Related papers: Wiener integrals with respect to the two-parameter…
Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…
In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments. More precisely, the process we study here corresponds to…
Based on direct integrals, a framework allowing to integrate a parametrised family of reproducing kernels with respect to some measure on the parameter space is developed. By pointwise integration, one obtains again a reproducing kernel…
The area of fractional calculus has made its way into various pure and applied scientific fields, as evidenced by its integration into numerous disciplines. An increasing number of researchers are exploring various approaches to…
Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the application to Fourier spectral estimation of multivariate stationary…
This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…
We define an asymptotically normal wavelet-based strongly consistent estimator for the Hurst parameter of any Hermite processes. This estimator is obtained by considering a modified wavelet variation in which coefficients are wisely chosen…
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener-It\^o integrals,…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…
We study the microscopic dynamics of competing ordered phases in a two-dimensional correlated electron model, which is driven with a pulsed electric field of finite duration. In order to go beyond a mean-field treatment of the electronic…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
The invertable map of spin state density operator onto quasiprobability distribution of three continuous variables is constructed. The connection with two-mode electromagnetic field oscillators is discussed. The inversion formula for…
This thesis consists of two parts. Part I is an introduction to Hermite processes, Hermite random fields, Fisher information and to the papers constituting the thesis. More precisely, in Section 1 we introduce Hermite processes in a…
The photon distribution function of a discrete series of excitations of squeezed coherent states is given explicitly in terms of Hermite polynomials of two variables. The Wigner and the coherent-state quasiprobabilities are also presented…
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is…
We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…
We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…
A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to…
We extend an uncertainty principle due to Beurling into a characterization of Hermite functions. More precisely, all functions $f$ on $\R^d$ which may be written as $P(x)\exp (Ax,x)$, with $A$ a real symmetric definite positive matrix, are…
In this work, we study the supersymmetric warped conformal field theory in two dimensions. We show that the Hofman-Strominger theorem on symmetry enhancement could be generalized to the supersymmetric case. More precisely, we find that…