Related papers: No Zero Divisor for Wick Product in $(S)^{\ast}$}
In this paper we establish a framework for normal approximation for white noise functionals by Stein's method and Hida calculus. Our work is inspired by that of Nourdin and Peccati (Probab. Theory Relat. Fields 145, 75-118, 2009), who…
The concepts of Hamiltonian Feynman integrals in white noise analysis are used to realize as the first velocity dependent potential the Hamiltonian Feynman integrand for a charged particle in a constant magnetic field in coordinate space as…
Deep neural networks are susceptible to generating overconfident yet erroneous predictions when presented with data beyond known concepts. This challenge underscores the importance of detecting out-of-distribution (OOD) samples in the open…
By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-posedness and regularity estimates are derived for singular McKean-Vlasov SDEs with distribution dependent noise, where the drift contains a…
We introduce the Wick integral $\int_s^t p(X_u) \Diamond \mathrm{d} X_u$ for a class of stochastic processes $X$ which are not necessarily Gaussian, in the regime of bounded $2> q$-variation. The integral is defined for polynomial…
A class of growth functions $u$ is introduced to construct Hida distributions and test functions. The Legendre transform $\ell_{u}$ of $u$ is used to define a sequence $\a(n)=(\ell_{u}(n) n!)^{-1}, n\geq 0$, of positive numbers. From this…
We study ambiguities in the precise formulation of the Wheeler-DeWitt equation for the wavefunction of the Universe that arise due to different operator orderings in the quantum Hamiltonian. We first examine the simpler case of the…
We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the $L^2$-distance between the spectral density operator and its best ($L^2$-)approximation by a spectral…
In this work, we consider the phase-space picture of quantum mechanics. We then introduce non-negative Wigner-like (operational) distributions \widetilde{\mathcal W}_{rho;alpha}(x,p) corresponding to the density operator \hat{rho} and being…
Versions of well known function theoretic operator theory results of Szego and Widom are established for the Neil algebra. The Neil algebra is the subalgebra of the algebra of bounded analytic functions on the unit disc consisting of those…
In this paper we introduce the notions of $q$-Duhamel product and $q$-integration operator. We prove that the classical Wiener algebra $W(\mathbb{D})$ of all analytic functions on the unit disc $\mathbb{D}$ of the complex plane $\mathbb{C}$…
Unsupervised Anomaly detection (AD) requires building a notion of normalcy, distinguishing in-distribution (ID) and out-of-distribution (OOD) data, using only available ID samples. Recently, large gains were made on this task for the domain…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
Tweedie distributions are a special case of exponential dispersion models, which are often used in classical statistics as distributions for generalized linear models. Here, we reveal that Tweedie distributions also play key roles in modern…
We introduce and study invariant differential operators acting on the space $\mathcal{H}(\Omega)$ of holomorphic functions on the complement ${\Omega=\{(z,w) \in \hat{\mathbb{C}}^2 \, : \, z\cdot w \not=1\}}$ of the "complexified unit…
In this paper, a positive operator is given. It is shown that the product of this positive operator and the convolution operator is a trace class Hilbert-Schmidt integral operator and has nonnegative eigenvalues. A formula is given for the…
We prove a variant of the Titchmarsh convolution theorem for simply connected supersolvable Lie groups, namely we show that the convolution algebras of compactly supported continuous functions and compactly supported finite measures on such…
As follows from the Schwartz Impossibility Theorem, multiplication of two distributions is in general impossible. Nevertheless, often one needs to multiply a distribution by a discontinuous function, not by an arbitrary distribution. In the…
We discuss Donsker's delta function within the framework of White Noise Analysis, in particular its extension to complex arguments. With a view towards applications to quantum physics we also study sums and products of Donsker's delta…
We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…