hole (BBH) metric approximation that models the entire evolution of the system from inspiral to merger. The metric is constructed as a boosted Kerr-Schild superposition following post-Newtonian (PN)…
In this article we study the small ball probabilities in $L_2$-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: non-critical, partially critical and critical; and derive…
We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic…
It is well-known from the work of Kupper and Schachermayer that most law-invariant risk measures do not admit a time-consistent representation. In this work we show that in a Brownian filtration the "Optimized Certainty Equivalent" risk…
Let $X:=\{X(t)\}_{t\ge0}$ be a generalized fractional Brownian motion given by $$ \{X(t)\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R} \left((t-u)_+^{\alpha}-(-u)_+^{\alpha} \right) |u|^{-\gamma/2} B(du) \right\}_{t\ge0}, $$ with…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
Fractional Brownian motion is a non-Markovian Gaussian process $X_t$, indexed by the Hurst exponent $H$. It generalises standard Brownian motion (corresponding to $H=1/2$). We study the probability distribution of the maximum $m$ of the…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…