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作者：Grotto, Francesco; Luongo, Eliseo; Romito, Marco
作者单位：University of Pisa; Scuola Normale Superiore di Pisa
摘要：We consider a system of N point vortices in a bounded domain with null total circulation, whose statistics are given by the canonical Gibbs ensemble at inverse temperature beta >= 0. We prove that the space-time fluctuation field around the (constant) mean field limit satisfies when N -> infinity a generalized version of two-dimensional Euler dynamics preserving the Gaussian energyenstrophy ensemble.
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作者：Leao, Dorival; Ohashi, Alberto; DE Souza, Francys a.
作者单位：Universidade de Brasilia
摘要：In this article, we present a general methodology for stochastic control problems driven by the Brownian motion filtration including non-Markovian and nonsemimartingale state processes controlled by mutually singular measures. The main result of this paper is the development of a numerical scheme for computing near-optimal controls associated with controlled Wiener functionals via a finite-dimensional approximation procedure. The approach does not require functional differentiability assumptio...
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作者：Liu, Yucheng
作者单位：University of British Columbia
摘要：Weakly self-avoiding walk (WSAW) is a model of simple random walk paths that penalizes self-intersections. On Z, Greven and den Hollander proved in 1993 that the discrete-time weakly self-avoiding walk has an asymptotically deterministic escape speed, and they conjectured that this speed should be strictly increasing in the repelling strength parameter. We study a continuous-time version of the model, give a different existence proof for the speed, and prove the speed to be strictly increasing...
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作者：Durmus, Alain; Eberle, Andreas; Enfroy, Aurelien; Guillin, Arnaud; Monmarche, Pierre
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; University of Bonn; Universite Paris Saclay; Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite; Universite Paris Cite
摘要：In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with isotropic Gaussian noise of the form Yk+1 = T gamma (Yk)+ gamma sigma 2Zk+1 and Yk+1 = T gamma ( Yk)+ gamma sigma 2 Zk+1. More precisely, we give nonasymptotic bounds on rho(L(Yk),L( Yk)), where rho is an appropriate weighted Wasserstein distance or a V-distance, uniformly in the parameter gamma , and on rho (pi gamma...
