Galerkin approximation and the strong solution of the Navier-Stokes equation.
We consider generalized Wigner ensembles and general -ensembles with analytic potentials for any . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact,...
In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space are extended to the space of compact sets on equipped with the Hausdorff metric. First, conditions for the existence of the stationary Gibbs point process with given conditional intensity have been simplified recently. Secondly, the Malliavin-Stein method was applied to the estimation of Wasserstein distance between the...
We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.
We study ergodic properties of the class of Gaussian automorphisms whose ergodic self-joinings remain Gaussian. For such automorphisms we describe the structure of their factors and of their centralizer. We show that Gaussian automorphisms with simple spectrum belong to this class. We prove a new sufficient condition for non-disjointness of automorphisms giving rise to a better understanding of Furstenberg's problem relating disjointness to the lack of common factors. This...
Stochastic Riccati equation is a backward stochastic differential equation with singular generator which arises naturally in the study of stochastic linear-quadratic optimal control problems. In this paper, we obtain Gaussian density estimates for the solutions to this equation.