Related papers: Unitary transformations, empirical processes and d…

G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with independent and stationary increments. We prove a…

Let the class A of graphs be bridge-addable; that is, whenever a graph G in A has vertices u and v in different components then the graph G+uv is in A. For a random graph sampled uniformly from the graphs in A on vertex set {1,..,n}, there…

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…

The standard method of transforming a continuous distribution on the line to the uniform distribution on the unit interval is the probability integral transform. Analogous transforms exist on compact Riemannian manifolds, in that, for each…

Many inverse problems require reconstructing physical fields from limited and noisy data while incorporating known governing equations. A growing body of work within probabilistic numerics formalizes such tasks via Bayesian inference in…

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

The purpose of this paper is to study more general real-valued functions of two variables than just metrics on a set X. We concentrate mainly on the classes of distances and almost distances. We also introduce the notion of a bridge on the…

We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…

For a continuous function $f \in \mathcal{C}([0,1])$, define the Vervaat transform $V(f)(t):=f(\tau(f)+t \mod1)+f(1)1_{\{t+\tau(f) \geq 1\}}-f(\tau(f))$, where $\tau(f)$ corresponds to the first time at which the minimum of $f$ is attained.…

We present an inference algorithm and connected Monte Carlo based estimation procedures for metric estimation from landmark configurations distributed according to the transition distribution of a Riemannian Brownian motion arising from the…

The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Ros\'en and Wendel, then extended…

Machine learning theory has mostly focused on generalization to samples from the same distribution as the training data. Whereas a better understanding of generalization beyond the training distribution where the observed distribution…

This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz.\spacefactor =1000 Brownian motion, bridge, excursion, meander and double meander; for the Brownian…

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Under a multinormal distribution with arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist and Fisherian paradigms for the problems of…

We prove a property of Brownian bridges whose certain time-equidistant sequences of points are pairwise coupled by an interaction. Roughly saying, if the total time span $t$ of the bridge tends to infinity while the distance of its end…

Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N)…

We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…

Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same…