相关论文: Building a Stationary Stochastic Process From a Fi…

We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…

We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorphism along a general sequence of partitions, and provide a…

The periodic tiling conjecture asserts that any finite subset of a lattice $\mathbb{Z}^d$ which tiles that lattice by translations, in fact tiles periodically. In this work we disprove this conjecture for sufficiently large $d$, which also…

In this paper we study the topological susceptibility of two-dimensional $U(N)$ gauge theories. We provide explicit expressions for the partition function and the topological susceptibility at finite lattice spacing and finite volume. We…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Consider an ergodic unimodular random one-ended planar graph $\G$ of finite expected degree. We prove that it has an isometry-invariant locally finite embedding in the Euclidean plane if and only if it is invariantly amenable. By "locally…

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…

We consider the problem of embedding one i.i.d.\ collection of Bernoulli random variables indexed by $\mathbb{Z}^d$ into an independent copy in an injective $M$-Lipschitz manner. For the case $d=1$, it was shown by Basu and Sly (PTRF, 2014)…

Consider a deterministically growing surface of any dimension, where the growth at a point is an arbitrary nonlinear function of the heights at that point and its neighboring points. Assuming that this nonlinear function is monotone,…

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Marginal optima are minima or maxima of a function with many nearly flat directions. In settings with many competing optima, marginal ones tend to attract algorithms and physical dynamics. Often, the important family of marginal attractors…

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

Unextendible sets of Mutually Unbiased Bases (MUBs) are examined from the point of view of complementary subalgebras. We show, that the linear span of less than $d+1$ factors of $M_d \otimes M_d$ does not contain pure states, and therefore…

We obtain sharp bounds for the monotonic rearrangement operator from "dyadic-type" classes to "continuous". In particular, for the $\mathrm{BMO}$ space and Muckenhoupt classes. The idea is to connect the problem with a simple geometric…

We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…