Discrete stochastic heat equation driven by fractional noise : Feynman-Kac representation and asymptotic behavior

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Kontsevich and Soibelman reformulated and slightly generalised the topological recursion of [43], seeing it as a quantisation of certain quadratic Lagrangians in T*V for some vector space V. KS topological recursion is a procedure which takes as initial da ...

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

We expand Hilbert series technologies in effective field theory for the inclusion of massive particles, enabling, among other things, the enumeration of operator bases for non-linearly realized gauge theories. We find that the Higgs mechanism is manifest a ...

The beginning of 21st century provided us with many answers about how to reach the channel capacity. Polarization and spatial coupling are two techniques for achieving the capacity of binary memoryless symmetric channels under low-complexity decoding algor ...

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

We develop theory and methodology for the problem of nonparametric registration of functional data that have been subjected to random deformation (warping) of their time scale. The separation of this phase variation ("horizontal" variation) from the amplit ...

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

The Renyi entanglement entropy in quantum many-body systems can be viewed as the difference in free energy between partition functions with different trace topologies. We introduce an external field lambda that controls the partition function topology, all ...

This work is concerned with functional properties shared by partition functions of nineteen-vertex models with domain-wall boundary conditions. In particular, we describe both Izergin-Korepin and Fateev-Zamolodchikov models with the aforementioned boundary ...

Investigating the effect of isotope substitution on equilibrium and kinetic properties of molecules has become an important tool for estimating the importance of nuclear quantum effects. In this work, we discuss calculating both equilibrium and kinetic iso ...

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror descent, to derive ...

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect depen ...

Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often unknown. Recently, D ...

We study the optimal strategy for a sailboat to reach an upwind island under the hypothesis that the wind direction fluctuates according to a Brownian motion and the wind speed is constant. The work is motivated by a concrete problem which typically arises ...

It is known that not all summation methods are linear and stable. Zeta function regularization is in general nonlinear. However, in some cases formal manipulations with zeta function regularization (assuming linearity of sums) lead to correct results. We c ...

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long-and short-range dependence of extremes may both appear. In applications, an assum ...

We propose a novel camera pose estimation or perspective-n-point (PnP) algorithm, based on the idea of consistency regions and half-space intersections. Our algorithm has linear time-complexity and a squared reconstruction error that decreases at least qua ...

We consider the parabolic Anderson model driven by fractional noise: partial derivative/partial derivative t u(t,x) = k Delta u(t,x) + u(t,x)partial derivative/partial derivative t W(t,x) x is an element of Z(d), t >= 0, where k > 0 is a diffusion constant ...

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Discrete stochastic heat equation driven by fractional noise : Feynman-Kac representation and asymptotic behavior

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The ABCD of topological recursion

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Hilbert series, the Higgs mechanism, and HEFT

Symmetry in design and decoding of polar-like codes

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

Functional registration and local variations: Identifiability, rank, and tuning

The probability of intransitivity in dice and close elections

Entanglement Entropy from Nonequilibrium Work

Functional relations in nineteen-vertex models with domain-wall boundaries

Accelerating path integral evaluation of equilibrium and kinetic isotope effects

Mirrored Langevin Dynamics

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

Gaussian versus Sparse Stochastic Processes : Construction, Regularity, Compressibility

Generalized Pickands constants and stationary max-stable processes

Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization

Partition function on spheres: How to use zeta function regularization

Bayesian uncertainty management in temporal dependence of extremes

SHAPE: Linear-Time Camera Pose Estimation With Quadratic Error-Decay

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory