Related papers: The self-normalized Donsker theorem revisited
In this paper we investigate three discrete or semi-discrete approximation schemes for reflected Brownian motion on bounded Euclidean domains. For a class of bounded domains $D$ in $\mathbb{R}^n$ that includes all bounded Lipschitz domains…
We apply improved elliptic regularity results to a concrete symmetric Dirichlet form and various non-symmetric Dirichlet forms with possibly degenerate symmetric diffusion matrix. Given the (non)-symmetric Dirichlet form, using elliptic…
We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…
The purpose of this paper is to establish L^p error estimates, a Bernstein inequality, and inverse theorems for approximation by a space comprising spherical basis functions located at scattered sites on the unit n-sphere. In particular,…
The field theoretic renormalization group is applied to a simple model of random walk on a rough fluctuating surface. We consider the Fokker--Planck equation for a particle in a uniform gravitational field. The surface is modelled by the…
The $D$-colored version of tensor models has been shown to admit a large $N$-limit expansion. The leading contributions result from so-called melonic graphs which are dual to the $D$-sphere. This is a note about the Schwinger-Dyson…
A new modulus of smoothness and its equivalent $K$-function are defined on the conic domains in $\mathbb{R}^d$, and used to characterize the weighted best approximation by polynomials. Both direct and weak inverse theorems of the…
In "Classical Electrodynamics" (Jackson) a theorem is proved on the average of an electrostatic or magnetostatic field over a spherical volume. The proof of the theorem is based on an expansion in spherical harmonics and it is useful for…
We study approximation of functions by algebraic polynomials in the H\"older spaces corresponding to the generalized Jacobi translation and the Ditzian-Totik moduli of smoothness. By using modifications of the classical moduli of…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
We study a one dimensional Lagrangian problem including the variational reformulation, derived in a recent work of Ambrosio-Baradat-Brenier, of the discrete Monge-Amp\`ere gravitational model, which describes the motion of interacting…
This paper presents recent results obtained by the authors (partly in collaboration with A. Dabrowska) concerning expansions of zonal functions on Euclidean spheres into spherical harmonics and some applications of such expansions for…
We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…
We provide new simple proofs of the Kolmogorov extension theorem and Prokhorovs' theorem. The proof of the Kolmogorov extension theorem is based on the simple observation that $\mathbb{R}$ and the product measurable space…
We introduce an asymmetric operator of generalised translation, define the generalised modulus of smoothness by its means, and obtain the direct and inverse theorems in approximation theory for it.
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
In the previous paper [25], Stolarsky's invariance principle, known for point distributions on the Euclidean spheres [27], has been extended to the real, complex, and quaternionic projective spaces and the octonionic projective plane.…