相关论文: Almost sure CLT for hyperbolic Anderson model with…

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of…

We consider the parabolic Anderson model (PAM) $\partial_t u = \frac12 \Delta u + \xi u$ in $\mathbb R^2$ with a Gaussian (space) white-noise potential $\xi$. We prove that the almost-sure large-time asymptotic behaviour of the total mass…

A strong-coupling-perturbation theory around the Atomic Limit of the Anderson model with large $U$ for a localized $f$-orbital coupled to a conduction-electron band is presented. Although an auxiliary-particle representation is {\em not}…

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

We consider an anisotropic $d$-dimensional Swift-Hohenberg model $ \mathcal{O}(\varepsilon^2) $-close to the first instability, where $ 0 < \varepsilon \ll 1 $ is a small perturbation parameter. This model for pattern formation is perturbed…

In this paper, we develop an extension of the Central Limit Theorem (CLT) to the setting of bosonic quantum channels. This extension provides a deeper understanding of Gaussian bosonic channels as extremal objects. Using our CLT for bosonic…

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…

The ordinary surface magnetic phase transition is studied for the exactly solvable anisotropic spherical model (ASM), which is the limit D \to \infty of the D-component uniaxially anisotropic classical vector model. The bulk limit of the…

Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…

We present a fully pseudo-spectral scheme to solve axisymmetric hyperbolic equations of second order. With the Chebyshev polynomials as basis functions, the numerical grid is based on the Lobbato (for two spatial directions) and Radau (for…

In this article, we study the Parabolic Anderson Model driven by a space-time homogeneous Gaussian noise on $\mathbb{R}_{+} \times \mathbb{R}^d$, whose covariance kernels in space and time are locally integrable non-negative functions,…

We study the large-scale behavior of solutions to the Allen-Cahn reaction-diffusion equation with Gaussian initial data. We consider the case of short-range dependence in the associated supercritical regime with spatial dimension $d \ge 3$.…

In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…