Related papers: A note on higher dimensional $p$-variation

We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…

We explore field theories of a single p-form with equations of motions of order strictly equal to two and gauge invariance. We give a general method for the classification of such theories which are extensions to the p-forms of the Galileon…

We obtain sharp estimates of the Hardy-Vitali type total $p$-variation of a function of two variables in terms of its mixed modulus of continuity in $L^p([0,1]^2)$. We also investigate various embeddings for mixed norm spaces of bivariate…

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

This note replaces two earlier preprints (1101.3737 by Koll\'ar) and (1211.6681 by Nowak). It studies, and partially solves, 3 elementary questions about continuous rational functions on real (and p-adic) algebraic varieties: Can one…

Any constructive continuous function must have a gradually varied approximation in compact space. However, the refinement of domain for $\sigma-$-net might be very small. Keeping the original discretization (square or triangulation), can we…

The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…

Differential $p$-forms and $q$-vector fields with constant coefficients are studied. Differential $p$-forms of degrees $p=1,2,n-1,n$ with constant coefficients on a smooth $n$-dimensional manifold $M$ are characterized. In the contravariant…

We define a random step size tug-of-war game, and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the gradient of the…

In this paper, we establish the first variational formula and its Euler-Lagrange equation for the total $2p$-th mean curvature functional $\mathcal {M}_{2p}$ of a submanifold $M^n$ in a general Riemannian manifold $N^{n+m}$ for…

We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…

The main objective of this paper is to look from the unique point of view at some phenomena arising in different areas of probability theory and mathematical statistics. We will try to understand what is common between classical…

We study the regularity of the $p$-Poisson equation $$ \Delta_p u = h, \quad h\in L^q $$ in the plane. In the case $p>2$ and $2<q<\infty$ we obtain the sharp H\"older exponent for the gradient. In the other cases we come arbitrarily close…

It is a well-known fact that finite rho-variation of the covariance (in 2D sense) of a general Gaussian process implies finite rho-variation of Cameron-Martin paths. In the special case of fractional Brownian motion (think: 2H=1/rho), in…

This paper considers regularizing a covariance matrix of $p$ variables estimated from $n$ observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm as long as the true covariance matrix is…

In this paper, we discuss vector-valued Gaussian processes for the approximation of divergence- or rotation-free functions. We establish the theory for such Gaussian processes, then link the theory to multivariate approximation theory, and…

It is common for genomic data analysis to use $p$-values from a large number of permutation tests. The multiplicity of tests may require very tiny $p$-values in order to reject any null hypotheses and the common practice of using randomly…

We review recent progress in the study of varying constants and attempts to explain the observed values of the fundamental physical constants. We describe the variation of $G$ in Newtonian and relativistic scalar-tensor gravity theories. We…

Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to H\"older continuous multiplicative functionals in the case of Lipschitz coefficients…