Related papers: A generalized Fernique theorem and applications

Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…

We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…

In this paper we study unimodular amenable groups. The first part is devoted to results on the existence of uniform families of epsilon-quasi tilings for these groups. In this context, constructions of Ornstein and Weiss are extended by…

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral…

Using the Laplace derivative a Perron type integral, the Laplace integral, is defined. Moreover, it is shown that this integral includes Perron integral and to show that the inclusion is proper, an example of a function is constructed,…

We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). Let us consider, under the hypotheses of Donsker theorem, a random walk converging weakly to a Brownian motion. If in addition the random…

We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…

In this paper, we give a new generalization of positive sectional curvature called positive weighted sectional curvature. It depends on a choice of Riemannian metric and a smooth vector field. We give several simple examples of Riemannian…

This paper is devoted to investigating the sequence of some linear functionals in the space $BV$ of finite variation functions. We prove that under certain conditions this sequence is bounded. We also prove that this result is sharp. In…

This paper systematically studies the subset of continuous linear functionals on the projective tensor product of Banach spaces whose norms are bounded by Grothendieck's constant $K_G$. We term such functionals Grothendieck functional…

Bayesian inference and kernel methods are well established in machine learning. The neural network Gaussian process in particular provides a concept to investigate neural networks in the limit of infinitely wide hidden layers by using…

We establish the vector-valued Wiener type theorems for countable projective and inductive limits of quasi-Banach algebras in a weighted setting for both finite and infinite dimensional cases. As an application, we extend the notions of…

We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz--Killing…

We consider a class of nonlocal generalized perimeters which includes fractional perimeters and Riesz type potentials. We prove a general isoperimetric inequality for such functionals, and we discuss some applications. In particular we…

We consider a uniqueness problem concerning the Fourier coefficients of normalized Cauchy transforms. These problems inherently involve proving a simultaneous approximation phenomenon and establishing the existence of cyclic inner functions…