Related papers: High minima of non-smooth Gaussian processes
The paper is devoted to three-parametric self-similar Gaussian Volterra processes that generalize fractional Brownian motion. We study the asymptotic growth of such processes and the properties of long- and short-range dependence. Then we…
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…
We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by…
This paper investigates some aspects of the variational behaviour of nonsmooth functions, with special emphasis on certain stability phenomena. Relationships linking such properties as sharp minimality, superstability, error bound and…
For the problem of nonparametric detection of signal in Gaussian white noise we point out strong asymptotically minimax tests. The sets of alternatives are a ball in Besov space $B^r_{2\infty}$ with "small" balls in $L_2$ removed.
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…
We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…
The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Let x(s), s in R^d be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability p(T) that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain TxG as T>>1. We…
We obtain the asymptotic behavior of hole probability for random holomorphic sections on a compact Riemann surface with respect to the hole size.
Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries,…
A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
The solutions to surface evolution problems like mean curvature flow can be expressed as value functions of suitable stochastic control problems, obtained as limit of a family of regularised control problems. The control-theoretical…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…