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Monday 24 August

Probability

Stochastic Dynamics of Low Earth Orbit Near Full Capacity

The capacity of Low Earth Orbit (LEO) to sustain space operations is under mounting pressure from megaconstellations, legacy fragmentation debris, and new payload classes. Existing assessments of orbital capacity and debris evolution are largely deterministic, tracking mean populations of intact satellites and fragments with ordinary differential equations; they cannot capture the inherent randomness of collisions, breakup sizes, and launch schedules. We develop a stochastic extension of the two-species Lotka–Volterra model of Bradley and Wein, formulated as a density-dependent Markov chain, and study its deterministic and stochastic scaling limits. Because intacts and fragments differ by many orders of magnitude, these limits emerge on distinct time-scales, and different pathways to a collisional Kessler cascade become visible only on the appropriate time horizon. On a fast intact time-scale we obtain an ODE approximation and a Gaussian SDE approximation; on an intermediate fragment time-scale we obtain an ODE approximation, a Gaussian SDE approximation, and the critical Kessler threshold, above which the ODE approximation runs away in Kessler syndrome. Crucially, on a third, slow time-scale at the critical threshold, the fragment count converges to a Feller diffusion, in which runaway is triggered purely by fluctuations rather than by the drift—an effect the ODE approximations and their Gaussian SDE approximations cannot see. Debris runaway may occur sooner, and with higher probability, than deterministic models predict: the intact population can appear well-behaved while fragments quietly accumulate risk. Constellation deployment, debris-removal investment, and slot allocation should account for these stochastic effects, and planning for runaway must depend on the variance of the collision dynamics, not on the mean alone.
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Probability

Strong Averaging Principle and Long-Time Dynamics for Fast-Slow SDEs with Increasing Time-Scale Separation and Degenerate Noise

We establish a strong averaging principle for fast-slow stochastic differential equations with a time-dependent scale-separation parameter $(\varepsilon_t)_{t \geq 0}$ satisfying $\varepsilon_t \to 0$ as $t \to \infty$. In contrast to approaches based on noise-induced smoothing or elliptic regularity, our approach relies on dissipativity of the frozen fast dynamics and therefore permits degenerate diffusion coefficients. We prove a maximal $L^p$-estimate between the slow variable and the averaged ODE at late times, with the classical strong convergence rate of order $1/2$. Under an additional decay condition on $(\varepsilon_t)_{t \ge 0}$, this estimate implies that the slow variable is almost surely an asymptotic pseudo-trajectory of the averaged ODE. As a consequence, we obtain criteria for the identification of possible limit points and for convergence toward asymptotically stable equilibria for the slow variable by analyzing the dynamical behavior of the averaged equation.
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Probability

The Oldest Allele in a Moran Model

We study an infinitely many neutral alleles Moran model where the allelic frequencies are recorded in increasing order of the ages of the alleles. Using this representation, we show that in stationarity the number of individuals with the oldest allelic type evolves as a Markov process, even across times when the oldest allele goes extinct (and is immediately replaced by the formerly second oldest allele). We also find the diffusive limit of the oldest allele chain.
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Probability

A quantitative replica-symmetric bound for Sherrington–Kirkpatrick model in the entire de Almeida–Thouless region

We consider the Sherrington–Kirkpatrick model with inverse temperature $\beta>0$ and deterministic external field $h>0$. Let $q$ be the replica-symmetric fixed point: $q=\mathbb E{\rm tanh}^2 (h+\beta\sqrt q\,Z)$, where $Z$ is a standard normal. We prove that, uniformly on compact subsets of the strict de Almeida–Thouless region: $\beta^2\mathbb E{\rm sech}^4(h+\beta\sqrt{q} Z) <1,$ the overlap satisfies the concentration: $$ \mathbb E\langle (R_{12}-q)^2\rangle=O(N^{-1}). $$ As a consequence, we obtain an $O(N^{-1})$ replica-symmetric free-energy correction and identify the finite-volume replicon susceptibility. Our proof is self-contained and does not use the identification of the limiting free energy with the Parisi variational formula. Moreover, we prove the central limit theorem for the overlap in this region. The present paper provides an alternative proof of the replica-symmetric free energy formula in the de Almeida–Thouless region, which was recently established by Lopatto [arXiv:2604.11921]. An advantage of our approach is that it establishes an explicit quantitative bound and yields the replica-symmetric free energy formula as a consequence. The main result supersedes the corresponding result in our recent preprint arXiv:2607.23427, extending the replica-symmetric bounds to the strict de Almeida-Thouless region. However, we keep the previous preprint, since its argument is different and substantially simpler than the one given here.
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Probability · Cross-listed from math.NT

