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Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

We study potential operators associated with Laguerre function expansions of convolution and Hermite types, and with Dunkl-Laguerre expansions. We prove qualitatively sharp estimates of the corresponding potential kernels. Then we…

经典分析与常微分方程 · 数学 2016-07-06 Adam Nowak , Krzysztof Stempak

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

概率论 · 数学 2024-01-22 Bruno Rémillard , Jean Vaillancourt

This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax…

最优化与控制 · 数学 2024-07-08 Gang Bao , Dong Wang , Boyi Zou

We study a finite temperature two-loop resummed effective potential in the Abelian gauge theory. A tractable calculation scheme without using a high-temperature expansion is devised. We apply it to the Abelian-Higgs model and its extension…

高能物理 - 唯象学 · 物理学 2013-03-14 Koichi Funakubo , Eibun Senaha

In this paper, selection of an active sensor subset for tracking a discrete time, finite state Markov chain having an unknown transition probability matrix (TPM) is considered. A total of N sensors are available for making observations of…

机器学习 · 计算机科学 2020-11-02 Mrigank Raman , Ojal Kumar , Arpan Chattopadhyay

We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes…

概率论 · 数学 2011-07-13 Florian Conrad , Martin Grothaus

The critical step in a molecular process is often a rare-event and has to be simulated by an enhanced sampling protocol. Recovering accurate dynamical estimates from such biased simulation is challenging. Girsanov reweighting is a method to…

统计力学 · 物理学 2023-03-28 Stefanie Kieninger , Simon Ghysbrecht , Bettina G. Keller

In this paper, we explore the limiting weak-type behaviors of some integral operators including maximal operators, singular and fractional integral operators and maximal truncated singular integrals et al. Some optimal limiting weak-type…

经典分析与常微分方程 · 数学 2017-10-31 Weichao Guo , Jianxun He , Huoxiong Wu

The effective potential theory is a physically motivated method for extending traditional plasma transport theories to stronger coupling. It is practical in the sense that it is easily incorporated within the framework of the Chapman-Enskog…

等离子体物理 · 物理学 2015-06-23 Scott D. Baalrud , Kim O. Rasmussen , Jerome Daligault

This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…

统计方法学 · 统计学 2016-05-30 Christopher Nemeth , Chris Sherlock , Paul Fearnhead

In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…

数值分析 · 数学 2020-12-15 Fleurianne Bertrand , Daniele Boffi , Henrik Schneider

The dynamical correlations of a model consisting of particles constrained on the line and interacting with a nearest--neighbour Lennard--Jones potential are computed by molecular--dynamics simulations. A drastic qualitative change of the…

统计力学 · 物理学 2009-11-11 Stefano Lepri , Paolo Sandri , Antonio Politi

We extend a theory of first order hbar corrections to Gutzwiller's trace formula for systems with a smooth potential to systems with discrete symmetries and, as an example, apply the method to the two-dimensional hydrogen atom in a uniform…

混沌动力学 · 物理学 2007-05-23 Holger Cartarius , Jörg Main , Günter Wunner

The purpose of this note is to describe, in terms of a power series, the distribution function of the exponential functional, taken at some independent exponential time, of a spectrally negative L\'evy process \xi with unbounded variation.…

概率论 · 数学 2009-04-22 Pierre Patie

We present a near-optimal quantum algorithm, up to logarithmic factors, for estimating the Shannon entropy in the quantum probability oracle model. Our approach combines the singular value separation algorithm with quantum amplitude…

量子物理 · 物理学 2026-02-03 Myeongjin Shin , Kabgyun Jeong

The discrimination of quantum processes, including quantum states, channels, and superchannels, is a fundamental topic in quantum information theory. It is often of interest to analyze the optimal performance that can be achieved when…

量子物理 · 物理学 2021-12-15 Kenji Nakahira

In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer…

最优化与控制 · 数学 2016-10-05 Bo Zeng , Yu An , Ludwig Kuznia

For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…

概率论 · 数学 2007-05-23 Panki Kim , Renming Song

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

概率论 · 数学 2018-08-20 Mikkel Slot Nielsen , Jan Pedersen