Related papers: Comparison inequalities on Wiener space

We provide a bound on a natural distance between finitely and infinitely supported elements of the unit sphere of $\ell^2(\mathbb{N}^*)$, the space of real valued sequences with finite $\ell^2$ norm. We use this bound to estimate the…

In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,\mu) which are generated by some random unitary operators defined on the Cameron-Martin space H.

Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…

In this paper we introduce the concept of a convolution type operation of functionals on Wiener space. It contains several kinds of the concepts of convolution products on Wiener space, which have been studied by many authors. We then…

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Consider $F$ an element of the second Wiener chaos with variance one. In full generality, we show that, for every integer $p\ge 1$, there exists $\eta_p>0$ such that if $\kappa_4(F)<\eta_p$ then the Malliavin derivative of $F$ admits a…

The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…

We introduce the notion of a field of covariances, a contravariant functor from non-commutative probability spaces to Hilbert spaces, as the natural categorical analogue of statistical covariance. In the case of finite-dimensional…

We introduce and study covariance fields of distributions on a Riemannian manifold. At each point on the manifold, covariance is defined to be a symmetric and positive definite (2,0)-tensor. Its product with the metric tensor specifies a…

We represent in this preprint the exact estimate for covariation berween two random variables (r.v.), which are measurable relative the corresponding sigma-algebras through anyhow mixing coefficients. We associate a solution of this problem…

The Koopman-von Neumann (KvN) formalism recasts classical mechanics in a Hilbert space framework using complex wavefunctions and linear operators, akin to quantum mechanics. Instead of evolving probability densities in phase space (as in…

We study a system of $n$ Abelian vector fields coupled to $\frac 12 n(n+1)$ complex scalars parametrising the Hermitian symmetric space $\mathsf{Sp}(2n, {\mathbb R})/ \mathsf{U}(n)$. This model is Weyl invariant and possesses the maximal…

We define, in the frame of an abstract Wiener space, the notions of convexity and of concavity for the equivalence classes of random variables. As application we show that some important inequalities of the finite dimensional case have…

If $(G,V)$ is a multiplity free space with a one dimensional quotient we give generators and relations for the non-commutative algebra $D(V)^{G'}$ of invariant differential operators under the semi-simple part $G'$ of the reductive group…

Let $V$ be a linear representation of a connected complex reductive group $G$. Given a choice of character $\theta$ of $G$, Geometric Invariant Theory defines a locus $V^{ss}_\theta(G) \subseteq V$ of semistable points. We give necessary,…

Let $M$ be a Riemannian manifold, $\tau: G \times M \to M$ an isometric action on $M$ of an $n$-torus $G$ and $V: M \to \mathbb R$ a bounded $G$-invariant smooth function. By $G$-invariance the Schr\"odinger operator, $P=-\hbar^2…

We characterize transversality, non-transversality properties on the moduli space of genus 0 stable maps to a rational projective surface. If a target space is equipped with a real structure, i.e, anti-holomorphic involution, then the…

Let $K$ be a field, $\Gamma $ a finite group of field automorphisms of $K$, $F$ the $\Gamma $-fixed field in $K$ and $G\leq $GL$_v(K)$ a finite matrix group. Then the action of $\Gamma $ defines a grading on the symmetric algebra of the…

In this work we study what we call Siegel--dissipative vector of commuting operators $(A_1,\ldots, A_{d+1})$ on a Hilbert space $\mathcal H$ and we obtain a von Neumann type inequality which involves the Drury--Arveson space $DA$ on the…