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Stein’s method in high dimensions with applications

Adrian Röllin (2013)

Annales de l'I.H.P. Probabilités et statistiques

Let h be a three times partially differentiable function on n , let X = ( X 1 , ... , X n ) be a collection of real-valued random variables and let Z = ( Z 1 , ... , Z n ) be a multivariate Gaussian vector. In this article, we develop Stein’s method to give error bounds on the difference 𝔼 h ( X ) - 𝔼 h ( Z ) in cases where the coordinates of X are not necessarily independent, focusing on the high dimensional case n . In order to express the dependency structure we use Stein couplings, which allows for a broad range of applications, such as classic occupancy,...

Stochastic approximations of the solution of a full Boltzmann equation with small initial data

Sylvie Meleard (2010)

ESAIM: Probability and Statistics

This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. 
Then, we first delocalize the interaction by considering a mollified Boltzmann...

Stochastic foundations of the universal dielectric response

Agnieszka Jurlewicz (2003)

Applicationes Mathematicae

We present a probabilistic model of the microscopic scenario of dielectric relaxation. We prove a limit theorem for random sums of a special type that appear in the model. By means of the theorem, we show that the presented approach to relaxation phenomena leads to the well known Havriliak-Negami empirical dielectric response provided the physical quantities in the relaxation scheme have heavy-tailed distributions. The mathematical model, presented here in the context of dielectric relaxation, can...

Supercritical self-avoiding walks are space-filling

Hugo Duminil-Copin, Gady Kozma, Ariel Yadin (2014)

Annales de l'I.H.P. Probabilités et statistiques

In this article, we consider the following model of self-avoiding walk: the probability of a self-avoiding trajectory γ between two points on the boundary of a finite subdomain of d is proportional to μ - length ( γ ) . When μ is supercritical (i.e. μ l t ; μ c where μ c is the connective constant of the lattice), we show that the random trajectory becomes space-filling when taking the scaling limit.

Sur le nombre de points visités par une marche aléatoire sur un amas infini de percolation

Clément Rau (2007)

Bulletin de la Société Mathématique de France

On s’intéresse à une marche aléatoire simple sur un amas infini issu d’un processus de percolation surcritique sur les arêtes de d ( d 2 ) de loi Q . On montre que la transformée de Laplace du nombre de points visités au temps n , noté N n , a un comportement similaire au cas où la marche évolue dans d . Plus précisément, on établit que pour tout 0 < α < 1 , il existe des constantes C i , C s > 0 telles que pour presque toute réalisation de la percolation telle que l’origine appartienne à l’amas infini et pour n assez grand, e - C i n d / ( d + 2 ) 𝔼 0 ω ( α N n ) e - C s n d / ( d + 2 ) . Le...

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