Related papers: Comparison inequalities on Wiener space
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
We prove that invariance of a quantum theory under the semiclassical vs. strong-quantum duality $S/\hbar\longleftrightarrow\hbar/S$, where S is the classical action, is equivalent to noncommutativity (of the Heisenberg-algebra type) of the…
We aim at extending the definition of the Weyl calculus to an infinite dimensional setting, by replacing the phase space $ \mathbb{R}^{2n}$ by $B^2$, where $(i,H,B)$ is an abstract Wiener space. A first approach is to generalize the…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
Let $X$ be a separable Banach space endowed with a non-degenerate centered Gaussian measure $\mu$. The associated Cameron-Martin space is denoted by $H$. Consider two sufficiently regular convex functions $U:X\rightarrow\mathbb{R}$ and…
We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…
We prove a new type of Poincar\'e inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized…
We recently derived a spin-mapping approach for treating the nonadiabatic dynamics of a two-level system in a classical environment [J. Chem. Phys. 151, 044119 (2019)] based on the well-known quantum equivalence between a two-level system…
We present a new method for sampling the Levy area for a two-dimensional Wiener process conditioned on its endpoints. An efficient sampler for the Levy area is required to implement a strong Milstein numerical scheme to approximate the…
Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to…
We study the properties of quasi-distributions or Wigner measures in the context of noncommutative quantum mechanics. In particular, we obtain necessary and sufficient conditions for a phase-space function to be a noncommutative Wigner…
We develop a statistical framework for conducting inference on collections of time-varying covariance operators (covariance flows) over a general, possibly infinite dimensional, Hilbert space. We model the intrinsically non-linear structure…
The usual Weyl calculus is intimately associated with the choice of the standard symplectic structure on $\mathbb{R}^{n}\oplus\mathbb{R}^{n}$. In this paper we will show that the replacement of this structure by an arbitrary symplectic…
We introduce the notion of uniform gamma-radonification of a family of operators, which unifies the notions of R-boundedness of a family of operators and gamma-radonification of an individual operator. We study the the properties of…
We derive new results on the characterization of Gelfand--Shilov spaces $\mathcal{S}^\mu_\nu (\R^n)$, $\mu,\nu >0$, $\mu+\nu \geq 1$ by Gevrey estimates of the $L^2$ norms of iterates of $(m,k)$ anisotropic globally elliptic Shubin (or…
In this paper we make a survey of some recent developments of the theory of Sobolev spaces $W^{1,q}(X,\sfd,\mm)$, $1<q<\infty$, in metric measure spaces $(X,\sfd,\mm)$. In the final part of the paper we provide a new proof of the…
We propose a generalization of Heisenberg picture quantum mechanics in which a Lagrangian and Hamiltonian dynamics is formulated directly for dynamical systems on a manifold with non--commuting coordinates, which act as operators on an…
In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian…
We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…