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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Universal limits of nonlinear measure redistribution proc...
Razvan Teodorescu · 2010-11-13 · via math.ST updates on arXiv.org

Deriving the time evolution of a distribution of probability (or a probability density matrix) is a problem encountered frequently in a variety of situations: for physical time, it could be a kinetic reaction study, while identifying time with the number of computational steps gives a typical picture of algorithms routinely used in quantum impurity solvers, density functional theory, etc. Using a truncation scheme for the expansion of the exact quantity is necessary due to constraints of the numerical implementation. However, this leads in turn to serious complications such as the Fermion Sign Problem (essentially, density or weights will become negative). By integrating angular degrees of freedom and reducing the dynamics to the radial component, the time evolution is reformulated as a nonlinear integral transform of the distribution function. A canonical decomposition into orthogonal polynomials leads back to the original sign problem, but using a characteristic-function representation allows to extract the asymptotic behavior, and gives an exact large-time limit, for many initial conditions, with guaranteed positivity.