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

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…

The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…

Let $M$ be a complete Riemannian manifold. Let $P_{x,y}(M)$ be the space of continuous paths on $M$ with fixed starting point $x$ and ending point $y$. Assume that $x$ and $y$ is close enough such that the minimal geodesic $c_{xy}$ between…

This contribution establishes exact tail asymptotics of $\sup_{(s,t)\in\mathbf{E}}$ $X(s,t)$ for a large class of nonhomogeneous Gaussian random fields $X$ on a bounded convex set $\mathbf{E}\subset\mathbb{R}^2$, with variance function that…

We consider estimation of a sparse parameter vector that determines the covariance matrix of a Gaussian random vector via a sparse expansion into known "basis matrices". Using the theory of reproducing kernel Hilbert spaces, we derive lower…

For a compact group $\mathbb{G}$, the functor from unital Banach algebras with contractive morphisms to metric spaces with 1-Lipschitz maps sending a Banach algebra $A$ to the space of $\mathbb{G}$-representations in $A$ preserves filtered…

This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of the behavior of the spectral measures…

We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…

In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…

We investigate some basic questions concerning the relationship between the restricted Grassmannian and the theory of Banach Lie-Poisson spaces. By using universal central extensions of Lie algebras, we find that the restricted Grassmannian…

We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…

The goal of this paper is twofold: we study metric measure spaces $(X,d,m)$ with variable lower bounds for the Ricci curvature and we study pathwise coupling of Brownian motions. Given any lower semicontinuous function $k:X\to \mathbb R$ we…

We give a new proof of a characterization of the closeness of the range of a continuous linear operator and of the closeness of the sum of two closed vector subspaces of a Banach space. Then we state sufficient conditions for the closeness…

Motivated by the construction of tractable robust estimators via convex relaxations, we present conditions on the sample size which guarantee an augmented notion of Restricted Eigenvalue-type condition for Gaussian designs. Such a notion is…

Consider a separable Banach space $ \mathcal{W}$ supporting a non-trivial Gaussian measure $\mu$. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings…

The paper deals with the expected maxima of continuous Gaussian processes $X = (X_t)_{t\ge 0}$ that are H\"older continuous in $L_2$-norm and/or satisfy the opposite inequality for the $L_2$-norms of their increments. Examples of such…

In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…