相关论文: Lower bounds for the density of locally elliptic I…

We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…

We establish the local well-posedness for the free boundary problem for the compressible Euler equations describing the motion of liquid under the influence of Newtonian self-gravity. We do this by solving a tangentially-smoothed version of…

This paper is concerned with a parabolic-elliptic chemotaxis model with density-suppressed motility and general logistic source in an $n$-dimensional smooth bounded domain with Neumann boundary conditions. Under the minimal conditions for…

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…

We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…

We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…

We study density thresholds that force a measurable set $E\subseteq\mathbb{R}^d$ to contain all sufficiently large similar copies of every $n$-point configuration. We prove a lower bound of the form $1-O((\log n)/n)$, which matches the…

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…

We consider the Anderson model on the multi-dimensional cubic lattice and prove a positive lower bound on the density of states under certain conditions. For example, if the random variables are independently and identically distributed and…

We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…

A point process is R-dependent, if it behaves independently beyond the minimum distance R. This work investigates uniform positive lower bounds on the avoidance functions of R-dependent simple point processes with a common intensity.…

In this paper we consider a minimization problem of the type $$ I_{\beta,p}(D;\Omega)=\inf\biggl\{\int_\Omega \lvert{D\phi}\rvert^pdx+\beta \int_{\partial^* \Omega}\lvert{\phi}\rvert^pd\mathcal{H}^{n-1},\; \phi \in W^{1,p}(\Omega),\;\phi…

We evaluate priors by the second order asymptotic behavior of the corresponding estimators.Under certain regularity conditions, the risk differences between efficient estimators of parameters taking values in a domain D, an open connected…

We consider the problem of lower bounding a generalized Minkowski measure of subsets of a convex body with a log-concave probability measure, conditioned on the set size. A bound is given in terms of diameter and set size, which is sharp…

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…

Let $p_n(y)=\sum_k\hat{\alpha}_k\phi(y-k)+\sum_{l=0}^{j_n-1}\sum_k\hat {\beta}_{lk}2^{l/2}\psi(2^ly-k)$ be the linear wavelet density estimator, where $\phi$, $\psi$ are a father and a mother wavelet (with compact support),…

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Explicit representations of densities for linear parabolic partial differential equations are useful in order to design computation schemes of high accuracy for a considerable class of diffusion models. Approximations of lower order based…