Related papers: Wick Calculus For Nonlinear Gaussian Functionals
Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…
In the study of partial differential equations (PDEs) with random initial data and singular stochastic PDEs with random forcing, we typically decompose a classically ill-defined solution map into two steps, where, in the first step, we use…
This paper aims to show constructions of scale dependence and interaction on some probabilistic models which may be revelant for renormalization theory in Quantum Field Theory. We begin with a review of the convolution product's use in the…
It is shown that if one keeps track of crossings, Feynman diagrams can be used to compute $q$-Wick products and normal products in terms of each other.
In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization…
In this paper, a key problem of the rigorous formulation of the renormalization group as a continuous flow is identified. Some essential features of the operator-theoretic renormalization group are recalled, and a family of norms associated…
Smoothed Wigner transforms have been used in signal processing, as a regularized version of the Wigner transform, and have been proposed as an alternative to it in the homogenization and / or semiclassical limits of wave equations. We…
A product of two Gaussians (or normal distributions) is another Gaussian. That's a valuable and useful fact! Here we use it to derive a refactoring of a common product of multivariate Gaussians: The product of a Gaussian likelihood times a…
In this note we outline some novel connections between the following fields: 1) Convolution calculus on white noise spaces 2) Pseudo-differential operators and L\'evy processes on infinite dimensional spaces 3) Feynman graph representations…
We consider the defocusing nonlinear wave equations (NLW) on the two-dimensional torus. In particular, we construct invariant Gibbs measures for the renormalized so-called Wick ordered NLW. We then prove weak universality of the Wick…
The formalism of Wiener filtering is developed here for the purpose of reconstructing the large scale structure of the universe from noisy, sparse and incomplete data. The method is based on a linear minimum variance solution, given data…
We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…
In this paper, we define a stochastic calculus with respect to the Rosenblatt process by means of white noise distribution theory. For this purpose, we compute the translated characteristic function of the Rosenblatt process at time $t>0$…
We obtain a family of strict $\hat G$-invariant products on the space of holomorphic functions on a semisimple coadjoint orbit of a complex connected semisimple Lie group $\hat G$. By restriction, we also obtain strict $G$-invariant…
We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…
The notion of normal products, a generalization of Wick products, is derived with respect to BPHZ renormalization formulated entirely in configuration space. Inserted into time-ordered products, normal products admit the limit of coinciding…
Anomalies are one essential concept for the renormalization of noncommutative (NC) gauge theories. A NC space can be visualized as a deformation of the usual spacetime with the $\star$-product and can be constructed after the quantization…
In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper…
This work presents some results about Wick polynomials of a vector field renormalization in locally covariant algebraic quantum field theory in curved spacetime. General vector fields are pictured as sections of natural vector bundles over…
We derive the Wilsonian renormalization group equation in two dimensional ${\cal N}=2$ supersymmetric nonlinear sigma models. This equation shows that the sigma models on compact Einstein K\"{a}hler manifolds are aymptotically free. This…