English
Related papers

Related papers: Wiener--Ito integral representation in vector valu…

200 papers

In this paper, we have investigated the generalized Wiener space of bounded variation with $p$-variable. Various results are obtained such as uniform convexity and reflexivity, there was characterized the set of points of discontinuity of…

Functional Analysis · Mathematics 2022-01-28 Ani Ozbetelashvili , Shalva Zviadadze

In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…

Statistics Theory · Mathematics 2016-03-14 Ethan Anderes , Joe Guinness

We prove a formula for the evaluation of expectations containing a scalar function of a Gaussian random vector multiplied by a product of the random vector components, each one raised to a non-negative integer power. Some of the powers…

Probability · Mathematics 2025-08-21 Konstantinos Mamis

We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…

Probability · Mathematics 2024-08-05 Shuyang Bai , Jiemiao Chen

We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…

Probability · Mathematics 2019-10-08 Michael C. Tseng

In this research article, we formulate and prove multidimensional Widder--Arendt theorem and integrated form of multidimensional Widder--Arendt theorem for functions with values in sequentially complete locally convex spaces. Established…

Functional Analysis · Mathematics 2025-11-25 Marko Kostic

The aim of the current paper is to study the multiscalar-tensor theories of gravity without derivative couplings. We construct a few basic objects that are invariant under a Weyl rescaling of the metric and transform covariantly when the…

General Relativity and Quantum Cosmology · Physics 2016-01-25 Piret Kuusk , Laur Jarv , Ott Vilson

Let $G$ be a non--linear function of a Gaussian process $\{X_t\}_{t\in\mathbb{Z}}$ with long--range dependence. The resulting process $\{G(X_t)\}_{t\in\mathbb{Z}}$ is not Gaussian when $G$ is not linear. We consider random wavelet…

Probability · Mathematics 2013-11-28 Marianne Clausel , François Roueff , Murad S. Taqqu , Ciprian A. Tudor

This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavior of eigenvalues inside the bulk of the…

Probability · Mathematics 2011-02-18 Sandrine Dallaporta

Let $\mathfrak{o}$ be the ring of integers of a non-archimedean local field with the maximal ideal $\wp$ and the finite residue field of characteristic $p.$ Let $\mathbf{G}$ be the General Linear or Special Linear group with entries from…

Representation Theory · Mathematics 2019-02-19 Shiv Prakash Patel , Pooja Singla

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

The aim of this paper is to try to establish a generic model for the problem that several multivariable number-theoretic functions represent simultaneously primes for infinitely many integral points. More concretely, we introduced briefly…

General Mathematics · Mathematics 2009-11-23 Shaohua Zhang

We formulate and derive a generalization of an orthogonal rational-function basis for spectral expansions over the infinite or semi-infinite interval. The original functions, first presented by Wiener are a mapping and weighting of the…

Numerical Analysis · Mathematics 2009-06-01 Akil C. Narayan , Jan S. Hesthaven

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…

Probability · Mathematics 2007-05-23 Ida Kruk , Francesco Russo , Ciprian Tudor

Given a variety over $\mathbb{Q}$, we study the distribution of the number of primes dividing the coordinates as we vary an integral point. Under suitable assumptions, we show that this has a multivariate normal distribution. We generalise…

Number Theory · Mathematics 2021-08-27 Daniel El-Baz , Daniel Loughran , Efthymios Sofos

We analyze {\em the Rosenblatt process} which is a selfsimilar process with stationary increments and which appears as limit in the so-called {\em Non Central Limit Theorem} (Dobrushin and Major (1979), Taqqu (1979)). This process is…

Probability · Mathematics 2008-08-01 Ciprian A. Tudor

Let $(A_x)_{x\in\mathbb{R}^d}$ be a locally integrable, centered, weakly stationary random field, i.e. $\mathbb{E}[A_x]=0$, ${\rm Cov}(A_x,A_y)=K(x-y)$, $\forall x,y\in\mathbb{R}^d$, with measurable covariance function…

Probability · Mathematics 2023-12-07 Leonardo Maini

The aim of Part II is to explore the technique of invariance of tautological equations in the realm of Gromov--Witten theory. The main result is a proof of Invariance Theorem (Invariance Conjecture~1 in [14]), via the techniques from…

Algebraic Geometry · Mathematics 2007-05-23 Y. -P. Lee

The theory of admissible distributions over a weight-space of one-variable was studied by Amice--V\'{e}lu and played important roles in the cyclotomic Iwasawa theory of non-ordinary p-adic Galois representations. In this article, we discuss…

Number Theory · Mathematics 2026-02-17 Kengo Fukunaga , Tadashi Ochiai

Gaussian processes occupy one of the leading places in modern statistics and probability theory due to their importance and a wealth of strong results. The common use of Gaussian processes is in connection with problems related to…

Statistics Theory · Mathematics 2023-02-01 Zexun Chen , Jun Fan , Kuo Wang