相关论文: Almost sure CLT for hyperbolic Anderson model with…
In this paper we exhibit new classes of smooth systems which satisfy the Central Limit Theorem (CLT) and have (at least) one of the following properties: (1) zero entropy; (2) weak but not strong mixing; (3) (polynomially) mixing but not…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
In this article, we study the homogeneous Dirichlet problem for a degenerate parabolic-hyperbolic PDE perturbed by Levy noise. In particular, we develop the well-posedness theory of entropy solution based on the Kru\v{z}kov's semi-entropy…
We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems…
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
We obtain a system for the spatial metric and extrinsic curvature of a spacelike slice that is hyperbolic non-strict in the sense of Leray and Ohya and is equivalent to the Einstein equations. Its characteristics are the light cone and the…
In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…
We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…
In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…
We study the efficient PAC learnability of halfspaces in the presence of Tsybakov noise. In the Tsybakov noise model, each label is independently flipped with some probability which is controlled by an adversary. This noise model…
We consider an initial- and Dirichlet boundary- value problem for a linear Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we propose an approximate regularized…
Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…
Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
Using a generalisation of the classical notion of Dirichlet-to-Neumann map and the related formulae for the resolvents of boundary-value problems, we analyse the asymptotic behaviour of solutions to a "transmission problem" for a…
An averaging method for getting uniformly valid asymptotic approximations of the solution of hyperbolic systems of equations is presented. The averaged system of equations disintegrates into independent equations for non-resonance systems.…
We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…