Related papers: The Cameron-Martin Theorem for (p-)Slepian process…

In this paper we consider the problem of finding the {\em densest} subset subject to {\em co-matroid constraints}. We are given a {\em monotone supermodular} set function $f$ defined over a universe $U$, and the density of a subset $S$ is…

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed…

We reconsider the complete set of four-quark operators in the Weak Effective Theory (WET) for non-leptonic $\Delta F=1$ decays that govern $s\to d$ and $b\to d, s$ transitions in the Standard Model (SM) and beyond, at the Next-to-Leading…

We demonstrate a phenomenon of condensation of the Fourier transform $\widehat{f}$ of a function $f$ defined on the real line $\mathbb{R}$ which decreases rapidly on one half of the line. For instance, we prove that if $f$ is…

Let $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst index $\alpha\in (0,1/4)$. Using an analytic approximation $B(\eta)$ of $B$ introduced in \cite{Unt08}, we prove that the rescaled L\'evy area process…

A functional theory based on single-particle occupation numbers is developed for pairing. This functional, that generalizes the BCS approach, directly incorporates corrections due to particle number conservation. The functional is…

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Suppose $1 < p < \infty$. Carleson's Theorem states that the Fourier series of any function in $L^p[-\pi, \pi]$ converges almost everywhere. We show that the Schnorr random points are precisely those that satisfy this theorem for every $f…

We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called…

This paper establishes a functional law of large numbers and a functional central limit theorem for marked Hawkes point measures and their corresponding shot noise processes. We prove that the normalized random measure can be approximated…

With $M(t):=\sup_{s\in[0,t]}A(s)-s$ denoting the running maximum of a fractional Brownian motion $A(\cdot)$ with negative drift, this paper studies the rate of convergence of $\mathbb {P}(M(t)>x)$ to $\mathbb{P}(M>x)$. We define two metrics…

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…

By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like graph $K_{1,k}$. Thus, the latter process can be seen as a…

We consider the spaces $A_p(\mathbb T)$ of functions $f$ on the circle $\mathbb T$ such that the sequence of Fourier coefficients $\fu{\f}=\{\fu{\f}(k), ~k \in \mathbb Z\}$ belongs to $l^p, ~1\leq p<2$. The norm on $A_p(\mathbb T)$ is…

The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space $C_{a,b}^2[0,T]$. The function space $C_{a,b}[0,T]$ can be…

It is a well-known fact that finite rho-variation of the covariance (in 2D sense) of a general Gaussian process implies finite rho-variation of Cameron-Martin paths. In the special case of fractional Brownian motion (think: 2H=1/rho), in…

The Waxman-Peck theory of the population genetics is discussed in regard of soil bacteria. Each bacterium is understood as a carrier of a phenotypic parameter p. The central aim is the calculation of the probability density with respect to…

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

This paper combines the decomposition technique ($\sigma$-stability) in random functional analysis with the deterministic theory of asymptotically pointwise contractions to provide a complete self-contained derivation of a fixed point…