Related papers: A Haar-like Construction for the Ornstein Uhlenbec…
The construction of $C^m$ conforming finite elements on simplicial meshes has recently advanced through the groundbreaking work of Hu, Lin, and Wu (Found. Comput. Math. 24, 2024). Their framework characterizes smoothness via moments of…
We prove a change of variable formula for the 2D fractional Brownian motion of index H bigger of equal to 1/4. For H strictly bigger than 1/4, our formula coincides with that obtained by using the rough paths theory. For H=1/4 (the more…
We establish formulae for the asymptotic growth (with respect to the scaling dimension) of the number of operators in effective field theory, or equivalently the number of $S$-matrix elements, in arbitrary spacetime dimensions and with…
An upper bound of the variation of argument of a holomorphic function along a curve on a Riemann surface is given. This bound is expressed through the Bernstein index of the function multiplied by a geometric constant. The Bernstein index…
We introduce a generalization of the Bourgain-Rosenthal-Schechtman $R_{\omega}^p$ space: Let $Y$ be a Haar system Hardy space, i.e., a separable rearrangement-invariant function space on the unit interval or an associated Hardy space…
On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We find a combinatorial formula for the Haar functional of the orthogonal and unitary quantum groups. As an application, we consider diagonal coefficients of the fundamental representation, and we investigate their spectral measures.
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally,…
We construct a supercritical interacting measure-valued diffusion with representative particles that are attracted to, or repelled from, the center of mass. Using the historical stochastic calculus of Perkins, we modify a super…
We investigate polyharmonic functions associated to Brownian motion and random walks in cones. These are functions which cancel some power of the usual Laplacian in the continuous setting and of the discrete Laplacian in the discrete…
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
The density functional theory (DFT)+$U$ method is a pragmatic and effective approach for calculating the ground-state properties of strongly-correlated systems, and linear response calculations are widely used to determine the requisite…
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or…
Stochastic burst-like oscillations are common in physiological signals, yet there are few compact generative models that capture their transient structure. We propose a numerical-twin framework that represents transient narrowband activity…
Using the lookdown construction of Donnelly and Kurtz we prove that, at any fixed positive time, the $\Lambda$-Fleming-Viot process with underlying Brownian motion has a compact support provided that the corresponding $\Lambda$-coalescent…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…