Related papers: A Haar-like Construction for the Ornstein Uhlenbec…
In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another…
We prove a near-unconditionality property for the normalized Haar basis of $L_1[0,1]$.
We develop unbalanced Haar (UH) wavelet tree ensembles for regression on triangulable manifolds. Given data sampled on a triangulated manifold, we construct UH wavelet trees whose atoms are supported on geodesic triangles and form an…
Gaussian process models typically contain finite dimensional parameters in the covariance function that need to be estimated from the data. We study the Bayesian fixed-domain asymptotics for the covariance parameters in a universal kriging…
Let $B^{a,b}:=\{B_t^{a,b},t\geq0\}$ be a weighted fractional Brownian motion of parameters $a>-1$, $|b|<1$, $|b|<a+1$. We consider a least square-type method to estimate the drift parameter $\theta>0$ of the weighted fractional…
A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…
We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…
We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…
When stock prices are observed at high frequencies, more information can be utilized in estimation of parameters of the price process. However, high-frequency data are contaminated by the market microstructure noise which causes significant…
Inertial effects affecting both the translational and rotational dynamics are inherent to a broad range of active systems at the macroscopic scale. Thus, there is a pivotal need for proper models in the framework of active matter to…
The development of a mechanics of non-differentiable paths suggested by Scale Relativity results in a foundation of Quantum Mechanics including Schr\"odinger's equation and all the other axioms under the assumption the path…
Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…
Brownian motion and fractional Brownian motion have been widely applied in statistical modeling in finance, telecommunication, network traffic, neuroscience, physics, and other fields. More realistic models for real time series data, such…
Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…
We describe an algorithm to count the number of rational points of an hyperelliptic curve defined over a finite field of odd characteristic which is based upon the computation of the action of the Frobenius morphism on a basis of the…
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…
We show that for two doubling measures $\sigma$ and $\omega$ on $\mathbb{R}^{n}$ and any fixed dyadic grid $\mathcal{D}$ in $\mathbb{R}^{n}$, \[ \mathfrak{N}_{\mathbf{R}^{\lambda, n}}\left( \sigma,\omega\right)…
The paper is devoted to three-parametric self-similar Gaussian Volterra processes that generalize fractional Brownian motion. We study the asymptotic growth of such processes and the properties of long- and short-range dependence. Then we…
In this paper, we establish a new connection between Cox-Ingersoll-Ross (CIR) and reflected Ornstein-Uhlenbeck (ROU) models driven by either a standard Wiener process or a fractional Brownian motion with $H>\frac{1}{2}$. We prove that, with…
BART (Bayesian Additive Regression Trees) has become increasingly popular as a flexible and scalable nonparametric regression approach for modern applied statistics problems. For the practitioner dealing with large and complex nonlinear…