Related papers: A Girsanov Result through Birkhoff Integral
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward…
We give a simple and explicit description of the Bernstein-Szego type measures associated with Jacobi matrices which differ from the Jacobi matrix of the Chebyshev measure in finitely many entries. We also introduce a class of measures M…
We prove a version of the Bombieri--Vinogradov Theorem with certain products of Gaussian primes as moduli, making use of their special form as polynomial expressions in several variables. Adapting Vaughan's proof of the classical…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
By means of fixed point index theory for multi-valued maps, we provide an analogue of the classical Birkhoff--Kellogg Theorem in the context of discontinuous operators acting on affine wedges in Banach spaces. Our theory is fairly general…
A remarkable theorem of Besicovitch is that an integrable function $f$ on $\mathbb{R}^2$ is strongly differentiable if and only if its associated strong maximal function $M_S f$ is finite a.e. We provide an analogue of Besicovitch's result…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
We define an integral of real-valued functions with respect to a measure that takes its values in the extended positive cone of a partially ordered vector space $E$. The monotone convergence theorem, Fatou's lemma, and the dominated…
In this paper we consider (probability-)measure valued processes, which we call MVMs, which have a natural martingale structure. Following previous work of Eldan and Cox-K\"allblad, these processes are known to have a close connection to…
We provide a Kingman-like Theorem for arbitrary finite measures and a version of Birkhoff's Theorem for bounded observable. As an application, we show that Birkhoff's limit exists for some continuous observable, in an example of Bowen.
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We prove a Kahane-Khinchin type result with a few random vectors, which are distributed independently with respect to an arbitrary log-concave probability measure on $\R^n$. This is an application of small ball estimate and Chernoff's…
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly decaying step-sizes, we establish that the…
Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation,…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…
One considers Hilbert space valued measures on the Borel sets of a compact metric space. A natural numerical valued integral of vector valued continuous functions with respect to vector valued functions is defined. Using this integral,…
This is a new version of our previous work. In this version, we fill a gap included in the original proof of Theorem 1.1 in our previous paper entitled "An iterative method for Kirchhoff type equations and its applications".
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
In this paper, we present a variational integrator that is based on an approximation of the Euler--Lagrange boundary-value problem via Taylor's method. This can viewed as a special case of the shooting-based variational integrator. The…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…