774,912 research outputs found
Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem
The fourth moment theorem provides error bounds of the order in the central limit theorem for elements of Wiener chaos of
any order such that . It was proved by Nourdin and
Peccati (2009) using Stein's method and the Malliavin calculus. It was also
proved by Azmoodeh, Campese and Poly (2014) using Stein's method and Dirichlet
forms. This paper is an exposition on the connections between Stein's method
and the Malliavin calculus and between Stein's method and Dirichlet forms, and
on how these connections are exploited in proving the fourth moment theorem
Fourth moment sum rule for the charge correlations of a two-component classical plasma
We consider an ionic fluid made with two species of mobile particles carrying
either a positive or a negative charge. We derive a sum rule for the fourth
moment of equilibrium charge correlations. Our method relies on the study of
the system response to the potential created by a weak external charge
distribution with slow spatial variations. The induced particle densities, and
the resulting induced charge density, are then computed within density
functional theory, where the free energy is expanded in powers of the density
gradients. The comparison with the predictions of linear response theory
provides a thermodynamical expression for the fourth moment of charge
correlations, which involves the isothermal compressibility as well as suitably
defined partial compressibilities. The familiar Stillinger-Lovett condition is
also recovered as a by-product of our method, suggesting that the fourth moment
sum rule should hold in any conducting phase. This is explicitly checked in the
low density regime, within the Abe-Meeron diagrammatical expansions. Beyond its
own interest, the fourth-moment sum rule should be useful for both analyzing
and understanding recently observed behaviours near the ionic critical point
Exchangeable pairs on Wiener chaos
In [14], Nourdin and Peccati combined the Malliavin calculus and Stein's
method of normal approximation to associate a rate of convergence to the
celebrated fourth moment theorem [19] of Nualart and Peccati. Their analysis,
known as the Malliavin-Stein method nowadays, has found many applications
towards stochastic geometry, statistical physics and zeros of random
polynomials, to name a few. In this article, we further explore the relation
between these two fields of mathematics. In particular, we construct
exchangeable pairs of Brownian motions and we discover a natural link between
Malliavin operators and these exchangeable pairs. By combining our findings
with E. Meckes' infinitesimal version of exchangeable pairs, we can give
another proof of the quantitative fourth moment theorem. Finally, we extend our
result to the multidimensional case.Comment: 19 pages, submitte
The Vanishing Moment Method for Fully Nonlinear Second Order Partial Differential Equations: Formulation, Theory, and Numerical Analysis
The vanishing moment method was introduced by the authors in [37] as a
reliable methodology for computing viscosity solutions of fully nonlinear
second order partial differential equations (PDEs), in particular, using
Galerkin-type numerical methods such as finite element methods, spectral
methods, and discontinuous Galerkin methods, a task which has not been
practicable in the past. The crux of the vanishing moment method is the simple
idea of approximating a fully nonlinear second order PDE by a family
(parametrized by a small parameter \vepsi) of quasilinear higher order (in
particular, fourth order) PDEs. The primary objectives of this book are to
present a detailed convergent analysis for the method in the radial symmetric
case and to carry out a comprehensive finite element numerical analysis for the
vanishing moment equations (i.e., the regularized fourth order PDEs). Abstract
methodological and convergence analysis frameworks of conforming finite element
methods and mixed finite element methods are first developed for fully
nonlinear second order PDEs in general settings. The abstract frameworks are
then applied to three prototypical nonlinear equations, namely, the
Monge-Amp\`ere equation, the equation of prescribed Gauss curvature, and the
infinity-Laplacian equation. Numerical experiments are also presented for each
problem to validate the theoretical error estimate results and to gauge the
efficiency of the proposed numerical methods and the vanishing moment
methodology.Comment: 141 pages, 16 figure
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