相关论文: Law of Large Numbers for a Class of Superdiffusion…
This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…
This article introduces three invariance principles under which P is different from NP. In the second part a theorem of convergence is proven. This theorem states that for any language L there exists an infinite sequence of languages from…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
A convergence result for perturbed holomorphic cylinders in $\mathbb{R}^{2n}$ is proved; a sequence of perturbed holomorphic cylinders converges to a configuration of two holomorphic disks joined by a flow line. A key step in the…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
We consider a class of multidimensional conservation laws with vanishing nonlinear diffusion and dispersion terms. Under a condition on the relative size of the diffusion and dispersion coefficients, we establish that the…
We show that materials made of scatterers distributed on a stealth hyperuniform point pattern can be transparent at densities for which an uncorrelated disordered material would be opaque due to multiple scattering. The conditions for…
The aim of this paper is to establish the Marcinkiewicz-Zygmund (MZ) type law of large numbers for the randomly weighted sums with weights chosen randomly, uniformly over the unit sphere in $\mathbb{R}^n$. We also establish a theorem that…
The purpose of this paper is to prove the First and Second Fundamental Theorems of invariant theory for the complex special linear supergroup and discuss the superalgebra of invariants, via the super Plucker relations.
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…
In this paper, we establish some strong laws of large numbers (SLLN) for non-independent random variables under the framework of sublinear expectations. One of our main results is for blockwise $m$-dependent random variables, and another is…
In this note not intended for publication, it is observed that a wellnigh trivial application of the ergodic theorem of Karlsson-Ledrappier yields a strong LLN for arbitrary concave moments.
We describe some examples of classical and explicit h-transforms as particular cases of a general mechanism, which is related to the existence of symmetric diffusion operators having orthogonal polynomials as spectral decomposition.
By using straightforward frequency arguments we classify transformations of probabilities which can be generated by transition from one preparation procedure (context) to another. There are three classes of transformations corresponding to…
Discriminating data classes emanating from sensors is an important problem with many applications in science and technology. We describe a new transform for pattern identification that interprets patterns as probability density functions,…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…