Related papers: Hadwiger Integration of Random Fields
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
We derive frame estimates for vector-valued Gabor systems with window functions belonging to Schwartz space. The main result provides frame bound estimates for windows composed of Hermite functions. The proof is based on a recently…
Intrinsic volumes are fundamental geometric invariants generalizing volume, surface area, and mean width for convex bodies. We establish a unified Laplace-Grassmannian representation for intrinsic and dual volumes of convex polynomial…
Minkowski functionals quantify the morphology of smooth random fields. They are widely used to probe statistical properties of cosmological fields. Analytic formulae for ensemble expectations of Minkowski functionals are well known for…
Numerically estimating the integral of functions in high dimensional spaces is a non-trivial task. A oft-encountered example is the calculation of the marginal likelihood in Bayesian inference, in a context where a sampling algorithm such…
In this article, we explore a series of elementary yet insightful results involving integrals related to Gaussian sums. Using techniques rooted in classical calculus, we derive several identities and evaluate nontrivial definite integrals…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
The article presents a new method of integration of functions with values in Banach spaces. This integral and related notions prove to be a useful tool in the study of Banach space geomtry.
We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…
The computation of integrals is a fundamental task in the analysis of functional data, which are typically considered as random elements in a space of squared integrable functions. Borrowing ideas from recent advances in the Monte Carlo…
We develop a theory of integration over valued fields of residue characteristic zero. In particular we obtain new and base-field independent foundations for integration over local fields of large residue characteristic, extending results of…
Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…
We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include…
We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…
We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…
The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…
We present novel equivalences in random matrix and tensor models between complex and self-adjoint theories with nontrivial quadratic terms in the action, established through an intermediate field representation. More precisely, we show that…
The vacuum expectation values of conserved currents play an essential role in the generalized hydrodynamics of integrable quantum field theories. We use analytic continuation to extend these results for the excited state expectation values…
The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts formula also characterizes a wide class of Gaussian processes,…