Related papers: Appendix To Limits For Partial Maxima Of Gaussian …

Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding.…

We introduce a family of Banach spaces of measures, each containing the set of measures with density of bounded variation. These spaces are suitable for the study of weighted transfer operators of piecewise-smooth maps of the interval where…

Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…

In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…

In this article, we show that every centered Gaussian measure on an infinite dimensional separable Fr\'{e}chet space $X$ over $\mathbb R$ admits some full measure Banach intermediate space between $X$ and its Cameron-Martin space. We…

Let $X(s,t), (s,t)\in E$, with $E\subset \mathbb{R}^2$ a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $\sigma(s,t)$. Denote by $\mathcal{L}=\{(s,t):…

We present different extensions of the Banach contraction principle in the $G$-metric space setting. More precisely, we consider mappings for which the contractive condition is satisfied by a power of the mapping and for which the power…

We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…

In this paper we investigate a Gaussian average property of Banach spaces. This property is weaker than the Gordon Lewis property but closely related to this and other unconditional structures. It is also shown that this property implies…

We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments,…

We study the properties of "generic", in the sense of the Haar measure on the corresponding Grassmann manifold, subspaces of l^N_infinity of given dimension. We prove that every "well bounded" operator on such a subspace, say E, is a…

This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable…

We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a…

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

We extend the method of minimal vectors to arbitrary Banach spaces. It is proved, by a variant of the method, that certain quasinilpotent operators on arbitrary Banach spaces have hyperinvariant subspaces.

We prove some abstract Wegner bounds for random self-adjoint operators. Applications include elementary proofs of Wegner estimates for discrete and continuous Anderson Hamiltonians with possibly sparse potentials, as well as Wegner bounds…

In this paper, we report on new results related to the existence of an adjoint for operators on separable Banach spaces and discuss a few interesting applications. (Some results are new even for Hilbert spaces.) Our first two applications…

We give an explicit construction of the scaling limit of the minimum spanning tree of the complete graph. The limit object is described using a recursive construction involving the convex minorants of a Brownian motion with parabolic drift…

Given a symmetric matrix $M$ and a vector $\lambda$, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating $M$ by a matrix whose spectrum is $\lambda$, under $(\varepsilon,\delta)$-differential…