Related papers: General alpha-Wiener bridges
We give some examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields defined on the plane. Namely, we study a tied-down Wiener bridge, tied-down scaled Wiener bridges, a Kiefer process…
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions by a fractional Brownian bridge. We investigate the sample…
"Higher-order Wiener-Wintner averages" were constructed by Assani, Folks, and Moore to quantitatively control multiple recurrence averages. Systems in which these averages converge at a polynomial rate for a sufficiently large subset are…
We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…
We derive a Karhunen-Lo\`eve expansion of the Gauss process $B_t - g(t)\int_0^1 g'(u)\,d B_u$, $t\in[0,1]$, where $(B_t)_{t\in[0,1]}$ is a standard Wiener process and $g:[0,1]\to R$ is a twice continuously differentiable function with $g(0)…
We consider Kallenberg's hypothesis on the characteristic function of a L\'{e}vy process and show that it allows the construction of weakly continuous bridges of the L\'{e}vy process conditioned to stay positive. We therefore provide a…
We consider the evolution of hypersurfaces in $\mathbb{R}^{n+1}$ with normal velocity given by a positive power of the mean curvature. The hypersurfaces under consideration are assumed to be strictly mean convex (positive mean curvature),…
We introduce a new class of stochastic processes called fractional Wiener-Weierstrass bridges. They arise by applying the convolution from the construction of the classical, fractal Weierstrass functions to an underlying fractional Brownian…
Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…
A generalised Weber function is given by $\w_N(z) = \eta(z/N)/\eta(z)$, where $\eta(z)$ is the Dedekind function and $N$ is any integer; the original function corresponds to $N=2$. We classify the cases where some power $\w_N^e$ evaluated…
We consider measurable and topological dynamical systems over locally compact abelian groups. Our main observation relates convergence of Wiener-Wintner type averages to eigenvalues of the dynamical system in question. As a consequence we…
This is an invitation to the probabilistic approach for constructing K\"ahler-Einstein metrics on complex projective algebraic manifolds X. The metrics in question emerge in the large N-limit from a canonical way of sampling N points on X,…
We point out an easy link between two striking identities on exponential functionals of the Wiener process and the Wiener bridge originated by Bougerol, and Donati-Martin, Matsumoto and Yor, respectively. The link is established using a…
We study a simple decision problem on the scaling parameter in the $\alpha$-Brownian bridge $X^{(\alpha)}$ on the interval $[0,1]$: given two values $\alpha_0, \alpha_1 \geq 0$ with $\alpha_0 + \alpha_1 \geq 1$ and some time $0 \leq T \leq…
We investigate the properties of a Wright-Fisher diffusion process started from frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection…
Let $X$ be an infinite, locally finite, connected, quasi-transitive graph without loops or multiple edges. A graph height function on $X$ is a map adapted to the graph structure, assigning to every vertex an integer, called height. Bridges…
For sequences $\alpha \equiv \{\alpha_n\}_{n=0}^{\infty}$ of positive real numbers, called weights, we study the weighted shift operators $W_{\alpha}$ having the property of moment infinite divisibility ($\mathcal{MID}$); that is, for any…
We investigate the log-concavity on the half-line of the Wright function $\phi(-\alpha,\beta,-x),$ in the probabilistic setting $\alpha\in (0,1)$ and $\beta \ge 0.$ Applications are given to the construction of generalized entropies…
We consider the general supersymmetric one-dimensional quantum system with boundary, critical in the bulk but not at the boundary. The renormalization group flow on the space of boundary conditions is generated by the boundary beta…
An (r,alpha)-bounded excess flow ((r,alpha)-flow) in an orientation of a graph G=(V,E) is an assignment of a real "flow value" between 1 and r-1 to every edge. Rather than 0 as in an actual flow, some flow excess, which does not exceed…