相关论文: Typical support and Sanov large deviations of corr…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…
In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…
We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
Two types of errors can occur when discriminating pairs of quantum states. Asymmetric state discrimination involves minimizing the probability of one type of error, subject to a constraint on the other. We give explicit expressions bounding…
The eigenstate entanglement entropy has been recently shown to be a powerful tool to distinguish integrable from generic quantum-chaotic models. In integrable models, a unique feature of the average eigenstate entanglement entropy (over all…
We prove the large-time asymptotic orbital stability of strictly entropic Riemann shock solutions of first order scalar hyperbolic balance laws, under piecewise regular perturbations provided that the source term is dissipative about…
In its customary formulation for one-component fluids, the Hierarchical Reference Theory yields a quasilinear partial differential equation for an auxiliary quantity f that can be solved even arbitrarily close to the critical point,…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…
The evolution of entropy is derived with respect to dynamical systems. For a stochastic system, its relative entropy $D$ evolves in accordance with the second law of thermodynamics; its absolute entropy $H$ may also be so, provided that the…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
These notes present a recent approach to study the high-frequency eigenstates of the Laplacian on compact Riemannian manifolds of negative sectional curvature. The main result is a lower bound on the Kolmogorov-Sinai entropy of the…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…
A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…
Chaotic instability in many-body systems is commonly quantified by the largest Lyapunov exponent, yet general constraints on its magnitude in classical interacting systems remain poorly understood. Here we establish explicit,…
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive…
Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…