Extreme values and logarithm laws for toral translations

We study extreme values of normalised $r$-th nearest neighbour distance functions in inhomogeneous Diophantine approximation, and prove Weibull and Fréchet limit laws for these functions when the shift satisfies a natural Diophantine condition. Using these extreme value laws we prove corresponding logarithm laws for these functions. Our approach is based on homogeneous dynamics. We adapt the Poisson approximation strategy of Bj$\ddot{\text{o}}$rklund and Gorodnik (arXiv:2201.05116) combined with an effective multiple equidistribution result, which we deduce using results of Str$\ddot{\text{o}}$mbergsson (arXiv:1309.6103) and of Björklund and Gorodnik (arXiv:2105.05468).
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Probability · Cross-listed from math-ph

Instantons in a Double-Well are Poisson Distributed

We give a rigorous realization of the dilute instanton picture for a semiclassical Schrödinger operator with a symmetric double-well potential on $\mathbb{R}^n$. Using a localized Feynman–Kac representation, we decompose the heat-kernel trace according to the number of passages made by a Brownian bridge between shrinking neighborhoods of the two wells. We identify the weight of one passage with a hopping coefficient $\rho_\lambda$, $\displaystyle \rho_\lambda = \int_{\partial\Omega} \left( \nabla\overline{\varphi_{\lambda,0}^{\Omega}}\, \varphi_{\lambda,0}^{-\Omega} - \overline{\varphi_{\lambda,0}^{\Omega}}\, \nabla\varphi_{\lambda,0}^{-\Omega} \right)\cdot\nu. $ On the exponentially long time scale $\beta=N/\lvert\rho_\lambda\rvert$, the number of passages converges, for every fixed $N>0$, to a Poisson random variable of mean $N$. We identify $-\frac{1}{\lambda}\log\lvert\rho_\lambda\rvert\to S(d,-d)$ and obtain $\displaystyle E_1(\lambda)-E_0(\lambda) = 2\lvert\rho_\lambda\rvert\left(1+o(1)\right). $ Thus the familiar instanton expansion of the double-well eigenvalue splitting emerges directly from a factorization of the heat-kernel trace.
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Probability · Cross-listed from cs.IT

Breakdown of Edgeworth Expansion in Finite-Blocklength Regime and Exact Absorption via $q$-Deformation

This paper addresses the structural breakdown of the Edgeworth expansion in the finite-blocklength (FBL) regime, where conventional asymptotic approximations yield unphysical negative probabilities in the deep-tail region. We propose a $q$-deformed framework that resolves this inconsistency by replacing additive polynomial perturbations with a geometric deformation of the information density space. Motivated by the linearization of nonlinear dynamics, we prove that dynamically scaling the $q$-logarithmic parameter exactly absorbs the third-order skewness while preserving global nonnegativity. We establish a universal asymptotic matching, demonstrating that the framework encapsulates higher-order asymptotic scales. Numerical results confirm that the proposed method matches the state-of-the-art precision of the Cornish-Fisher bound without the risk of negative probabilities. The framework offers a robust and computationally stable foundation for evaluating operational limits in ultra-reliable communications such as 6G and URLLC.
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Probability

On a Telegraph Process with Generalized Mittag-Leffler Waiting times and Velocity Driven by Random trials

We study a generalized telegraph process in which the velocity is governed by random trials by considering the specific distribution of waiting times. In this telegraph process, a particle moving on real line may change its direction whenever there is an arrival in a counting process. This direction change is driven by the outcomes of random trials. In the first case, random trials are independent and identically distributed, and waiting times have Mittag-Leffler distribution. In the second case, random trials follow Pólya urn scheme and the first waiting time is generalized Mittag-Leffler distributed whereas other waiting times have Mittag-Leffler distribution. In both cases, we obtain the discrete component of their probability law. Also, absolutely continuous components of their conditional probability law given initial velocity are derived. The plots of absolutely continuous components of their probability law are compared for different parameters. Conditional on the initial velocity, the distributions of $n$th event time of counting processes associated with these telegraph processes are obtained.
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Probability · Cross-listed from math.GR

