Related papers: Continuous Gaussian multifractional processes with…

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…

This paper gives the pointwise H\"older (or multifractal) spectrum of continuous functions on the interval $[0,1]$ whose graph is the attractor of an iterated function system consisting of $r\geq 2$ affine maps on $\mathbb{R}^2$. These…

We classify all subsets $S$ of the projective Hilbert space with the following property: for every point $\pm s_0\in S$, the spherical projection of $S\backslash\{\pm s_0\}$ to the hyperplane orthogonal to $\pm s_0$ is isometric to…

Computing the distribution of trajectories from a Gaussian Process model of a dynamical system is an important challenge in utilizing such models. Motivated by the computational cost of sampling-based approaches, we consider approximations…

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Our main purpose is to use a new condition, $\alpha$-local nondeterminism, which is an alternative to the classical local nondeterminism usually utilized in the Gaussian framework, in order to investigate Besov regularity, in the time…

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

In sequential design strategies, common in geostatistics and Bayesian optimization, the selection of a new observation point $X_{n+1}$ of a random function $\mathbf f$ is informed by past data, captured by the filtration $\mathcal…

We prove singularity of some distributions of random continued fractions that correspond to iterated function systems with overlap and a parabolic point. These arose while studying the conductance of Galton-Watson trees.

Let $G$ be a real connected algebraic semi-simple Lie group, and $H$ an algebraic subgroup of $G$. Let $\mu$ be a probability measure on $G$, with finite exponential moment, whose support spans a Zariski-dense subsemigroup of $G$. Let…

We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…

We study analogues of Minkowski's question mark function $?(x)$ related to continued fractions with even or odd partial quotients. We prove that these functions are H\"older continuous with precise exponents, and that they linearize the…

In this work, we present a complete characterization of the covariance structure of number statistics in boxes for hyperuniform point processes. Under a standard integrability assumption, the covariance depends solely on the overlap of the…

With $\{\xi_i\}_{i\ge 0}$ being a centered stationary Gaussian sequence with non-negative correlation function $\rho(i):=\mathbb{E}[ \xi_0\xi_i]$ and $\{\sigma(i)\}_{i\ge 1}$ a sequence of positive reals, we study the asymptotics of the…

We prove that for a standard Brownian motion, there exists a first-passage-time density function through a locally H\"older continuous curve with exponent greater than 1/2. By using a property of local time of a standard Brownian motion and…

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of…

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

We study generalized fractional $p$-Laplacian equations to prove local boundedness and H\"older continuity of weak solutions to such nonlocal problems by finding a suitable fractional Sobolev-Poincar\'e inquality.

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…