Related papers: Generalized Gaussian processes and relations with …
A new approach to the generalised Brownian motion introduced by M. Bozejko and R. Speicher is described, based on symmetry rather than deformation. The symmetrisation principle is provided by Joyal's notions of tensorial and combinatorial…
The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…
Gaussian processes occupy one of the leading places in modern statistics and probability theory due to their importance and a wealth of strong results. The common use of Gaussian processes is in connection with problems related to…
This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_\alpha^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_\alpha(t) - |t|^\alpha - h(t) - z>0 \right) {\text{d}} t > x} \right\}…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…
We aim to link random fields and marked point processes and therefore introduce a new class of stochastic processes which are defined on a random set in R^d. Unlike for random fields, the mark covariance function of a marked random set is…
Let $\mathcal{B}$ be a conformal net. We give the notion of a proper action of a finite hypergroup acting by vacuum preserving unital completely positive (so-called stochastic) maps, which generalizes the proper actions of finite groups.…
We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_2$-small ball asymptotics of the transformed function and of the original one. Also the explicit…
The BV formalism is a well-established method for analyzing symmetries and quantization of field theories. In this paper we use the BV formalism to derive partition functions of gauge invariant operators up to equations of motions and their…
We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…
This paper begins investigation of the concept of ``generalized $\tau$-function'', defined as a generating function of all the matrix elements of a group element $g \in G$ in a given highest-weight representation of a universal enveloping…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
We use nowdays classical theory of generalized moment problems by Krein-Nudelman [1977] to define a special class of stochastic Gaussian processes. The class contains, of course, stationary Gaussian processes. We obtain a spectral…
In this paper we study a group theoretical generalization of the well-known Gauss's formula that uses the generalized Euler's totient function introduced in [11].
Hunt's hypothesis (H) and the related Getoor's conjecture is one of the most important problems in the basic theory of Markov processes. In this paper, we investigate the invariance of Hunt's hypothesis (H) for Markov processes under two…
Based on the operator formalism that arises from the underlying SU(2) group structure, a formula is derived that provides a description of the generalized Hermite-Laguerre Gauss modes in terms of a Jones vector, traditionally used to…
Let $\Gamma(\mathcal{H})$ be the boson Fock space over a finite dimensional Hilbert space $\mathcal{H}$. It is shown that every gaussian symmetry admits a Klauder-Bargmann integral representation in terms of coherent states. Furthermore,…
A central problem in computational statistics is to convert a procedure for sampling combinatorial from an objects into a procedure for counting those objects, and vice versa. Weconsider sampling problems coming from *Gibbs distributions*,…
This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…