Average Numbers of Homomorphisms to Random Modules over Free Group Algebras

Let $F$ be a finitely generated free group, and let $L$ be a finitely presented $\mathbb{F}_q[F]$-module. We study the average number $\Lambda_L(n)$ of $\mathbb{F}_q[F]$-module homomorphisms from $L$ to an $\mathbb{F}_q[F]$-module of dimension $n$ over $\mathbb{F}_q$. We show that, for all sufficiently large $n$, the quantity $\Lambda_L(n)$ is given by a rational function of $q^n$ and satisfies \[ \Lambda_L(n) = q^{\chi(L)n} + \sum_{N\in A(L)} q^{\chi(L/N)n}\bigl(1+O(q^{-n})\bigr), \] where $\chi(L)$ denotes the Euler characteristic of $L$, and $A(L)$ is the set of nonzero $\mathbb{F}_q[F]$-submodules $N$ of $L$ that have no nonzero free quotients. Our proof is based on a theory of partial modules that may be of independent interest and have further applications.
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Probability

Well-posedness of fully coupled McKean-Vlasov FBSDEs with jumps under full-tuple law dependence

We prove existence, uniqueness, and stability for fully coupled McKean-Vlasov forward-backward SDEs with jumps whose drift, diffusion, jump, and driver coefficients may depend Lipschitz-continuously, in quadratic Wasserstein distance, on the joint law of the full solution tuple $\Theta=(X,Y,Z,U)$: forward state, backward variable, Brownian integrand, and $L^2(\nu)$-valued jump integrand. The terminal function may depend Lipschitz-continuously on $X_T$ and its law. The system is driven by a Brownian motion and an independent compensated Poisson random measure with arbitrary $\sigma$-finite intensity, so infinite jump activity is admitted. Both the Lipschitz and monotonicity hypotheses are imposed only along diagonal tuple-law pairs $(\Theta,\mathrm{Law}(\Theta))$; we show that expected diagonal monotonicity is strictly weaker than pointwise monotonicity. Under a jump-extended $G$-monotonicity condition we establish an a priori continuous-dependence estimate, uniqueness, and existence on every prescribed finite horizon, by monotone continuation in the coupling strength from a small-coupling base case. A mean-field dealer-market example realises the $U$-law dependence non-perturbatively: its law interaction is monotone at every interaction strength, and its mark measure has infinite activity.
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Probability

Locally finite fixed points of branching Brownian motion

We give a full characterization of the fixed points of Branching Brownian motion with critical and supercritical drifts under no additional assumptions besides it being locally finite almost surely. In particular, we do not assume finite intensity (Kabluchko, 2012) or the finite top particle (Chen-Garban-Shekhar, 2023) conditions. We also give a full characterization of the domain of attraction of the fixed points of BBM.
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All authors Xinxin Chen, Arnab Chowdhury, Atul Shekhar, Shuo Zhu

Probability · Cross-listed from math-ph

Universality of the conformal anomaly

The sewing operation is the fundamental algebraic structure of the (infinite-dimensional) Segal moduli spaces as the conformal cobordism category. We prove a universal property of local $\mathbb{R}_+$-extensions of the sewing operation, characterizing them by one real parameter: their central charge. Our result is an analogue of “Mumford's theorem,” that appeared in Segal's monograph [Seg88, Seg04], classifying complex extensions, also known as one-dimensional modular functors. Algebraically, the real extensions are characterized by real-valued cocycles on pairs of surfaces under sewing. We identify the disk-disk cocycle as the universal Liouville action, also known as loop Loewner energy. The real determinant line bundle encodes the trace anomaly of euclidean two-dimensional conformal field theories (CFT) and the restriction function of Schramm-Loewner evolution (SLE) loop measures. It serves as the guiding example in our setup and proof strategy, providing the universal $\mathbb{R}_+$-extension. Our results thus give a mathematical explanation for the appearance of the central charge in CFT and SLE, and prove the conjectured uniqueness of Brownian loop measures as the canonical restriction function for SLE.
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Probability · Cross-listed from math-ph

