Related papers: Large deviations for Hilbert space valued Wiener p…
In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…
Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…
We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.
We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…
Some inequalities of Cauchy-Bunyakovsky-Schwarz type for sequences of bounded linear operators in Hilbert spaces and some applications are given.
We give a short proof of It\^o's formula for stochastic Hilbert-space valued processes in the setting $V\subset H\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using…
The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…
Parameter-elliptic boundary-value problems are investigated on the extended Sobolev scale. This scale consists of all Hilbert spaces that are interpolation spaces with respect to the Hilbert Sobolev scale. The latter are the H\"ormander…
We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-Uhlenbeck process with shift. We estimate simultaneously the drift and shift parameters. On the one hand, we establish a large deviation…
We introduce a new norm on the space of bounded linear operators on a complex Hilbert space, which generalizes the numerical radius norm, the usual operator norm and the modified Davis-Wielandt radius. We study basic properties of this…
Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…
We provide a detailed description of the model Hilbert space $L^2(\bbR; d\Sigma; \cK)$, were $\cK$ represents a complex, separable Hilbert space, and $\Sigma$ denotes a bounded operator-valued measure. In particular, we show that several…
We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using visocity solutions for Hamilton-Jacobi…
Classifying points in high dimensional spaces is a fundamental geometric problem in machine learning. In this paper, we address classifying points in the $d$-dimensional Hilbert polygonal metric. The Hilbert metric is a generalization of…
We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
The relationship between discontinuous and continuous stochastic processes in Hilbert space is investigated. It is shown that for any continuos process there is a parent discontinuous process, that becomes the continuous one in the proper…
This paper summarizes and generalizes a recently proposed mathematical framework that unifies the standard formalisms of special relativity and quantum mechanics. The framework is based on Hilbert spaces H of functions of four space-time…
We study the Weyl-Wigner transform in the case of discrete variables defined in a Hilbert space of finite prime-number dimensionality $N$. We define a family of Weyl-Wigner transforms as function of a phase parameter. We show that it is…
Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…