相关论文: Double-transform Tauberian method for precise larg…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…
We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species…
We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
Duality is considered for the perturbation theory by deriving, given a series solution in a small parameter, its dual series with the development parameter being the inverse of the other. A dual symmetry in perturbation theory is…
The question of defining unique, generally applicable constrained second, and higher-order, derivatives is investigated. It is shown that second-order constrained derivatives obtained via two successive constrained differentiations provide…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…
Let the adiabatic invariant of action variable in slow-fast Hamiltonian system with two degrees of freedom have two limiting values along the trajectories as time tends to infinity. The difference of two limits is exponentially small in…
We study singular perturbations of a class of two-scale stochastic control systems with unbounded data. The assumptions are designed to cover some relaxation problems for deep neural networks. We construct effective Hamiltonian and initial…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…
Time-averaged two-point currents are derived and shown to be spatially invariant within domains of local translation or inversion symmetry for arbitrary time-periodic quantum systems in one dimension. These currents are shown to provide a…
An asymptotic approach for a Schroedinger type equation with a non selfadjoint slowly varying Hamiltonian of a special type is developed. The Hamiltonian is assumed to be the result of a small perturbation of an operator with a twofold…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…