Correlation inequalities for transversal field models with application to quantum glasses

We study the class of transversal field models with pair interactions, including the quantum Curie-Weiss and the transversal field Ising model, as well as quantum spin glasses based on the Sherrington-Kirkpatrick (SK) and Edwards-Anderson models. Our main result is a general correlation inequality based on a Gaussian convolution estimate, which is derived from an extension of the Ding-Song-Sun inequality and an application of Brascamp-Lieb convexity techniques. The results apply for sufficiently strong transversal fields and, for quantum spin glasses, yield a high-field regime without replica order. Combined with the previously established low-field replica-symmetry-breaking regime, this gives distinct low- and high-field overlap phases. As a corollary of the logarithmic Sobolev inequalities for the underlying functional integrals derived here, we show the concentration of the self- and replica-overlap, and determine the high-field asymptotics of the pressure in the quantum SK model.
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Probability

Disc counting statistics of the real Ginibre ensemble

We study the disc counting statistics of the real Ginibre ensemble, whose spectrum consists of real and non-real eigenvalues, the latter occurring in complex-conjugate pairs. As the matrix dimension increases, we derive the asymptotic behaviour of the joint cumulants of the numbers of real and non-real eigenvalues contained in a centred disc in the bulk, edge, and exterior regimes of the circular law. As consequences, we establish a joint central limit theorem and obtain the conjectured asymptotics for the number variance. Furthermore, our results reveal a universality phenomenon: although the fluctuations of the real and non-real eigenvalues separately retain dependence on the symmetry class, their combined fluctuations exhibit the same limiting behaviour as in the previously established complex and symplectic Ginibre ensembles.
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Probability

Graph distance and effective resistance of the random walk trace in four and five dimensions

In this paper, we prove that the fluctuations of the graph distance and the effective resistance on the trace of a random walk in four and five dimensions converge in distribution to a stable law. In previous work, the first and second authors proved that the corresponding fluctuations converge to a Gaussian distribution in dimensions six and higher. Taken together, these results reveal a phase transition between dimensions five and six. Our proof develops a novel coupling with long range percolation, and we expect this technique to find applications in a broad class of related models.
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Probability · Cross-listed from math.AP

A priori bounds for the generalized parabolic Anderson model in the full subcritical regime

We show a priori bounds for the generalized Parabolic Anderson Model $(\partial_t - \Delta)u = \sigma(u) \diamond \xi$ in finite volume in the full subcritical regime. The approach is based on the observation that, for constant initial data, the time interval over which the solution remains close to its initial condition can be chosen uniformly in the value of the initial condition. A comparison principle is then used to extend this estimate to general bounded initial data.
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Probability

A Cap-Move Reformulation of Ling's Proof of Samuels' Conjecture

Let $0\le \mu_1\le \mu_2 \le \cdots \le \mu_n$ and $\delta > 0$. Samuels' conjecture claims that if $X_1,\dots,X_n$ are independent non-negative random variables with $\mathbb{E}[X_i] = \mu_i$, then $$ \mathbb{P}\left( \sum_{i=1}^n X_i < \delta + \sum_{i=1}^n \mu_i \right) \ge \min_{1\le i\le n} \prod_{j=i}^n \left(1-\frac{\mu_j}{\delta + \sum_{k=i}^n \mu_k}\right).$$ This conjecture was recently proved by Ling. In this note, we provide an alternative presentation of Ling's proof via an operation called the cap move. This proof works directly with finitely supported distributions and avoids the reduction to the Bernoulli case.
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Probability · Cross-listed from math.AP

