相关论文: Asymptotics of high order noise corrections
The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…
We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…
We consider the Laplacian in $\mathbb{R}^n$ perturbed by a finite number of distant perturbations those are abstract localized operators. We study the asymptotic behaviour of the discrete spectrum as the distances between perturbations tend…
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…
We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…
Explicit diagrammatic calculation of evolution equations for high-twist correlation functions is a challenge already at one-loop order in QCD coupling. The main complication being quite involved mixing pattern of the so-called…
The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…
We consider evolution equations generated by quadratic operators admitting a decomposition in creation-annihilation operators without usual ellipticity-type hypotheses; this class includes hypocoercive model operators. We identify the…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
We analyze the problem of evolution in a system with stochastic perturbation and point out that analytic properties of the noise present in the system might determine spectral properties of the evolution operator (Frobenius-Perron…
This paper presents a central limit theorem for a pre-averaged version of the realized covariance estimator for the quadratic covariation of a discretely observed semimartingale with noise. The semimartingale possibly has jumps, while the…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
A well-behaved adjoint sensitivity technique for chaotic dynamical systems is presented. The method arises from the specialisation of established variational techniques to the unstable periodic orbits of the system. On such trajectories,…
In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…
Navigating toward a known target in a noisy environment is a fundamental problem shared across biological, physical, and engineered systems. Although optimal strategies are often framed in terms of continuous, fine-grained feedback, we show…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
Given a quantum Hamiltonian and its evolution time, the corresponding unitary evolution operator can be constructed in many different ways, corresponding to different trajectories between the desired end-points and different series…
A class of evolutionary operator equations is studied. As an application the equations of linear acoustics are considered with complex material laws. A dynamic boundary condition is imposed which in the time-harmonic case corresponds to an…
We analyze the asymptotic dynamics of quantum systems resulting from large numbers of iterations of random unitary operations. Although, in general, these quantum operations cannot be diagonalized it is shown that their resulting asymptotic…