Related papers: General alpha-Wiener bridges
Analytic solutions to the time-dependent Schr\"odinger equation for cutoff wave initial conditions are used to investigate the time evolution of the transmitted probability density for tunneling. For a broad range of values of the potential…
The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and…
In this work, we introduce a generalization of the Landauer bound for erasure processes that stems from absolutely irreversible dynamics. Assuming that the erasure process is carried out in an absolutely irreversible way so that the…
Let $\alpha$ be a map from the set of all knot types ${\mathcal K}$ to a set $X$. Let $\beta$ be a map from ${\mathcal K}$ to a set $Y$. We define the relation between $\alpha$ and $\beta$ to be the image of a map $(\alpha,\beta)$ from…
Entanglement R\'enyi-$\alpha$ entropy is an entanglement measure. It generalizes the entanglement of formation, and they coincide when $\alpha$ tends to 1. We derive analytical lower and upper bounds for the entanglement R\'enyi-$\alpha$…
We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…
Let $m,n$ be positive integers. For all $m\times n$ complex matrices $A, C$ and an $n\times m$ matrix $B$, we define a generalized commutator as $ABC-CBA$. We estimate the Frobenius norm of it, and finally get the inequality, which is a…
The threshold network model is a type of finite random graphs. In this paper, we introduce a generalized threshold network model. A pair of vertices with random weights is connected by an edge when real-valued functions of the pair of…
In this article, we obtain a version of the noncommutative Banach Principle suitable to prove Wiener-Wintner type results for weights in W1-space. This is used to obtain noncommutative Wiener-Wintner type ergodic theorems for various types…
We study the rate of convergence of two discrete processes towards the Brownian bridge: the random walk conditioned to be zero at time 2n and the empirical process which appears in the Glivencko-Cantelli theorem. Combining a functional…
For a Brownian bridge from $0$ to $y$ we prove that the mean of the first exit time from interval $(-h,h), \,\, h>0,$ behaves as $O(h^2)$ when $h \downarrow 0.$ Similar behavior is seen to hold also for the 3-dimensional Bessel bridge. For…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
Ashtekar (2013) has illustrated that two of the available roads to testing for time asymmetry can be generalized beyond the structure of quantum theory, to much more general formulations of mechanics. The purpose of this note is to show…
The normalized totally positive bases are widely used in many fields.Based on the generalized Vandermonde determinant, the normalized total positivity of a kind of generalized toric-Bernstein basis is proved, which is defined on a set of…
Venn-Abers predictors are probabilistic predictors that enjoy appealing properties of validity, but their major limitation is that they are applicable only to the case of binary classification, with a recent extension to bounded regression.…
Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…
This paper develops semiparametric theory for counterfactual distribution, quantile, and lower-tail risk processes under unmeasured confounding using proximal negative-control proxies. Rather than treating each threshold as a separate…
We extend our result on the convergence of double recurrence Wiener-Wintner averages to the case where we have a polynomial exponent. We will show that there exists a single set of full measure for which the averages \[ \frac{1}{N}…
There has been much recent interest in random graphs sampled uniformly from the n-vertex graphs in a suitable structured class, such as the class of all planar graphs. Here we consider a general 'bridge-addable' class of graphs - if a graph…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…