The Wave Kinetic Theory for Quasilinear MMT Equation

We study the one-dimensional quasilinear Majda–McLaughlin–Tabak (MMT) equation on a large torus $[0,L]$: \begin{align*} i \partial_t u +2\pi|\nabla|^\sigma u +\lambda^{2}|\nabla|^\beta\left[ \left||\nabla|^\beta u\right|^{2} |\nabla|^\beta u\right]=0. \end{align*} Our focus is on the well-posedness of its dynamics and the emergence of kinetic behavior where the domain size $L$ tends to infinity and the nonlinearity $\alpha=\lambda^2L^{-1}$ vanishes. In contrast to semilinear dispersive models, the quasilinear structure leads to unavoidable derivative loss, which prevents the construction of solutions via iteration of the Duhamel formula. Our results exhibit a dichotomy depending on the dispersion exponent $\sigma$. For $\sigma\in(1,2]$, we prove that, with high probability, solutions exist up to time scales $T_0 \sim \alpha^{-\frac54+} \wedge \alpha^{-\frac1{1-\beta}+}$, and that only trivial resonances occur, leading to a degenerate wave kinetic equation. For $\sigma\in(0,1)$, we prove the existence up to time scales $T_0 \sim \alpha^{-1-}$ and show that the second-order statistics are well approximated by the wave kinetic equation. In both cases, the solutions remain smooth while exhibiting smallness in suitable $L^\infty$-based norms despite having large total energy. The proof proceeds in two main steps. First, we establish the propagation of randomness for a suitably truncated equation, which allows us to overcome the derivative loss and recover the kinetic description. Then, we perform deterministic high-order energy estimates and a bootstrap argument to extend the solution up to time $T_0$.
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Probability

Uniformity of extremal behaviour along geodesics in Liouville quantum gravity

In random geometry, geodesics often have a tendency to coalesce together and traverse regions highly singular relative to typical environments. In this paper, working with the model of Liouville quantum gravity, we develop a technique which yields zero-one laws for many extremal statistics measured along interior segments of the geodesic. Namely, working with statistics such as the Euclidean dimension, optimal Hölder continuity exponents with respect to the Euclidean metric and the minimal/maximal encountered thickness for the underlying GFF, we obtain zero-one laws for the above for segments in the bulk of geodesics, thereby upgrading the results of Gwynne-Pfeffer-Sheffield '22. The primary technique used, developed in Bhatia-Kavvadias '25, is to lay down a large family of small-scale "typical" and well-behaved geodesics along interior segments of a long geodesic.
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Probability · Cross-listed from cs.RO

Exact Finite-Length Theory of Uniform Car Parking: Spatial Laws, Absorption, and Aggregation

The uniform car-parking process is the one-dimensional random sequential adsorption of unit cars on a segment of finite length $s$: cars arrive at uniformly random positions and park wherever they fit, until no gap admits another. This paper develops the exact finite-$s$ theory. The joint density of the parked positions is resolved into jamming cells, on each of which it is a rational function, and evaluated by a subset recursion in $O(2^n n)$ operations; the marginal and gap order statistics are obtained as hyperlogarithms whose weight is fixed by the number of coordinates integrated out; and the absorption count and the aggregate quantities are treated through the integral equation descending from Rényi.
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Sunday 23 August

Probability

Heat Geometry from a Universal Scalar Process

We prove that the law of one smooth scalar process in a finite Wiener chaos completely determines finite families of symmetric tensors on arbitrary real separable Hilbert spaces, up to simultaneous orthogonal equivalence. Gaussian graph characters recover all contractions, while an intrinsic trace class Gram operator reduces the problem to finite dimensional invariant theory. Applied at a single fixed positive time to the canonical quadratic and quartic heat packet, this principle reconstructs the heat generator and forces every reconstructed unitary to be spatial. Consequently, one universal scalar process determines closed Riemannian manifolds, compact $\operatorname{RCD}$ spaces of finite dimension, and Euclidean bundles with metric connection and self adjoint potential. The heat packet functor is fully faithful, and its tensor automorphisms are precisely the geometric ones.
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Probability · Cross-listed from math.ST

