Related papers: Large deviations for Hilbert space valued Wiener p…

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

We study two subspace systems in a separable infinite-dimensional Hilbert space up to (bounded) isomorphism. One of the main result of this paper is the following: Isomorphism classes of two subspace systems given by graphs of bounded…

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Our main theorem is in the generality of the axioms of Hilbert space, and the theory of unbounded operators. Consider two Hilbert spaces such that their intersection contains a fixed vector space D. It is of interest to make a precise…

In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that…

We investigate an extended version of Hilbert space of analytic functions called Hilbert space of complex-valued harmonic functions. It is found that functions in Hilbert space of complex-valued harmonic functions exhibit many properties…

We develop a Hilbert space framework for a number of general multi-scale problems from dynamics. The aim is to identify a spectral theory for a class of systems based on iterations of a non-invertible endomorphism. We are motivated by the…

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

In this paper we introduce and study some Hilbert-type operators acting from the function spaces into the sequence spaces. We give some sufficient and necessary conditions for the boundedness and compactness of these Hilbert-type operators.…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

In this article, we propose a way to consider processes indexed by a collection $\mathcal{A}$ of subsets of a general set $\mathcal{T}$. A large class of vector spaces, manifolds and continuous $\mathbb{R}$-trees are particular cases.…

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

We consider a family of continuous processes $\{X^\varepsilon\}_{\varepsilon>0}$ which are measurable with respect to a white noise measure, take values in the space of continuous functions $C([0,1]^d:\mathbb{R})$, and have the Wiener chaos…

This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…

We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large…

In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…

The function spaces of continuously differentiable functions are extensively studied and appear in various mathematical settings. In this context, we investigate the spaces of continuously fractional differentiable functions of order…

We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…

Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation…