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We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
In this paper, we study rare events in spherical and Gaussian random geometric graphs in high dimensions. In these models, the vertices correspond to points sampled uniformly at random on the $d$ dimensional unit sphere or correspond to $d$…
We explore the connections between Green's functions for certain differential equations, covariance functions for Gaussian processes, and the smoothing splines problem. Conventionally, the smoothing spline problem is considered in a setting…
We experiment with some topics in elementary number theory. For matrices defined by Gaussian primes we observe a circular spectral law for the eigenvalues. We look at matrices defined by Gaussian primes and look at the growth of the…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…
The article deals with the description of the statistical behavior of Gaussian packets on a metric graph. Semiclassical asymptotics of solutions of the Cauchy problem for the Schr\"{o}dinger equation with initial data concentrated in the…
Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We study the spatio-temporal two-point correlation function of passively advected scalar fields in the inertial-convective range in three dimensions by means of numerical simulations. We show that at small time delays $t$ the correlations…
We define and discuss the notion of pseudospherical surfaces in asymptotic coordinates on time scales. Two special cases, namely dicrete pseudospherical surfaces and smooth pseudosperical surfaces are consistent with this description. In…
We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…
Statistics of molecular random walks in a fluid is considered with the help of Bogolyubov equation for generating functional of distribution functions. An invariance group of this equation is found. It results in many exact relations…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…