Randomized Spectral Inference for Hyperuniformity

We test hyperuniformity from one large realization of a stationary point process. Hyperuniformity is equivalent to the average $A_r$ of the structure factor over $B_r$ vanishing as $r\downarrow0$, so the target is a low-frequency average rather than the value of the structure factor at the origin, which need not exist. We estimate $A_r$ from squared Fourier coefficients at frequencies drawn uniformly from $B_r$; if these coefficients are asymptotically Gaussian at almost every fixed frequency, the squared coefficients converge to independent variables with mean $A_r$. Assuming $A_r=s+c r^\alpha+\varepsilon_r$ with $|\varepsilon_r|\leq Lr^\beta$ and given exponents $0<\alpha<\beta$, a two-radius extrapolation removes the $r^\alpha$ term and estimates $s$ with deterministic error of order $r^\beta$. This gives confidence bounds and a one-sided test of $H_0:s=0$ with asymptotic level at most $\gamma$, consistent against every fixed $s>0$ as $R\to\infty$, then the number of sampled frequencies tends to infinity, and then $r\downarrow0$. Essentially free translation actions with completely positive entropy satisfy the Fourier assumption.
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Probability · Cross-listed from cs.SI

Discretization-free exact recovery in geometric community detection

Geometric community detection seeks to recover latent communities in networks where connectivity depends jointly on community structure and continuous spatial geometry. Existing exact-recovery approaches typically discretize the underlying space, which can impose restrictive structural assumptions on the connectivity functions. We develop a polynomial-time, discretization-free algorithm for exact recovery in the Geometric Hidden Community Model (GHCM), operating directly on the continuous geometry. Our method succeeds even when connectivity functions coincide on a nontrivial portion of their visibility range and when two communities can be distinguished only through their connectivity to a third community. We prove exact recovery under these weaker conditions and provide experiments showing that the algorithm succeeds beyond the theoretically guaranteed regime.
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Probability · Cross-listed from stat.ME

A general-purpose sensitivity method for multiple simultaneous parameter perturbations in stochastic reaction networks

Stochastic reaction networks are continuous-time Markov chain models for interacting populations, with applications in biochemistry, epidemiology, ecology, and related areas. We study finite-difference sensitivity estimation when a single estimator requires several nearby parameterized paths. Existing variance-reducing couplings are typically pairwise, so that repeated use is either inefficient or requires application-specific choices in multi-path settings. We introduce the multi-path stacked coupling (MSC), a space-time Poisson construction that jointly generates any finite collection of parameterized paths. Each pairwise marginal of MSC has the same law as the corresponding split coupling pair, allowing existing variance bounds to transfer directly; in finite-state settings, we also obtain first-order expansions for the mean and second moment of finite-difference numerators. We apply MSC in three settings of practical importance: estimating many first derivatives simultaneously, estimating a single first derivative using a wider finite-difference stencil, and estimating higher-order derivatives. Numerical experiments on a processive phosphorylation network demonstrate strong performance in each of the three application areas considered, consistent with the theoretical advantages of MSC: across all three applications, MSC achieves the smallest root mean square error (RMSE) among the methods considered over the tested computational budgets.
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Probability · Cross-listed from math-ph

Fractality of the Schrödinger Density for Rough Data

The observable of the Talbot effect is the intensity behind the grating: the density of the evolving field, not the field itself. Its fractality was previously known only for step data with rational jumps. We prove the general case. For arbitrary real data of bounded variation with at least one jump, the density of the free Schrödinger evolution on the torus is fractal at almost every time, with graph of upper box dimension exactly three halves. Its critical Sobolev mass diverges logarithmically, at a rate given in closed form by Wiener's jump statistic of the datum and independent of the positions and phases of the jumps. The same rate is halved along time traces and doubled for the Airy flow, so the critical mass probes the dispersion relation. Transported by the rank calculus of derangetropy operators, the theory equips every probability law with a quantum carpet: Gauss-sum revivals on quantile cells at rational times, a universal fractal at almost every other. The spectral growth rate of a single measured intensity profile returns the jump content of the grating, a prediction open to test in optical and matter-wave interferometry.
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Probability · Cross-listed from math-ph

Quantitative Furstenberg Theory for Large Random Matrices

We consider the $2W\times 2W$ transfer matrices associated to the block Anderson model with GOE potential blocks. We make the classical Lyapunov exponent theory quantitative in two ways. First, we prove a quantitative limit theorem for the top Lyapunov exponent. Second, we prove every gap between Lyapunov exponents is at least $c/W$. As a corollary, this implies the localization length of this $1$d block Anderson model is at most $CW^2$. The proof uses Furstenberg type formulas for the Lyapunov exponents, and Malliavin calculus style arguments in the symplectic group to show the product of sufficiently many transfer matrices has a sufficiently smooth density. The main technical input for the latter is a least singular value estimate for a structured random matrix.
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Probability

