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相关论文: Law of Large Numbers for a Class of Superdiffusion…

200 篇论文

In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…

概率论 · 数学 2011-02-18 Rong-Li Liu , Yan-Xia Ren , Renming Song

The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…

泛函分析 · 数学 2025-08-07 V. Kadets , O. Zavarzina

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

概率论 · 数学 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

Consider a supercritical superdiffusion (X_t) on a domain D subset R^d with branching mechanism -\beta(x) z+\alpha(x) z^2 + int_{(0,infty)} (e^{-yz}-1+yz) Pi(x,dy). The skeleton decomposition provides a pathwise description of the process…

概率论 · 数学 2013-09-25 Maren Eckhoff , Andreas E. Kyprianou , Matthias Winkel

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…

概率论 · 数学 2019-03-15 Ze-Chun Hu , Ning-Hua Liu , Ting Ma

Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…

机器学习 · 统计学 2025-04-25 Peter Potaptchik , Iskander Azangulov , George Deligiannidis

In the author's previous paper (Zhang et al. 2022), exponential convergence was proved for the perfectly matched layers (PML) approximation of scattering problems with periodic surfaces in 2D. However, due to the overlapping of…

数值分析 · 数学 2024-01-02 Ruming Zhang

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

概率论 · 数学 2016-07-05 Mohammud Foondun , Leila Setayeshgar

The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This…

概率论 · 数学 2015-06-30 Harouna Sangare , Gane Samb Lo

Strong laws of large numbers are established for random fields with weak or strong dependence. These limit theorems are applicable to random fields with heavy-tailed distributions including fractional stable random fields. The conditions…

概率论 · 数学 2018-10-26 Erkan Nane , Yimin Xiao , Aklilu Zeleke

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

概率论 · 数学 2016-02-24 Na Zhang

In a previous paper of Winter and the author the Law of Large Numbers for the local mass of certain superdiffusions was proved under a spectral theoretical assumption, which is equivalent to the ergodicity (positive recurrence) of the…

概率论 · 数学 2007-05-23 Janos Englander

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

概率论 · 数学 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

In this paper, we establish a new H\'ajek - R\'enyi's type inequality and obtain strong law of large numbers (SLLN) for arbitrary random variables. We base our methods on demimartingales and convex functions techniques. We obtain wide…

概率论 · 数学 2012-01-31 Gane Samb Lo , Cheikha Hamallah Ndiaye

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

信息论 · 计算机科学 2026-03-25 Jialiang Fu , Wen-Xuan Lang

In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of…

概率论 · 数学 2025-01-24 Haim Bar , Vladimir Pozdnyakov

In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…

概率论 · 数学 2018-06-18 Ze-Chun Hu , Wei Sun

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

机器学习 · 统计学 2017-11-02 Xiang Cheng , Peter Bartlett

We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…

介观与纳米尺度物理 · 物理学 2014-04-28 Eugene B. Postnikov , Igor M. Sokolov

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

偏微分方程分析 · 数学 2022-10-26 Tomoyuki Oka
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