On Mesoscopic Equilibrium For Linear Statistics In Dysons Brownian Motion
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On Mesoscopic Equilibrium for Linear Statistics in Dyson's Brownian Motion
| Author | : Maurice Duits |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 130 |
| Release | : 2018-10-03 |
| Genre | : Mathematics |
| ISBN | : 1470429640 |
In this paper the authors study mesoscopic fluctuations for Dyson's Brownian motion with β=2 . Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the time that is needed for the GUE statistics to become dominant depends on the scale we look at: The microscopic correlations arrive at the equilibrium regime sooner than the macrosopic correlations. The authors investigate the transition on the intermediate, i.e. mesoscopic, scales. The time scales that they consider are such that the system is already in microscopic equilibrium (sine-universality for the local correlations), but have not yet reached equilibrium at the macrosopic scale. The authors describe the transition to equilibrium on all mesoscopic scales by means of Central Limit Theorems for linear statistics with sufficiently smooth test functions. They consider two situations: deterministic initial points and randomly chosen initial points. In the random situation, they obtain a transition from the classical Central Limit Theorem for independent random variables to the one for the GUE.
Time Changes of the Brownian Motion: Poincaré Inequality, Heat Kernel Estimate and Protodistance
| Author | : Jun Kigami |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 130 |
| Release | : 2019-06-10 |
| Genre | : Mathematics |
| ISBN | : 1470436205 |
In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0,1]n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0,1]n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such as Liouville measures on [0,1]2 and self-similar measures. The author shows the existence of time changed process and associated jointly continuous heat kernel for this class of measures. Furthermore, he obtains diagonal lower and upper estimates of the heat kernel as time tends to 0. In particular, to express the principal part of the lower diagonal heat kernel estimate, he introduces “protodistance” associated with the density as a substitute of ordinary metric. If the density has the volume doubling property with respect to the Euclidean metric, the protodistance is shown to produce metrics under which upper off-diagonal sub-Gaussian heat kernel estimate and lower near diagonal heat kernel estimate will be shown.
One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
| Author | : Sergey Bobkov |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 138 |
| Release | : 2019-12-02 |
| Genre | : Education |
| ISBN | : 1470436507 |
This work is devoted to the study of rates of convergence of the empirical measures μn=1n∑nk=1δXk, n≥1, over a sample (Xk)k≥1 of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn,μ)) or [E(Wpp(μn,μ))]1/p in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one 1n√ to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.
Multilinear Singular Integral Forms of Christ-Journe Type
| Author | : Andreas Seeger |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 146 |
| Release | : 2019-02-21 |
| Genre | : Mathematics |
| ISBN | : 1470434377 |
We introduce a class of multilinear singular integral forms which generalize the Christ-Journe multilinear forms. The research is partially motivated by an approach to Bressan’s problem on incompressible mixing flows. A key aspect of the theory is that the class of operators is closed under adjoints (i.e. the class of multilinear forms is closed under permutations of the entries). This, together with an interpolation, allows us to reduce the boundedness.
Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations
| Author | : Nawaf Bou-Rabee |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 136 |
| Release | : 2019-01-08 |
| Genre | : Mathematics |
| ISBN | : 1470431815 |
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These schemes are obtained by spatially discretizing the Kolmogorov equation associated with the SDE in such a way that the resulting semi-discrete equation generates a Markov jump process that can be realized exactly using a Monte Carlo method. In this construction the jump size of the approximation can be bounded uniformly in space, which often guarantees that the schemes are numerically stable for both finite and long time simulation of SDEs.
On Space-Time Quasiconcave Solutions of the Heat Equation
| Author | : Chuanqiang Chen |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 94 |
| Release | : 2019-06-10 |
| Genre | : Mathematics |
| ISBN | : 1470435241 |
In this paper the authors first obtain a constant rank theorem for the second fundamental form of the space-time level sets of a space-time quasiconcave solution of the heat equation. Utilizing this constant rank theorem, they obtain some strictly convexity results of the spatial and space-time level sets of the space-time quasiconcave solution of the heat equation in a convex ring. To explain their ideas and for completeness, the authors also review the constant rank theorem technique for the space-time Hessian of space-time convex solution of heat equation and for the second fundamental form of the convex level sets for harmonic function.
Quiver Grassmannians of Extended Dynkin Type D Part I: Schubert Systems and Decompositions into Affine Spaces
| Author | : Oliver Lorscheid |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 90 |
| Release | : 2019-12-02 |
| Genre | : Education |
| ISBN | : 1470436477 |
Let Q be a quiver of extended Dynkin type D˜n. In this first of two papers, the authors show that the quiver Grassmannian Gre–(M) has a decomposition into affine spaces for every dimension vector e– and every indecomposable representation M of defect −1 and defect 0, with the exception of the non-Schurian representations in homogeneous tubes. The authors characterize the affine spaces in terms of the combinatorics of a fixed coefficient quiver for M. The method of proof is to exhibit explicit equations for the Schubert cells of Gre–(M) and to solve this system of equations successively in linear terms. This leads to an intricate combinatorial problem, for whose solution the authors develop the theory of Schubert systems. In Part 2 of this pair of papers, they extend the result of this paper to all indecomposable representations M of Q and determine explicit formulae for the F-polynomial of M.
Global Regularity for 2D Water Waves with Surface Tension
| Author | : Alexandru D. Ionescu |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 136 |
| Release | : 2019-01-08 |
| Genre | : Mathematics |
| ISBN | : 1470431033 |
The authors consider the full irrotational water waves system with surface tension and no gravity in dimension two (the capillary waves system), and prove global regularity and modified scattering for suitably small and localized perturbations of a flat interface. An important point of the authors' analysis is to develop a sufficiently robust method (the “quasilinear I-method”) which allows the authors to deal with strong singularities arising from time resonances in the applications of the normal form method (the so-called “division problem”). As a result, they are able to consider a suitable class of perturbations with finite energy, but no other momentum conditions. Part of the authors' analysis relies on a new treatment of the Dirichlet-Neumann operator in dimension two which is of independent interest. As a consequence, the results in this paper are self-contained.
Interpolation for Normal Bundles of General Curves
| Author | : Atanas Atanasov |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 118 |
| Release | : 2019-02-21 |
| Genre | : Mathematics |
| ISBN | : 147043489X |
Given n general points p1,p2,…,pn∈Pr, it is natural to ask when there exists a curve C⊂Pr, of degree d and genus g, passing through p1,p2,…,pn. In this paper, the authors give a complete answer to this question for curves C with nonspecial hyperplane section. This result is a consequence of our main theorem, which states that the normal bundle NC of a general nonspecial curve of degree d and genus g in Pr (with d≥g+r) has the property of interpolation (i.e. that for a general effective divisor D of any degree on C, either H0(NC(−D))=0 or H1(NC(−D))=0), with exactly three exceptions.