Entropy power inequalities in compact groups

Suppose $X,Y$ are independent random variables with values in a compact abelian group $(G,+)$. We examine the following two entropy power-type inequalities: $h(X+Y)\geq \frac{1}{2}h(X)+\frac{1}{2}h(Y)$ and $h(X+Y)\geq \max\{h(X),h(Y)\}$, where the entropy $h(Z)$ of a $G$-valued random variable $Z$ is defined in terms of its density with respect to Haar measure on $G$. For groups that are either connected or finite with no nontrivial subgroups, we precisely characterize the cases of equality and establish explicit, quantitative stability estimates in terms of relative entropy for these two inequalities. The main tools are a generalization of an entropic inequality obtained by Green, Manners and Tao (2023) for discrete entropy, and a harmonic-analytic estimate for the chi-squared contraction coefficient in connected compact groups. As an application, we derive exponential convergence rates to the uniform distribution in relative entropy for random walks on connected compact abelian groups.
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All authors Lampros Gavalakis, Ioannis Kontoyiannis, Sharang M. Sriramu, Aaron Wagner

Probability

Diffusion limits of cyclic finite-velocity random motions along vector fields

We investigate diffusion approximations for a class of multivariate inhomogeneous finite-velocity random motions motivated by models of active particles. A particle alternates cyclically among prescribed velocity fields $V_1,\dots,V_p$ with random run times and evolves according to either a flight dynamics, consisting of piecewise-linear motion, or a gliding dynamics, in which the particle follows the corresponding velocity flow. Under a Kac-type scaling that couples vanishing run times with diverging particle speed, we prove weak convergence of both processes to multidimensional diffusions. It turns out that the order of successive cyclic motions affects the diffusion limit. In addition to the second-order term generated by fluctuations of the random run times, the limiting drift contains directional derivatives $DV_i[V_j]$ of the underlying vector fields. In Stratonovich form, part of this drift is expressed through their Lie brackets $[V_i,V_j]$. Thus, the generic non-commutativity of the microscopic motions survives the diffusive scaling and generates a macroscopic drift which depends on the cyclic order. The limiting drift also distinguishes the flight and gliding dynamics, despite their being driven by the same vector fields and run times. Several examples, including run-and-reverse motion and cyclic dynamics generated by multiple vector fields, illustrate how the cyclic switching protocol and the geometry of the underlying velocity fields shape the limiting diffusions.
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Probability · Cross-listed from physics.soc-ph

Reflexivity from Hierarchical Causality

Complex systems are often organised into hierarchies whose internal interactions are stronger or faster than interactions across levels. When markets are treated as genuinely multilevel systems it becomes natural to represent them as systems with hierarchical causality. Here we show that reflexivity can be formulated within such a discrete hierarchical causal system; but one in which a higher-level actor state restricts the lower-level transition kernels that remain admissible. Then event dynamics can be separated from calendar embeddings: a set-valued actor-conditioned correspondence can be used to define the admissible family of event kernels, while joint state and waiting-time laws can be used to determine compatible timing to then natural demonstrate reflexivity. A selected event-state law need not determine a unique calendar embedding. Locally, uniqueness of the joint event or timing specification requires uniqueness of both the admissible event kernel and its compatible timing law. Reflexivity is thus the endogenous closure of a hierarchical constraint loop, while timing and projection can generate calendar-time memory or causal ambiguity even for Markov event dynamics.
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Probability · Cross-listed from math.AP

A simple derivation of Anderson-Hartree equations with harmonic potential

In this paper, we show how to adapt a derivation of Hartree equations due to Knowles and Pickl in the case where the one-particle hamiltonian is an Anderson-Hermite operator in dimension 1 and 2 or a formal Anderson-Hermite operator in dimension 3. By proving energy estimates for solution of the limit equation, uniform in the noise in bounded sets, we achieve a double limit. Namely, we show that we can commute the mean-field limit with a limit in noise.
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