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

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…

Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

In this article, we present some new general forms of numerical radius inequalities for Hilbert space operators. The significance of these inequalities follow from the way they extend and refine some known results in this field. Among other…

In this work we study two Riemannian distances between infinite-dimensional positive definite Hilbert-Schmidt operators, namely affine-invariant Riemannian and Log-Hilbert-Schmidt distances, in the context of covariance operators associated…

Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of…

We show that under natural and quite general assumptions, a large part of a matrix for a bounded linear operator on a Hilbert space can be preassigned. The result is obtained in a more general setting of operator tuples leading to…

The paper discusses a series of results concerning reproducing kernel Hilbert spaces, related to the factorization of their kernels. In particular, it is proved that for a large class of spaces isometric multipliers are trivial. One also…

Distributional approximations of (bi--) linear functions of sample variance-covariance matrices play a critical role to analyze vector time series, as they are needed for various purposes, especially to draw inference on the dependence…

We study sample path deviations of the Wiener process from three different representations of its bridge: anticipative version, integral representation and space-time transform. Although these representations of the Wiener bridge are equal…

Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to…

In a previous paper, we presented an Abstract Beurling's Theorem for valuation Hilbert modules over valuation algebras. In this paper, we shall apply this theorem to obtain complete descriptions of the closed invariant subspaces of a number…

We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…

In H\"ormander inner product spaces, we investigate initial-boundary value problems for an arbitrary second order parabolic partial differential equation and the Dirichlet or a general first-order boundary conditions. We prove that the…

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

Motivated by a general dilation theory for operator-valued measures, framings and bounded linear maps on operator algebras, we consider the dilation theory of the above objects with special structures. We show that every operator-valued…

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

For $0<\alpha<1$ let $V(\alpha)$ denote the supremum of the numbers $v$ such that every $\alpha$-H\"older continuous function is of bounded variation on a set of Hausdorff dimension $v$. Kahane and Katznelson (2009) proved the estimate $1/2…

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

We generalize the notion of harmonic conjugate functions and Hilbert transforms to higher dimensional euclidean spaces, in the setting of differential forms and the Hodge-Dirac system. These conjugate functions are in general far from being…