Related papers: Random interpolating sequences in Dirichlet spaces

We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean square error. Multivariate piecewise linear interpolator is…

We consider fully row/column-correlated linear regression models and study several classical estimators (including minimum norm interpolators (GLS), ordinary least squares (LS), and ridge regressors). We show that \emph{Random Duality…

An important result of H. Weyl states that for every sequence $\left(a_{n}\right)_{n\geq 1}$ of distinct positive integers the sequence of fractional parts of $\left(a_{n} \alpha \right)_{n \geq1}$ is uniformly distributed modulo one for…

We show that in a scale of weighted Dirichlet spaces $D_{\alpha}$, including the Bergman space, given any finite Blaschke product $B$ there exists an equivalent norm in $D_{\alpha}$ such that $B$ satisfies the wandering subspace property…

We develop a calculus of space-time controlled fields for rough stochastic systems. This approach provides a unified composition rule for evaluating random fields along rough semimartingales and yields a rough stochastic It\^o-Wentzell…

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. This model is known to exhibit a phase transition: If $d \ge 3$ and the environment is "not too random", then, the total…

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

We present a new technique for the interpolation of discretely-sampled non-negat ive scalar fields across regions of missing data. Any set of basis functions can be used, though the method is fastest when they are close to orthogonal. We…

For the model of two-dimensional random interlacements in the critical regime (i.e., $\alpha=1$), we prove that the vacant set is a.s.\ infinite, thus solving an open problem from arXiv:1502.03470. Also, we prove that the entrance measure…

We consider Dirichlet spaces with superharmonic weights. This class contains both the harmonic weights and the power weights. Our main result is a characterization of the Dirichlet spaces with superharmonic weights that can be identified as…

We consider a random variable $Y$ and approximations $Y\_n$, defined on the same probability space with values in the same measurable space as $Y$. We are interested in situations where the approximations $Y\_n$ allow to define a Dirichlet…

Roughly speaking, regular subspaces are regular Dirichlet forms that inherit the original forms with smaller domains. In this paper, regular subspaces of 1-dim symmetric $\alpha$-stable processes are considered. The main result is that it…

We consider a discrete-time branching random walk in the boundary case, where the associated random walk is in the domain of attraction of an $\alpha$-stable law with $1<\alpha<2$. We prove that the derivative martingale $D_n$ converges to…

Probabilistic, hierarchically coherent forecasting is a key problem in many practical forecasting applications -- the goal is to obtain coherent probabilistic predictions for a large number of time series arranged in a pre-specified tree…

In this paper, we consider a weighted version of one-dimensional discrete Hardy inequalities with power weights of the form $n^\alpha$. We prove the inequality when $\alpha$ is an even natural number with the sharp constant and remainder…

We compute the Parisi overlap distribution for paperfolding sequences. It turns out to be discrete, and to live on the dyadic rationals. Hence it is a pure point measure whose support is the full interval [-1; +1]. The space of paperfolding…

We show that the asymptotic behavior of the partial sums of a sequence of positive numbers determine the local behavior of the Hilbert space of Dirichlet series defined using these as weights. This extends results recently obtained…

We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…

Generative models based on normalizing flows are very successful in modeling complex data distributions using simpler ones. However, straightforward linear interpolations show unexpected side effects, as interpolation paths lie outside the…

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…