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Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise 输运噪声扰动下三维欧拉方程的全局存在性和非唯一性
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-10-03 DOI: 10.1007/s00440-023-01233-5
Martina Hofmanová, Theresa Lange, Umberto Pappalettera
Abstract We construct Hölder continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can be chosen arbitrarily large with high probability. We also prove that there exist infinitely many Hölder continuous initial conditions leading to non-uniqueness of solutions to the Cauchy problem associated with the system. Our construction relies on a flow transformation reducing the SPDE under investigation to a random PDE, and convex integration techniques introduced in the deterministic setting by De Lellis and Székelyhidi, here adapted to consider the stochastic case. In particular, our novel approach allows to construct probabilistically strong solutions on $$[0,infty )$$ [ 0 , ) directly.
构造了受Stratonovich输运噪声扰动的三维欧拉方程的Hölder连续的、全局的时间概率强解。解的动能可以先验地规定到一个停止时间,该停止时间可以大概率地任意选择。我们还证明了系统存在无穷多个Hölder连续初始条件导致柯西问题解的非唯一性。我们的构建依赖于将所研究的SPDE减少为随机PDE的流动变换,以及De Lellis和sz kelyhidi在确定性设置中引入的凸积分技术,这里适用于考虑随机情况。特别是,我们的新方法允许直接在$$[0,infty )$$[0,∞]上构造概率强解。
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引用次数: 9
Mesoscopic central limit theorem for non-Hermitian random matrices 非厄米随机矩阵的介观中心极限定理
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-28 DOI: 10.1007/s00440-023-01229-1
Giorgio Cipolloni, László Erdős, Dominik Schröder
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引用次数: 0
The random walk on upper triangular matrices over $$mathbb {Z}/m mathbb {Z}$$ 上三角矩阵上的随机游走 $$mathbb {Z}/m mathbb {Z}$$
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-27 DOI: 10.1007/s00440-023-01228-2
Evita Nestoridi, Allan Sly
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引用次数: 1
Stationary local random countable sets over the Wiener noise 维纳噪声上的平稳局部随机可数集
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-26 DOI: 10.1007/s00440-023-01227-3
Matija Vidmar, Jon Warren
Abstract The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior of the sample paths of the Brownian motion, and stationary means invariant relative to the Lévy shifts of the sample paths. We answer to the affirmative Tsirelson’s question, whether or not there are any others, and develop some general theory for such sets. An extra ingredient to their structure, that of an honest indexation, leads to a splitting result that is akin to the Wiener–Hopf factorization of the Brownian motion at the minimum (or maximum) and has the latter as a special case. Sets admitting an honest indexation are moreover shown to have the property that no stopping time belongs to them with positive probability. They are also minimal: they do not have any non-empty proper local stationary subsets. Random sets, of the kind studied in this paper, honestly indexed or otherwise, give rise to nonclassical one-dimensional noises, generalizing the noise of splitting. Some properties of these noises and the inter-relations between them are investigated. In particular, subsets are connected to subnoises.
布朗局部极小值、极大值及其并集的时间是与经典维纳噪声相关的局部、平稳、密集、随机可数集的三个不同的例子。局部是指,大致上,由布朗运动的样本路径的局部行为决定,平稳是指相对于样本路径的lsamvy位移是不变的。我们回答了肯定的Tsirelson的问题,是否有任何其他的,并发展了一些关于这样的集合的一般理论。它们结构的一个额外成分,即诚实指数化,导致分裂结果类似于最小(或最大)布朗运动的维纳-霍普夫分解,并将后者作为特殊情况。此外,还证明了允许诚实索引的集合具有不存在停止时间的正概率性质。它们也是极小的:它们没有任何非空的适当的局部平稳子集。本文所研究的这种随机集,无论是否被诚实地索引,都会产生非经典的一维噪声,从而推广了分裂噪声。研究了这些噪声的一些性质以及它们之间的相互关系。特别是,子集与子噪声相连接。
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引用次数: 0
Local law and rigidity for unitary Brownian motion 酉布朗运动的局部律和刚性
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-25 DOI: 10.1007/s00440-023-01230-8
Arka Adhikari, Benjamin Landon
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引用次数: 4
Long lines in subsets of large measure in high dimension 高维大度量子集中的长线
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-22 DOI: 10.1007/s00440-023-01231-7
Dor Elboim, Bo’az Klartag
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引用次数: 1
Extremal singular values of random matrix products and Brownian motion on $$textsf {GL} (N,mathbb {C})$$ 随机矩阵积的极值奇异值与上的布朗运动 $$textsf {GL} (N,mathbb {C})$$
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-20 DOI: 10.1007/s00440-023-01217-5
Andrew Ahn
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引用次数: 2
Hamilton–Jacobi scaling limits of Pareto peeling in 2D 二维Pareto剥落的Hamilton-Jacobi尺度极限
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-18 DOI: 10.1007/s00440-023-01234-4
Ahmed Bou-Rabee, Peter S. Morfe
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引用次数: 3
Upper tail of the spectral radius of sparse Erdös–Rényi graphs 稀疏Erdös-Rényi图谱半径的上尾
1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-09-15 DOI: 10.1007/s00440-023-01232-6
Anirban Basak
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引用次数: 0
Correction: Sandwiching dense random regular graphs between binomial random graphs 更正:将密集随机正则图夹在二项随机图之间
IF 2 1区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2023-08-01 DOI: 10.1007/s00440-023-01221-9
Pu Gao, M. Isaev, B. McKay
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引用次数: 3
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Probability Theory and Related Fields
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