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The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

概率论 · 数学 2025-06-02 I. Bitter , V. Konakov

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

谱理论 · 数学 2011-10-18 Narinder S Claire

We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show…

偏微分方程分析 · 数学 2016-12-28 Hayk Aleksanyan

If X is a d-dimensional uniformly elliptic diffusion, with initial law nu, we show that F(X) is a Dirichlet process, whenever F satisfies an integrability condition linking its weak derivative to the coefficients of the diffusion and the…

概率论 · 数学 2007-05-23 K. Dupoiron , P. Mathieu , J. San Martin

In the article we study a hyperbolic-elliptic system of PDE. The system can describe two different physical phenomena: 1st one is the motion of magnetic vortices in the II-type superconductor and 2nd one \ is the collective motion of cells.…

偏微分方程分析 · 数学 2024-09-26 N. V. Chemetov

In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…

偏微分方程分析 · 数学 2017-01-13 Ling Lin , Xiang Zhou

Let $\xi$ be a Dawson--Watanabe superprocess in $\mathbb{R}^d$ such that $\xi_t$ is a.s. locally finite for every $t\geq 0$. Then for $d\geq2$ and fixed $t>0$, the singular random measure $\xi_t$ can be a.s. approximated by suitably…

概率论 · 数学 2009-01-20 Olav Kallenberg

In this paper we are concerned with the regularity of solutions to a nonlinear elliptic system of $m$ equations in divergence form, satisfying $p$ growth from below and $q$ growth from above, with $p \leq q$; this case is known as $p,…

偏微分方程分析 · 数学 2021-08-27 G. Cupini , F. Leonetti , E. Mascolo

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

概率论 · 数学 2017-04-14 Johannes Alt , Laszlo Erdos , Torben Krüger

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

概率论 · 数学 2013-04-04 V. Knopova

We derive Wasserstein distance bounds between the probability distributions of a stochastic integral (It\^o) process with jumps $(X_t)_{t\in [0,T]}$ and a jump-diffusion process $(X^\ast_t)_{t\in [0,T]}$. Our bounds are expressed using the…

概率论 · 数学 2022-12-12 Jean-Christophe Breton , Nicolas Privault

We derive sharp lower bounds for L^p-functions on the n-dimensional unit hypercube in terms of their p-th marginal moments. Such bounds are the unique solutions of a system of constrained nonlinear integral equations depending on the…

概率论 · 数学 2021-01-12 Paolo Guasoni , Eberhard Mayerhofer , Mingchuan Zhao

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

最优化与控制 · 数学 2025-02-10 Livia Betz

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

统计力学 · 物理学 2019-05-01 N. Leibovich , E. Barkai

In this paper, we prove a time dependent lower bound on density in the optimal order $O(1/(1+t))$ for the general smooth nonisentropic flow of compressible Euler equations.

偏微分方程分析 · 数学 2018-12-19 Geng Chen

Given an elliptic curve $E$ and a point $P$ in $E(\mathbb{R})$, we investigate the distribution of the points $nP$ as $n$ varies over the integers, giving bounds on the $x$ and $y$ coordinates of $nP$ and determining the natural density of…

数论 · 数学 2020-09-29 Alex Cowan

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

概率论 · 数学 2007-05-23 Aad van der Vaart , Harry van Zanten

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

概率论 · 数学 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…

统计理论 · 数学 2020-05-26 Richard Nickl , Jakob Söhl

We establish several bounds for solutions to elliptic/parabolic cross-diffusion systems of $m$ equations ($m\ge2$) on 2d/3d domains $\Og$. We settle the existence and global existence problems in these cases and also provide new…

偏微分方程分析 · 数学 2023-08-24 Dung Le