相关论文: Central Limit Theorem for a Class of Relativistic …

In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…

We consider here asymptotic models that describe the propagation of one-dimensional internal waves at the interface between two layers of immiscible fluids of different densities, under the rigid lid assumption and with uneven bottoms. The…

This paper studies the behavior of the entropy numbers of classes of functions with bounded integral norms from a given finite dimensional linear subspace. Upper bounds of these entropy numbers in the uniform norm are obtained and applied…

The distribution of descents in fixed conjugacy classes of $S_n$ has been studied, and it is shown that its moments have interesting properties. Kim and Lee showed, by using Curtiss' theorem and moment generating functions, how to prove a…

Estimation of quantum relative entropy and its R\'{e}nyi generalizations is a fundamental statistical task in quantum information theory, physics, and beyond. While several estimators of these divergences have been proposed in the…

We study the simplifications occurring in any likelihood function in the presence of a large number of small systematic uncertainties. We find that the marginalisation of these uncertainties can be done analytically by means of second-order…

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

We study the uniform boundedness of solutions to reaction-diffusion systems possessing a Lyapunov-like function and satisfying an {\it intermediate sum condition}. This significantly generalizes the mass dissipation condition in the…

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

We prove that an approximated version of the Brunn--Minkowski inequality with volume distortion coefficient implies a Gaussian concentration-of-measure phenomenon. Our main theorem is applicable to discrete spaces.

We prove central limit theorems for Diophantine approximations with congruence conditions and for inhomogeneous Diophantine approximations following the approach of Bj\"{o}rklund and Gorodnik. The main tools are the cumulant method and…

We give sharp conditions for the large time asymptotic simplification of aggregation-diffusion equations with linear diffusion. As soon as the interaction potential is bounded and its first and second derivatives decay fast enough at…

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

In this paper, we study small perturbations of a class of non-convex integrable Hamiltonians with two degrees of freedom, and we prove a result of diffusion for an open and dense set of perturbations, with an optimal time of diffusion which…

Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…

We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

In this paper, we develop asymptotic theory for the mixing detection methodology proposed by M. Magdziarz and A. Weron [Physical Review E, 84:051138 (2011)]. The assumptions cover a broad family of Gaussian stochastic processes including…