相关论文: On the average principle for one-frequency systems
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…
In this paper, we provide a novel contraction-theoretic approach to analyze two-time scale systems, including those commonly encountered in Online Feedback Optimization (OFO). Our framework endows these systems with several robustness…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…
Unstable periodic orbits scar wave functions in chaotic systems. This also influences the associated spectra, that follow the otherwise universal Porter--Thomas intensity distribution. We show here how this deviation extend to other longer…
Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
Starting from a semiclassical approach recently developed for spectral correlation functions of quantum systems whose classical dynamics is chaotic, we focus on the case of broken time-reversal symmetry, the so-called unitary class. We…
There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…
The new perturbation theory for the problem of nonstationary anharmonic oscillator with polynomial nonstationary perturbation is proposed. As a zero order approximation the exact wave function of harmonic oscillator with variable frequency…
Sampling noisy intermediate-scale quantum devices is a fundamental step that converts coherent quantum-circuit outputs to measurement data for running variational quantum algorithms that utilize gradient and Hessian methods in cost-function…
The functional defined as the squared modulus of the spatial average of the wave function squared, plays the role of an ``order parameter'' for the transition between Hamiltonian ensembles with orthogonal and unitary symmetry. Upon breaking…
The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…
Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…
The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…
The main aim of this work is to present two different methodologies for configuration averaging in disordered systems. The Recursion method is suitable for the calculation of spatial or self-averaging, while the Augmented space formalism…