Related papers: Generalized Gaussian processes and relations with …
A theorem of Hunter ensures that the complete homogeneous symmetric polynomials of even degree are positive definite functions. A probabilistic interpretation of Hunter's theorem suggests a broad generalization: the construction of…
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…
We study criteria which ensure that Gibbs states (often also called generalized vacuum states) on distance-regular graphs are positive. Our main criterion assumes that the graph can be embedded into a growing family of distance-regular…
Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…
Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…
In this paper we study the positivity of the generalized $q$-translation associated with the $q$-Bessel Hahn Exton function which is deduced by a new formulation of the Graf's addition formula related to this function.
The definition of generalized random processes in Gel'fand sense allows to extend well-known stochastic models, such as the fractional Brownian motion, and study the related fractional pde's, as well as stochastic differential equations in…
We investigate the statistical properties of $C=uvu^{-1}v^{-1}$, when $u$ and $v$ are independent random matrices, uniformly distributed with respect to the Haar measure of the groups $U(N)$ and $O(N)$. An exact formula is derived for the…
The Brezin-Gross-Witten (BGW) model is one of the basic examples in the class of non-eigenvalue unitary matrix models. The generalized BGW tau-function $\tau_N$ was constructed from a one parametric deformation of the original BGW model…
In this paper we study an analytic Yeh--Feynman integral and an analytic Yeh--Fourier--Feynman transform associated with Gaussian processes. Fubini theorems involving the generalized analytic Yeh--Feynman integrals are established. The…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonometric series. We show via Karhunen-Love…
Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…
Weingarten functions provide a tool for computing Haar measure matrix integrals of polynomials in the matrix entries. An important property of Weingarten functions, is their particularly simple large $N$ limits. In 2017 Benoit Collins and…
Generalised hyperbolic (GH) processes are a class of stochastic processes that are used to model the dynamics of a wide range of complex systems that exhibit heavy-tailed behavior, including systems in finance, economics, biology, and…
The celebrated Stallings' decomposition theorem states that the splitting of a finite index subgroup $H$ of a finitely generated group $G$ as an amalgamated free product or an HNN-extension over a finite group implies the same for $G$. We…
We revisit the nonlinear second-order differential equations $$ \ddot{x}(t)=a (x )\dot{x}(t)^2+b(t)\dot{x}(t) $$ where $a(x)$ and $b(t)$ are arbitrary functions on their argument from the perspective of Lie-Hamilton systems. For the…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
Consider a finite dimensional complex Hilbert space $\cH$, with $dim(\cH) \geq 3$, define $\bS(\cH):= \{x\in \cH \:|\: ||x||=1\}$, and let $\nu_\cH$ be the unique regular Borel positive measure invariant under the action of the unitary…
We derive a Karhunen-Lo\`eve expansion of the Gauss process $B_t - g(t)\int_0^1 g'(u)\,d B_u$, $t\in[0,1]$, where $(B_t)_{t\in[0,1]}$ is a standard Wiener process and $g:[0,1]\to R$ is a twice continuously differentiable function with $g(0)…