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We compute the expected signature of a class of Gaussian processes which is a subclass of the Gaussian processes with regular kernels, in the sense of Alos, Mazet and Nualart.

Probability · Mathematics 2013-06-18 H. Boedihardjo , A. Papavasiliou , Z. Qian

In this paper we investigate some basic results on the slice regular Besov spaces of hyperholomorphic functions on the unit ball $\mathbb{B}.$ We also characterize the boundedness, compactness and find the essential norm estimates of…

Functional Analysis · Mathematics 2016-09-09 Sanjay Kumar , Khalid Manzoor

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

Probability · Mathematics 2021-05-24 Kohei Suzuki

For a planar domain $\Omega$, we consider the Dirichlet spaces with respect to a base point $\zeta\in\Omega$ and the corresponding kernel functions. It is not known how these kernel functions behave as we vary the base point. In this note,…

Complex Variables · Mathematics 2025-03-10 Sahil Gehlawat , Aakanksha Jain , Amar Deep Sarkar

The covariance matrix function is characterized in this paper for a Gaussian or elliptically contoured vector random field that is stationary, isotropic, and mean square continuous on the compact two-point homogeneous space. Necessary and…

Probability · Mathematics 2019-05-20 Tianshi Lu , Chunsheng Ma

Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…

Probability · Mathematics 2021-05-20 Sergio Andraus , Michael Voit

This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole space, we establish a Breuer-Major type Gaussian fluctuation…

Probability · Mathematics 2020-04-29 David Nualart , Guangqu Zheng

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…

Probability · Mathematics 2019-05-03 Zuopeng Fu , Yizao Wang

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

Numerical Analysis · Mathematics 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

The symmetrized Hammersley point set is known to achieve the best possible rate for the $L_2$-norm of the discrepancy function. Also lower bounds for the norm in Besov spaces of dominating mixed smoothness are known. In this paper a large…

Numerical Analysis · Mathematics 2014-02-19 Lev Markhasin

In this paper we mainly investigate the Cauchy problem of some Camassa-Holm type systems. By constructing a new auxiliary function, we present a generalized Ovsyannikov theorem. By using this theorem and the basic properties of…

Analysis of PDEs · Mathematics 2018-12-31 Wei Luo , Zhaoyang Yin

Existing convergence of distributed optimization methods in non-Euclidean geometries typically rely on kernel assumptions: (i) global Lipschitz smoothness and (ii) bi-convexity of the associated Bregman divergence function. Unfortunately,…

Optimization and Control · Mathematics 2026-03-16 Junwen Qiu , Ziyang Zeng , Leilei Mei , Junyu Zhang

We introduce an intrinsic notion of Hoelder-Zygmund regularity for Colombeau generalized functions. In case of embedded distributions belonging to some Zygmund-Hoelder space this is shown to be consistent. The definition is motivated by the…

Analysis of PDEs · Mathematics 2007-05-23 Guenther Hoermann

The theory of regularity structures sets up an abstract framework of modelled distributions generalising the usual H\"older functions and allowing one to give a meaning to several ill-posed stochastic PDEs. A key result in that theory is…

Functional Analysis · Mathematics 2017-09-05 Martin Hairer , Cyril Labbé

We develop local elliptic regularity for operators having coefficients in a range of Sobolev-type function spaces (Bessel potential, Sobolev-Slobodeckij, Triebel-Lizorkin, Besov) where the coefficients have a regularity structure typical of…

Analysis of PDEs · Mathematics 2023-06-29 Michael Holst , David Maxwell , Gantumur Tsogtgerel

The characterization of the boundedness of operators induced by Hankel matrices on analytic function spaces can be traced back to the work of Z. Nehari and H. Widom on the Hardy space, and has been extensively studied on many other analytic…

Complex Variables · Mathematics 2024-01-18 Guanlong Bao , Kunyu Guo , Fangmei Sun , Zipeng Wang

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…

Probability · Mathematics 2015-07-03 E. Ostrovsky , L. Sirota

In a celebrated construction, Chen and Skriganov gave explicit examples of point sets achieving the best possible $L_2$-norm of the discrepancy function. We consider the discrepancy function of the Chen-Skriganov point sets in Besov spaces…

Numerical Analysis · Mathematics 2014-02-19 Lev Markhasin

Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on the domain is an example of such an operator. The estimates…

Probability · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson

This paper is devoted to the regularity analysis of a geodesic equation in the space of Sasakian metrics. Firstly, we reduce the geodesic equation in the space of Sasakian metrics to a Dirichlet problem of degenerate complex Monge-Amp\'ere…

Differential Geometry · Mathematics 2009-07-29 PengFei Guan , Xi Zhang