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This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…

We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…

Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…

We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…

In this paper we present a complete description of a stochastic semigroup of finite-dimensional projections in Hilbert space. The geometry of such semigroups is characterized by the asymptotic behavior of the widths of compact subsets with…

For every simplicial complex X, we construct a locally CAT(0) cubical complex T_X, a cellular isometric involution i on T_X and a map t_X from T_X to X with the following properties: t_Xi = t_X; t_X is a homology isomorphism; the induced…

Let $H$ be either a complex inner product space of dimension at least two, or a real inner product space of dimension at least three. Let us fix an $\alpha\in \left(0,\tfrac{\pi}{2}\right)$. The purpose of this paper is to characterize all…

Let $S \subset \mathbb{Z}^{d}$ be a finitely generated subsemigroup. Let $E$ be a product system over $S$. We show that there exists an infinite dimensional separable Hilbert space $\mathcal{H}$ and a semigroup $\alpha:=\{\alpha_x\}_{x \in…

We consider the classical minisuperspace model describing a closed, homogeneous and isotropic Universe, with a positive cosmological constant. Upon canonical quantization, the infinite number of possible operator orderings in the quantum…

We introduce and analyse infinite dimensional Wishart processes taking values in the cone $S^+_1(H)$ of positive self-adjoint trace class operators on a separable real Hilbert space $H$. Our main result gives necessary and sufficient…

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

We prove that every continuous function on a separable infinite-dimensional Hilbert space X can be uniformly approximated by smooth functions with no critical points. This kind of result can be regarded as a sort of very strong approximate…

We interpret the Hilbert entropy of a convex projective structure on a closed higher-genus surface as the Hausdorff dimension of the non-differentiability points of the limit set in the full flag space $\mathcal F(\mathbb R^3)$.…

We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…

Let $X$ be a proper CAT($0$) space and $G$ a cocompact group of isometries of $X$ without fixed point at infinity. We prove that if $\partial X$ contains an invariant subset of circumradius $\pi/2$, then $X$ contains a quasi-dense, closed…

Let $X=(X(n))_{n \in \mathbb{Z_+}}$ be a standard subproduct system of $C^*$-correspondences over a $C^*$-algebra $\mathcal M.$ Assume $T=(T_n)_{n \in \mathbb{Z_+}}$ to be a pure completely contractive, covariant representation of $X$ on a…

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…

We show that a metric space $X$ that, at every point, has a Gromov-Hausdorff tangent with the splitting property (i.e. every geodesic line splits off a factor $\mathbb{R}$), is universally infinitesimally Hilbertian (i.e. $W^{1,2}(X,\mu)$…

We classify measures on $\{0,1\}^{\mathbb{Z}^d}$, $d \geq 3$, the space of subsets of $\mathbb{Z}^d$, which are invariant under all affine special linear transformations. In other words, we classify simple point processes on $\mathbb{Z}^d$…